REXC vs. XLE

Last updated Jul 17, 2026

REXC (Sprott Rare Earths Ex-China ETF) and XLE (State Street Energy Select Sector SPDR ETF) are both exchange-traded funds - REXC is a Rare Earth & Strategic Metals fund tracking the Nasdaq Sprott Rare Earths Ex-China Index, while XLE is a Energy Equities fund tracking the Energy Select Sector Index. Both are passively managed. At a correlation of -0.24, they often move in opposite directions. REXC charges 0.65%/yr vs 0.08%/yr for XLE.

Performance

REXC vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Rare Earths Ex-China ETF (REXC) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

REXC

• 1D: -5.32%
• 1M: -17.09%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

XLE

• 1D: 0.92%
• 1M: 3.74%
• 6M: 21.42%
• YTD: 29.29%
• 1Y: 36.53%
• 3Y*: 15.59%
• 5Y*: 22.95%
• 10Y*: 9.47%

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

REXC vs. XLE - Yearly Performance Comparison

	2026 (YTD)
REXC Sprott Rare Earths Ex-China ETF	-16.36%
XLE State Street Energy Select Sector SPDR ETF	2.65%

Correlation

The correlation between REXC and XLE is -0.24, 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 15, 2026	-0.24

Return for Risk

REXC vs. XLE — 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.

XLE

XLE Risk / Return Rank: 59
XLE Sharpe Ratio Rank: 67
XLE Sortino Ratio Rank: 61
XLE Omega Ratio Rank: 57
XLE Calmar Ratio Rank: 61
XLE Martin Ratio Rank: 49

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. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Rare Earths Ex-China ETF (REXC) and State Street Energy Select Sector SPDR ETF (XLE). 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	XLE	Difference
Sharpe ratio: Return per unit of total volatility	—	1.75	—
Sortino ratio: Return per unit of downside risk	—	2.32	—
Omega ratio: Gain probability vs. loss probability	—	1.29	—
Calmar ratio: Return relative to maximum drawdown	—	2.45	—
Martin ratio: Return relative to average drawdown	—	6.58	—

Drawdowns

REXC vs. XLE - Drawdown Comparison

The maximum REXC drawdown since its inception was -28.43%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for REXC and XLE.

Drawdown Indicators

	REXC	XLE	Difference
Max Drawdown Largest peak-to-trough decline	-28.43%	-71.26%	+42.83%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.98%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-20.14%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.04%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-66.81%	—
Current Drawdown Current decline from peak	-28.43%	-8.20%	-20.23%
Average Drawdown Average peak-to-trough decline	-10.62%	-17.95%	+7.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.57%	—

Volatility

Volatility by Period

	REXC	XLE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.10%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.65%	—
Volatility (1Y) Calculated over the trailing 1-year period	50.38%	20.96%	+29.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.38%	25.87%	+24.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.38%	29.58%	+20.80%

REXC vs. XLE - Expense Ratio Comparison

REXC has a 0.65% expense ratio, which is higher than XLE's 0.08% expense ratio.

Dividends

REXC vs. XLE - Dividend Comparison

REXC has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 2.66%.

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%
XLE State Street Energy Select Sector SPDR ETF	2.66%	3.28%	3.36%	3.55%	3.68%	4.21%	5.62%	6.72%	3.54%	3.03%	2.26%	3.39%

Frequently Asked Questions

Can I hold both REXC and XLE in my portfolio?

REXC and XLE have a correlation of -0.24, 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 XLE?

On fees, XLE is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, REXC or XLE?

XLE is cheaper with a 0.08% expense ratio, compared with 0.65% for REXC.

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

XLE has the higher dividend yield at 2.66%, compared with 0.00% for REXC.

What is the main difference between REXC and XLE?

REXC is categorized as Rare Earth & Strategic Metals, while XLE is Energy Equities. REXC tracks Nasdaq Sprott Rare Earths Ex-China Index, while XLE tracks Energy Select Sector Index. They also come from different issuers: Sprott and State Street. Their fees differ too: 0.65% for REXC and 0.08% for XLE.