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REXC vs. PXJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REXC vs. PXJ - Performance Comparison

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

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Returns By Period


REXC

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

PXJ

1D
-0.58%
1M
-6.26%
YTD
46.18%
6M
38.54%
1Y
82.76%
3Y*
24.79%
5Y*
17.27%
10Y*
-0.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REXC vs. PXJ - Yearly Performance Comparison


Correlation

The correlation between REXC and PXJ is -0.05, 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

-0.05

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Return for Risk

REXC vs. PXJ — Risk / Return Rank

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

REXC

PXJ
PXJ Risk / Return Rank: 8989
Overall Rank
PXJ Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PXJ Sortino Ratio Rank: 8686
Sortino Ratio Rank
PXJ Omega Ratio Rank: 8080
Omega Ratio Rank
PXJ Calmar Ratio Rank: 9595
Calmar Ratio Rank
PXJ Martin Ratio Rank: 9393
Martin Ratio Rank
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. PXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Rare Earths Ex-China ETF (REXC) and Invesco Dynamic Oil & Gas Services ETF (PXJ). 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.

REXC vs. PXJ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


REXCPXJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

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

-0.05

+1.60

Drawdowns

REXC vs. PXJ - Drawdown Comparison

The maximum REXC drawdown since its inception was -16.41%, smaller than the maximum PXJ drawdown of -94.82%. Use the drawdown chart below to compare losses from any high point for REXC and PXJ.


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Drawdown Indicators


REXCPXJDifference

Max Drawdown

Largest peak-to-trough decline

-16.41%

-94.82%

+78.41%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

Max Drawdown (3Y)

Largest decline over 3 years

-40.03%

Max Drawdown (5Y)

Largest decline over 5 years

-40.03%

Max Drawdown (10Y)

Largest decline over 10 years

-87.72%

Current Drawdown

Current decline from peak

-4.86%

-66.60%

+61.74%

Average Drawdown

Average peak-to-trough decline

-4.74%

-55.67%

+50.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

Volatility

REXC vs. PXJ - Volatility Comparison


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Volatility by Period


REXCPXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

Volatility (6M)

Calculated over the trailing 6-month period

18.30%

Volatility (1Y)

Calculated over the trailing 1-year period

49.48%

26.41%

+23.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.48%

34.57%

+14.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.48%

39.47%

+10.01%

REXC vs. PXJ - Expense Ratio Comparison

REXC has a 0.65% expense ratio, which is higher than PXJ's 0.63% expense ratio.


Dividends

REXC vs. PXJ - Dividend Comparison

REXC has not paid dividends to shareholders, while PXJ's dividend yield for the trailing twelve months is around 2.21%.


PositionTTM20252024202320222021202020192018201720162015
PXJ
Invesco Dynamic Oil & Gas Services ETF
2.21%2.91%3.34%1.99%0.65%2.40%4.72%1.87%0.99%2.75%1.18%2.36%
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


REXC and PXJ have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PXJ is cheaper at 0.63% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PXJ is cheaper with a 0.63% expense ratio, compared with 0.65% for REXC.

PXJ has the higher dividend yield at 2.21%, compared with 0.00% for REXC.

REXC tracks Nasdaq Sprott Rare Earths Ex-China Index, while PXJ tracks Dynamic Oil & Gas Services Intellidex Index. They also come from different issuers: Sprott and Invesco. Their fees differ too: 0.65% for REXC and 0.63% for PXJ.

Portfolio Optimizer

Find the right allocation for REXC and PXJ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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