TEMT vs. CRMU

Last updated Jul 17, 2026

TEMT (Tradr 2X Long TEM Daily ETF) and CRMU (Leverage Shares 2X Long CRML Daily ETF) are both Leveraged Equities funds. TEMT is actively managed, while CRMU is passively managed. At a 0.45 correlation, their price movements are largely independent. TEMT charges 1.30%/yr vs 0.75%/yr for CRMU.

Performance

TEMT vs. CRMU - Performance Comparison

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

Returns By Period

TEMT

• 1D: -13.16%
• 1M: 5.83%
• 6M: -55.76%
• YTD: -40.84%
• 1Y: -55.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CRMU

• 1D: -20.34%
• 1M: -54.63%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TEMT vs. CRMU - Yearly Performance Comparison

	2026 (YTD)
TEMT Tradr 2X Long TEM Daily ETF	-33.40%
CRMU Leverage Shares 2X Long CRML Daily ETF	-83.97%

Correlation

The correlation between TEMT and CRMU is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 10, 2026	0.45

Return for Risk

TEMT vs. CRMU — Risk / Return Rank

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

TEMT

TEMT Risk / Return Rank: 6
TEMT Sharpe Ratio Rank: 6
TEMT Sortino Ratio Rank: 9
TEMT Omega Ratio Rank: 9
TEMT Calmar Ratio Rank: 4
TEMT Martin Ratio Rank: 5

CRMU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

TEMT vs. CRMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long TEM Daily ETF (TEMT) and Leverage Shares 2X Long CRML Daily ETF (CRMU). 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.

	TEMT	CRMU	Difference
Sharpe ratio: Return per unit of total volatility	-0.42	—	—
Sortino ratio: Return per unit of downside risk	0.04	—	—
Omega ratio: Gain probability vs. loss probability	1.00	—	—
Calmar ratio: Return relative to maximum drawdown	-0.64	—	—
Martin ratio: Return relative to average drawdown	-0.89	—	—

Drawdowns

TEMT vs. CRMU - Drawdown Comparison

The maximum TEMT drawdown since its inception was -87.10%, roughly equal to the maximum CRMU drawdown of -83.97%. Use the drawdown chart below to compare losses from any high point for TEMT and CRMU.

Drawdown Indicators

	TEMT	CRMU	Difference
Max Drawdown Largest peak-to-trough decline	-87.10%	-83.97%	-3.13%
Max Drawdown (1Y) Largest decline over 1 year	-87.10%	—	—
Current Drawdown Current decline from peak	-82.70%	-83.97%	+1.27%
Average Drawdown Average peak-to-trough decline	-51.94%	-50.24%	-1.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	62.44%	—	—

Volatility

Volatility by Period

	TEMT	CRMU	Difference
Volatility (1M) Calculated over the trailing 1-month period	41.48%	—	—
Volatility (6M) Calculated over the trailing 6-month period	96.29%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	131.64%	235.27%	-103.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	137.08%	235.27%	-98.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	137.08%	235.27%	-98.19%

TEMT vs. CRMU - Expense Ratio Comparison

TEMT has a 1.30% expense ratio, which is higher than CRMU's 0.75% expense ratio.

Dividends

TEMT vs. CRMU - Dividend Comparison

TEMT's dividend yield for the trailing twelve months is around 56.80%, while CRMU has not paid dividends to shareholders.

Position	TTM	2025
CRMU Leverage Shares 2X Long CRML Daily ETF	0.00%	0.00%
TEMT Tradr 2X Long TEM Daily ETF	56.80%	33.60%

Frequently Asked Questions

Can I hold both TEMT and CRMU in my portfolio?

TEMT and CRMU have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TEMT or CRMU?

On fees, CRMU is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TEMT or CRMU?

CRMU is cheaper with a 0.75% expense ratio, compared with 1.30% for TEMT.

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

TEMT has the higher dividend yield at 56.80%, compared with 0.00% for CRMU.

What is the main difference between TEMT and CRMU?

They also come from different issuers: Tradr and Leverage Shares. Their fees differ too: 1.30% for TEMT and 0.75% for CRMU.