QUBX vs. TEMT

Last updated Aug 1, 2026

QUBX (Tradr 2X Long QUBT Daily ETF) and TEMT (Tradr 2X Long TEM Daily ETF) are both Leveraged Equities funds from Tradr. QUBX is passively managed, while TEMT is actively managed. Over the past year, QUBX returned -91.25% vs -64.23% for TEMT. Their 0.48 correlation means their historical movements had little consistent relationship. Both charge a 1.30% expense ratio.

Performance

QUBX vs. TEMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long QUBT Daily ETF (QUBX) and Tradr 2X Long TEM Daily ETF (TEMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QUBX achieves a -67.76% return, which is significantly lower than TEMT's -61.22% return.

QUBX

• 1D: 2.32%
• 1M: -25.79%
• 6M: -57.38%
• YTD: -67.76%
• 1Y: -91.25%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -92.86%

TEMT

• 1D: -1.26%
• 1M: -49.43%
• 6M: -60.71%
• YTD: -61.22%
• 1Y: -64.23%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -73.78%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
QUBX Tradr 2X Long QUBT Daily ETF	$1.66M	$1.95M	$8.47M
TEMT Tradr 2X Long TEM Daily ETF	$4.30M	$4.03M	$6.40M

QUBX vs. TEMT - Yearly Performance Comparison

	2026 (YTD)	2025
QUBX Tradr 2X Long QUBT Daily ETF	-67.76%	-83.01%
TEMT Tradr 2X Long TEM Daily ETF	-61.22%	-38.97%

Correlation

The correlation between QUBX and TEMT is 0.48, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.48
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025	0.48

Return for Risk

QUBX vs. TEMT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QUBX

QUBX Risk / Return Rank: 4
QUBX Sharpe Ratio Rank: 5
QUBX Sortino Ratio Rank: 6
QUBX Omega Ratio Rank: 6
QUBX Calmar Ratio Rank: 1
QUBX Martin Ratio Rank: 4

TEMT

TEMT Risk / Return Rank: 5
TEMT Sharpe Ratio Rank: 5
TEMT Sortino Ratio Rank: 7
TEMT Omega Ratio Rank: 7
TEMT Calmar Ratio Rank: 3
TEMT Martin Ratio Rank: 4

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QUBX vs. TEMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long QUBT Daily ETF (QUBX) 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.

	QUBX	TEMT	Difference
Sharpe ratio: Return per unit of total volatility	-0.46	-0.51	+0.05
Sortino ratio: Return per unit of downside risk	-0.43	-0.28	-0.16
Omega ratio: Gain probability vs. loss probability	0.95	0.97	-0.02
Calmar ratio: Return relative to maximum drawdown	-0.94	-0.74	-0.20
Martin ratio: Return relative to average drawdown	-1.15	-1.02	-0.13

QUBX vs. TEMT - Sharpe Ratio Comparison

The current QUBX Sharpe Ratio is -0.46, which is comparable to the TEMT Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of QUBX and TEMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QUBX vs. TEMT - Drawdown Comparison

The maximum QUBX drawdown since its inception was -96.77%, which is greater than TEMT's maximum drawdown of -89.82%. Use the drawdown chart below to compare losses from any high point for QUBX and TEMT.

Drawdown Indicators

	QUBX	TEMT	Difference
Max Drawdown Largest peak-to-trough decline	-96.77%	-89.82%	-6.95%
Max Drawdown (1Y) Largest decline over 1 year	-96.77%	-89.82%	-6.95%
Current Drawdown Current decline from peak	-96.09%	-88.66%	-7.43%
Average Drawdown Average peak-to-trough decline	-73.07%	-53.22%	-19.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	79.30%	64.92%	+14.38%

Volatility

QUBX vs. TEMT - Volatility Comparison

Tradr 2X Long QUBT Daily ETF (QUBX) has a higher volatility of 43.37% compared to Tradr 2X Long TEM Daily ETF (TEMT) at 38.17%. This indicates that QUBX'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.

Volatility by Period

	QUBX	TEMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	43.37%	38.17%	+5.20%
Volatility (6M) Calculated over the trailing 6-month period	133.41%	97.91%	+35.50%
Volatility (1Y) Calculated over the trailing 1-year period	198.86%	131.47%	+67.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	196.53%	136.82%	+59.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	196.53%	136.82%	+59.71%

QUBX vs. TEMT - Expense Ratio Comparison

Both QUBX and TEMT have an expense ratio of 1.30%.

Dividends

QUBX vs. TEMT - Dividend Comparison

QUBX has not paid dividends to shareholders, while TEMT's dividend yield for the trailing twelve months is around 86.66%.

Position	TTM	2025
QUBX Tradr 2X Long QUBT Daily ETF	0.00%	0.00%
TEMT Tradr 2X Long TEM Daily ETF	86.66%	33.60%

Frequently Asked Questions

Can I hold both QUBX and TEMT in my portfolio?

QUBX and TEMT have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QUBX or TEMT?

QUBX has higher volatility (43.37%) compared to TEMT (38.17%). In terms of maximum drawdown, QUBX dropped -96.77% vs TEMT's -89.82%.

Which ETF is better, QUBX or TEMT?

On 1-year performance, TEMT leads with -64.23% vs -91.25% for QUBX. Both ETFs have the same 1.30% expense ratio. On volatility, TEMT has been the lower-risk option at 38.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QUBX or TEMT?

Over the 1-year period, TEMT has performed better with a -64.23% return vs -91.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QUBX or TEMT?

QUBX and TEMT have the same expense ratio: 1.30% per year.

Which ETF pays a higher dividend yield, QUBX or TEMT?

TEMT has the higher dividend yield at 86.66%, compared with 0.00% for QUBX.

Which has better risk-adjusted returns?

QUBX currently has the higher Sharpe Ratio (-0.46 vs -0.51), 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.