ASTX vs. TEMT
ASTX (Tradr 2X Long ASTS Daily ETF) and TEMT (Tradr 2X Long TEM Daily ETF) are both Leveraged Equities funds from Tradr. Both are actively managed. Over the past year, ASTX returned -42.09% vs -45.76% for TEMT. At a 0.32 correlation, their price movements are largely independent. Both charge a 1.30% expense ratio.
Performance
ASTX vs. TEMT - Performance Comparison
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Returns By Period
In the year-to-date period, ASTX achieves a -61.97% return, which is significantly lower than TEMT's -34.86% return.
ASTX
- 1D
- -15.53%
- 1M
- -39.48%
- 6M
- -77.89%
- YTD
- -61.97%
- 1Y
- -42.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TEMT
- 1D
- -8.30%
- 1M
- 30.01%
- 6M
- -51.82%
- YTD
- -34.86%
- 1Y
- -45.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ASTX vs. TEMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ASTX Tradr 2X Long ASTS Daily ETF | -61.97% | 63.68% |
TEMT Tradr 2X Long TEM Daily ETF | -34.86% | -24.56% |
Correlation
The correlation between ASTX and TEMT is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2025 | 0.32 |
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Return for Risk
ASTX vs. TEMT — Risk / Return Rank
ASTX
TEMT
ASTX vs. TEMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long ASTS Daily ETF (ASTX) and Tradr 2X Long TEM Daily ETF (TEMT). 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.
| ASTX | TEMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.03 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | -0.53 | +0.03 |
| Martin ratioReturn relative to average drawdown | -0.80 | -0.74 | -0.06 |
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Drawdowns
ASTX vs. TEMT - Drawdown Comparison
The maximum ASTX drawdown since its inception was -84.62%, roughly equal to the maximum TEMT drawdown of -87.10%. Use the drawdown chart below to compare losses from any high point for ASTX and TEMT.
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Drawdown Indicators
| ASTX | TEMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.62% | -87.10% | +2.48% |
Max Drawdown (1Y)Largest decline over 1 year | -84.62% | -87.10% | +2.48% |
Current DrawdownCurrent decline from peak | -84.62% | -80.95% | -3.67% |
Average DrawdownAverage peak-to-trough decline | -47.33% | -51.64% | +4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.44% | 61.81% | -9.37% |
Volatility
ASTX vs. TEMT - Volatility Comparison
Tradr 2X Long ASTS Daily ETF (ASTX) has a higher volatility of 73.52% compared to Tradr 2X Long TEM Daily ETF (TEMT) at 42.04%. This indicates that ASTX's price experiences larger fluctuations and is considered to be riskier than TEMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASTX | TEMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 73.52% | 42.04% | +31.48% |
Volatility (6M)Calculated over the trailing 6-month period | 163.21% | 95.50% | +67.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 215.94% | 131.01% | +84.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 215.62% | 136.89% | +78.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 215.62% | 136.89% | +78.73% |
ASTX vs. TEMT - Expense Ratio Comparison
Both ASTX and TEMT have an expense ratio of 1.30%.
Dividends
ASTX vs. TEMT - Dividend Comparison
ASTX has not paid dividends to shareholders, while TEMT's dividend yield for the trailing twelve months is around 51.59%.
| Position | TTM | 2025 |
|---|---|---|
ASTX Tradr 2X Long ASTS Daily ETF | 0.00% | 0.00% |
TEMT Tradr 2X Long TEM Daily ETF | 51.59% | 33.60% |
Frequently Asked Questions
ASTX and TEMT have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASTX has higher volatility (73.52%) compared to TEMT (42.04%). In terms of maximum drawdown, ASTX dropped -84.62% vs TEMT's -87.10%.
On 1-year performance, ASTX leads with -42.09% vs -45.76% for TEMT. Both ETFs have the same 1.30% expense ratio. On volatility, TEMT has been the lower-risk option at 42.04%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ASTX has performed better with a -42.09% return vs -45.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ASTX and TEMT have the same expense ratio: 1.30% per year.
TEMT has the higher dividend yield at 51.59%, compared with 0.00% for ASTX.
ASTX currently has the higher Sharpe Ratio (-0.20 vs -0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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