REXC vs. REMX

Last updated Jun 24, 2026

REXC (Sprott Rare Earths Ex-China ETF) and REMX (VanEck Rare Earth and Strategic Metals ETF) are both Rare Earth & Strategic Metals funds - REXC tracks the Nasdaq Sprott Rare Earths Ex-China Index while REMX tracks the MarketVector Global Rare Earth/Strategic Metals Index. Both are passively managed. Their correlation of 0.84 suggests significant overlap in exposure. REXC charges 0.65%/yr vs 0.59%/yr for REMX.

Performance

REXC vs. REMX - Performance Comparison

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

Returns By Period

REXC

• 1D: -4.04%
• 1M: -6.45%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

REMX

• 1D: -5.62%
• 1M: -5.16%
• YTD: 24.22%
• 6M: 22.61%
• 1Y: 139.49%
• 3Y*: 5.61%
• 5Y*: 4.37%
• 10Y*: 10.09%

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

REXC vs. REMX - Yearly Performance Comparison

	2026 (YTD)
REXC Sprott Rare Earths Ex-China ETF	0.74%
REMX VanEck Rare Earth and Strategic Metals ETF	-7.06%

Correlation

The correlation between REXC and REMX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 15, 2026	0.84

Return for Risk

REXC vs. REMX — 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.

REMX

REMX Risk / Return Rank: 80
REMX Sharpe Ratio Rank: 88
REMX Sortino Ratio Rank: 72
REMX Omega Ratio Rank: 67
REMX Calmar Ratio Rank: 93
REMX 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. REMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Rare Earths Ex-China ETF (REXC) and VanEck Rare Earth and Strategic Metals ETF (REMX). 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.

	REXC	REMX	Difference
Sharpe ratio: Return per unit of total volatility	—	2.81	—
Sortino ratio: Return per unit of downside risk	—	3.10	—
Omega ratio: Gain probability vs. loss probability	—	1.38	—
Calmar ratio: Return relative to maximum drawdown	—	6.01	—
Martin ratio: Return relative to average drawdown	—	15.83	—

Drawdowns

REXC vs. REMX - Drawdown Comparison

The maximum REXC drawdown since its inception was -21.22%, smaller than the maximum REMX drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for REXC and REMX.

Drawdown Indicators

	REXC	REMX	Difference
Max Drawdown Largest peak-to-trough decline	-21.22%	-90.20%	+68.98%
Max Drawdown (1Y) Largest decline over 1 year	—	-23.35%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-62.11%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-73.34%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-73.34%	—
Current Drawdown Current decline from peak	-13.80%	-57.95%	+44.15%
Average Drawdown Average peak-to-trough decline	-7.18%	-66.82%	+59.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	8.85%	—

Volatility

Volatility by Period

	REXC	REMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	16.71%	—
Volatility (6M) Calculated over the trailing 6-month period	—	37.35%	—
Volatility (1Y) Calculated over the trailing 1-year period	53.79%	49.97%	+3.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.79%	40.71%	+13.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.79%	37.16%	+16.63%

REXC vs. REMX - Expense Ratio Comparison

REXC has a 0.65% expense ratio, which is higher than REMX's 0.59% expense ratio.

Dividends

REXC vs. REMX - Dividend Comparison

REXC has not paid dividends to shareholders, while REMX's dividend yield for the trailing twelve months is around 1.42%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
REMX VanEck Rare Earth and Strategic Metals ETF	1.42%	1.76%	2.56%	0.00%	1.56%	5.25%	0.81%	1.64%	12.43%	2.89%	2.23%	4.77%
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 REMX in my portfolio?

REXC and REMX have a correlation of 0.84, 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 REMX?

On fees, REMX is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, REXC or REMX?

REMX is cheaper with a 0.59% expense ratio, compared with 0.65% for REXC.

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

REMX has the higher dividend yield at 1.42%, compared with 0.00% for REXC.

What is the main difference between REXC and REMX?

REXC tracks Nasdaq Sprott Rare Earths Ex-China Index, while REMX tracks MarketVector Global Rare Earth/Strategic Metals Index. They also come from different issuers: Sprott and VanEck. Their fees differ too: 0.65% for REXC and 0.59% for REMX.