REXC vs. PSCE

Last updated Jun 4, 2026

REXC (Sprott Rare Earths Ex-China ETF) and PSCE (Invesco S&P SmallCap Energy ETF) are both Energy Equities funds - REXC tracks the Nasdaq Sprott Rare Earths Ex-China Index while PSCE tracks the S&P SmallCap 600 Energy Index. Both are passively managed. At a correlation of -0.11, they often move in opposite directions. REXC charges 0.65%/yr vs 0.29%/yr for PSCE.

Performance

REXC vs. PSCE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Rare Earths Ex-China ETF (REXC) and Invesco S&P SmallCap Energy ETF (PSCE). 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*: —

PSCE

• 1D: 0.29%
• 1M: -4.35%
• YTD: 42.33%
• 6M: 34.80%
• 1Y: 61.94%
• 3Y*: 12.72%
• 5Y*: 10.77%
• 10Y*: -1.45%

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

REXC vs. PSCE - Yearly Performance Comparison

	2026 (YTD)
REXC Sprott Rare Earths Ex-China ETF	7.90%
PSCE Invesco S&P SmallCap Energy ETF	4.56%

Correlation

The correlation between REXC and PSCE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 16, 2026	-0.11

Return for Risk

REXC vs. PSCE — Risk / Return Rank

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

PSCE

PSCE Risk / Return Rank: 73
PSCE Sharpe Ratio Rank: 70
PSCE Sortino Ratio Rank: 62
PSCE Omega Ratio Rank: 58
PSCE Calmar Ratio Rank: 93
PSCE Martin Ratio Rank: 82

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. PSCE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Rare Earths Ex-China ETF (REXC) and Invesco S&P SmallCap Energy ETF (PSCE). 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	PSCE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.32	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.29	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.03	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.55	-0.09	+1.64

Drawdowns

REXC vs. PSCE - Drawdown Comparison

The maximum REXC drawdown since its inception was -16.41%, smaller than the maximum PSCE drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for REXC and PSCE.

Drawdown Indicators

	REXC	PSCE	Difference
Max Drawdown Largest peak-to-trough decline	-16.41%	-96.21%	+79.80%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.41%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-44.57%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-45.42%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-90.70%	—
Current Drawdown Current decline from peak	-4.86%	-74.71%	+69.85%
Average Drawdown Average peak-to-trough decline	-4.74%	-58.83%	+54.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.74%	—

Volatility

Volatility by Period

	REXC	PSCE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.96%	—
Volatility (6M) Calculated over the trailing 6-month period	—	18.54%	—
Volatility (1Y) Calculated over the trailing 1-year period	49.48%	27.01%	+22.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.48%	37.44%	+12.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.48%	43.26%	+6.22%

REXC vs. PSCE - Expense Ratio Comparison

REXC has a 0.65% expense ratio, which is higher than PSCE's 0.29% expense ratio.

Dividends

REXC vs. PSCE - Dividend Comparison

REXC has not paid dividends to shareholders, while PSCE's dividend yield for the trailing twelve months is around 1.84%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSCE Invesco S&P SmallCap Energy ETF	1.84%	2.39%	1.70%	2.57%	1.70%	0.46%	0.87%	0.14%	0.22%	0.04%	0.22%	0.82%
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 PSCE in my portfolio?

REXC and PSCE have a correlation of -0.11, 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 PSCE?

On fees, PSCE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, REXC or PSCE?

PSCE is cheaper with a 0.29% expense ratio, compared with 0.65% for REXC.

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

PSCE has the higher dividend yield at 1.84%, compared with 0.00% for REXC.

What is the main difference between REXC and PSCE?

REXC tracks Nasdaq Sprott Rare Earths Ex-China Index, while PSCE tracks S&P SmallCap 600 Energy Index. They also come from different issuers: Sprott and Invesco. Their fees differ too: 0.65% for REXC and 0.29% for PSCE.