REXC vs. XEG.TO

Last updated Jun 4, 2026

REXC (Sprott Rare Earths Ex-China ETF) and XEG.TO (iShares S&P/TSX Capped Energy Index ETF) are both Energy Equities funds - REXC tracks the Nasdaq Sprott Rare Earths Ex-China Index while XEG.TO tracks the S&P/TSX Capped Energy Index. Both are passively managed. At a correlation of -0.08, they often move in opposite directions. REXC charges 0.65%/yr vs 0.61%/yr for XEG.TO.

Performance

REXC vs. XEG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Rare Earths Ex-China ETF (REXC) and iShares S&P/TSX Capped Energy Index ETF (XEG.TO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

REXC is traded in USD, while XEG.TO is traded in CAD. To make them comparable, the XEG.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

REXC

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

XEG.TO

• 1D: 0.77%
• 1M: -2.03%
• YTD: 42.56%
• 6M: 40.28%
• 1Y: 68.22%
• 3Y*: 26.63%
• 5Y*: 25.91%
• 10Y*: 11.05%

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

REXC vs. XEG.TO - Yearly Performance Comparison

	2026 (YTD)
REXC Sprott Rare Earths Ex-China ETF	7.90%
XEG.TO iShares S&P/TSX Capped Energy Index ETF	7.60%

Correlation

The correlation between REXC and XEG.TO 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. XEG.TO — Risk / Return Rank

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

XEG.TO

XEG.TO Risk / Return Rank: 86
XEG.TO Sharpe Ratio Rank: 89
XEG.TO Sortino Ratio Rank: 80
XEG.TO Omega Ratio Rank: 80
XEG.TO Calmar Ratio Rank: 92
XEG.TO Martin Ratio Rank: 87

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. XEG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Rare Earths Ex-China ETF (REXC) and iShares S&P/TSX Capped Energy Index ETF (XEG.TO). 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	XEG.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.98	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.83	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.31	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.55	0.15	+1.40

Drawdowns

REXC vs. XEG.TO - Drawdown Comparison

The maximum REXC drawdown since its inception was -16.41%, smaller than the maximum XEG.TO drawdown of -90.29%. Use the drawdown chart below to compare losses from any high point for REXC and XEG.TO.

Drawdown Indicators

	REXC	XEG.TO	Difference
Max Drawdown Largest peak-to-trough decline	-16.41%	-90.29%	+73.88%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.82%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-28.71%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-81.60%	—
Current Drawdown Current decline from peak	-4.86%	-5.05%	+0.19%
Average Drawdown Average peak-to-trough decline	-4.74%	-38.68%	+33.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.72%	—

Volatility

Volatility by Period

	REXC	XEG.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.25%	—
Volatility (6M) Calculated over the trailing 6-month period	—	19.00%	—
Volatility (1Y) Calculated over the trailing 1-year period	49.48%	23.03%	+26.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.48%	31.41%	+18.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.48%	36.37%	+13.11%

REXC vs. XEG.TO - Expense Ratio Comparison

REXC has a 0.65% expense ratio, which is higher than XEG.TO's 0.61% expense ratio.

Dividends

REXC vs. XEG.TO - Dividend Comparison

REXC has not paid dividends to shareholders, while XEG.TO's dividend yield for the trailing twelve months is around 2.65%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
XEG.TO iShares S&P/TSX Capped Energy Index ETF	2.65%	3.63%	3.46%	4.26%	3.31%	1.64%	2.96%	2.70%	2.25%	1.41%	1.40%	3.58%

Frequently Asked Questions

Can I hold both REXC and XEG.TO in my portfolio?

REXC and XEG.TO 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 XEG.TO?

On fees, XEG.TO is cheaper at 0.61% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, REXC or XEG.TO?

XEG.TO is cheaper with a 0.61% expense ratio, compared with 0.65% for REXC.

What is the main difference between REXC and XEG.TO?

REXC tracks Nasdaq Sprott Rare Earths Ex-China Index, while XEG.TO tracks S&P/TSX Capped Energy Index. They also come from different issuers: Sprott and iShares. Their fees differ too: 0.65% for REXC and 0.61% for XEG.TO.