REXC vs. OIH

Last updated Jun 4, 2026

REXC (Sprott Rare Earths Ex-China ETF) and OIH (VanEck Vectors Oil Services ETF) are both Energy Equities funds - REXC tracks the Nasdaq Sprott Rare Earths Ex-China Index while OIH tracks the MVIS US Listed Oil Services 25 Index. Both are passively managed. At a correlation of -0.08, they often move in opposite directions. REXC charges 0.65%/yr vs 0.35%/yr for OIH.

Performance

REXC vs. OIH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Rare Earths Ex-China ETF (REXC) and VanEck Vectors Oil Services ETF (OIH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

REXC

• 1D: -4.49%
• 1M: 2.64%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

OIH

• 1D: 0.18%
• 1M: -2.77%
• YTD: 51.43%
• 6M: 43.87%
• 1Y: 92.96%
• 3Y*: 18.56%
• 5Y*: 13.62%
• 10Y*: -0.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

REXC vs. OIH - Yearly Performance Comparison

	2026 (YTD)
REXC Sprott Rare Earths Ex-China ETF	7.90%
OIH VanEck Vectors Oil Services ETF	6.92%

Correlation

The correlation between REXC and OIH is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 16, 2026	-0.08

Return for Risk

REXC vs. OIH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OIH

OIH Risk / Return Rank: 89
OIH Sharpe Ratio Rank: 90
OIH Sortino Ratio Rank: 85
OIH Omega Ratio Rank: 79
OIH Calmar Ratio Rank: 96
OIH Martin Ratio Rank: 93

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

REXC vs. OIH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Rare Earths Ex-China ETF (REXC) and VanEck Vectors Oil Services ETF (OIH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	REXC	OIH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.19	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.37	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.55	0.01	+1.55

Drawdowns

REXC vs. OIH - Drawdown Comparison

The maximum REXC drawdown since its inception was -16.41%, smaller than the maximum OIH drawdown of -94.45%. Use the drawdown chart below to compare losses from any high point for REXC and OIH.

Drawdown Indicators

	REXC	OIH	Difference
Max Drawdown Largest peak-to-trough decline	-16.41%	-94.45%	+78.04%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.54%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-43.80%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-43.80%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-89.62%	—
Current Drawdown Current decline from peak	-4.86%	-61.60%	+56.74%
Average Drawdown Average peak-to-trough decline	-4.74%	-48.84%	+44.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.82%	—

Volatility

Volatility by Period

	REXC	OIH	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.95%	—
Volatility (6M) Calculated over the trailing 6-month period	—	20.36%	—
Volatility (1Y) Calculated over the trailing 1-year period	49.48%	29.49%	+19.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.48%	36.79%	+12.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.48%	42.41%	+7.07%

REXC vs. OIH - Expense Ratio Comparison

REXC has a 0.65% expense ratio, which is higher than OIH's 0.35% expense ratio.

Dividends

REXC vs. OIH - Dividend Comparison

REXC has not paid dividends to shareholders, while OIH's dividend yield for the trailing twelve months is around 1.13%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OIH VanEck Vectors Oil Services ETF	1.13%	1.71%	2.01%	1.36%	0.95%	0.98%	1.23%	2.10%	2.13%	2.60%	1.40%	2.39%
REXC Sprott Rare Earths Ex-China ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both REXC and OIH in my portfolio?

REXC and OIH have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, REXC or OIH?

On fees, OIH is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, REXC or OIH?

OIH is cheaper with a 0.35% expense ratio, compared with 0.65% for REXC.

Which ETF pays a higher dividend yield, REXC or OIH?

OIH has the higher dividend yield at 1.13%, compared with 0.00% for REXC.

What is the main difference between REXC and OIH?

REXC tracks Nasdaq Sprott Rare Earths Ex-China Index, while OIH tracks MVIS US Listed Oil Services 25 Index. They also come from different issuers: Sprott and VanEck. Their fees differ too: 0.65% for REXC and 0.35% for OIH.