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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
-2.30%
1M
-8.60%
YTD
6M
1Y
3Y*
5Y*
10Y*

PXJ

1D
-3.45%
1M
-11.78%
YTD
37.21%
6M
38.24%
1Y
69.58%
3Y*
22.87%
5Y*
16.93%
10Y*
-1.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REXC vs. PXJ - Yearly Performance Comparison


Correlation

The correlation between REXC and PXJ is 0.08, 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 15, 2026

0.08

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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

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


PXJ
PXJ Risk / Return Rank: 8686
Overall Rank
PXJ Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PXJ Sortino Ratio Rank: 8484
Sortino Ratio Rank
PXJ Omega Ratio Rank: 7878
Omega Ratio Rank
PXJ Calmar Ratio Rank: 9090
Calmar Ratio Rank
PXJ Martin Ratio Rank: 8989
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


REXCPXJDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

4.89

Martin ratioReturn relative to average drawdown

17.59

REXC vs. PXJ - Sharpe Ratio Comparison


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Drawdowns

REXC vs. PXJ - Drawdown Comparison

The maximum REXC drawdown since its inception was -21.22%, 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

-21.22%

-94.82%

+73.60%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

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

-15.78%

-68.65%

+52.87%

Average Drawdown

Average peak-to-trough decline

-7.36%

-55.69%

+48.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

Volatility

REXC vs. PXJ - Volatility Comparison


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Volatility by Period


REXCPXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.14%

Volatility (6M)

Calculated over the trailing 6-month period

18.88%

Volatility (1Y)

Calculated over the trailing 1-year period

53.49%

26.72%

+26.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.49%

34.51%

+18.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.49%

39.35%

+14.14%

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 2.54%.


PositionTTM20252024202320222021202020192018201720162015
PXJ
Invesco Dynamic Oil & Gas Services ETF
2.54%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 0.08, 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 2.54%, compared with 0.00% for REXC.

REXC is categorized as Rare Earth & Strategic Metals, while PXJ is Energy Equities. 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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