TEMT vs. IBIC
TEMT (Tradr 2X Long TEM Daily ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - TEMT is a Leveraged Equities fund actively managed by Tradr, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. TEMT is actively managed, while IBIC is passively managed. Over the past year, TEMT returned -60.08% vs 4.49% for IBIC. At a correlation of -0.05, they often move in opposite directions. TEMT charges 1.30%/yr vs 0.10%/yr for IBIC.
Performance
TEMT vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, TEMT achieves a -38.81% return, which is significantly lower than IBIC's 2.34% return.
TEMT
- 1D
- 18.89%
- 1M
- -11.94%
- YTD
- -38.81%
- 6M
- -64.28%
- 1Y
- -60.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- -0.03%
- 1M
- 0.28%
- YTD
- 2.34%
- 6M
- 2.50%
- 1Y
- 4.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TEMT vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TEMT Tradr 2X Long TEM Daily ETF | -38.81% | -51.84% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.34% | 2.34% |
Correlation
The correlation between TEMT and IBIC is -0.06, 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 (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since May 14, 2025 | -0.05 |
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Return for Risk
TEMT vs. IBIC — Risk / Return Rank
TEMT
IBIC
TEMT vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long TEM Daily ETF (TEMT) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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.
| TEMT | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.46 | ||
| Sortino ratioReturn per unit of downside risk | -9.16 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 2.22 | -1.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 17.09 | -17.78 |
| Martin ratioReturn relative to average drawdown | -1.05 | 66.52 | -67.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TEMT | IBIC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | 4.99 | -5.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.51 | 3.48 | -3.99 |
Drawdowns
TEMT vs. IBIC - Drawdown Comparison
The maximum TEMT drawdown since its inception was -87.10%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for TEMT and IBIC.
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Drawdown Indicators
| TEMT | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.10% | -0.90% | -86.20% |
Max Drawdown (1Y)Largest decline over 1 year | -87.10% | -0.26% | -86.84% |
Current DrawdownCurrent decline from peak | -82.11% | -0.16% | -81.95% |
Average DrawdownAverage peak-to-trough decline | -49.01% | -0.10% | -48.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 57.40% | 0.07% | +57.33% |
Volatility
TEMT vs. IBIC - Volatility Comparison
Tradr 2X Long TEM Daily ETF (TEMT) has a higher volatility of 38.27% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.32%. This indicates that TEMT's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEMT | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 38.27% | 0.32% | +37.95% |
Volatility (6M)Calculated over the trailing 6-month period | 86.77% | 0.67% | +86.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 127.00% | 0.90% | +126.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 135.17% | 1.58% | +133.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 135.17% | 1.58% | +133.59% |
TEMT vs. IBIC - Expense Ratio Comparison
TEMT has a 1.30% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
TEMT vs. IBIC - Dividend Comparison
TEMT's dividend yield for the trailing twelve months is around 54.91%, more than IBIC's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.59% | 4.43% | 4.65% | 0.83% |
TEMT Tradr 2X Long TEM Daily ETF | 54.91% | 33.60% | 0.00% | 0.00% |
Frequently Asked Questions
TEMT and IBIC have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TEMT has higher volatility (38.27%) compared to IBIC (0.32%). In terms of maximum drawdown, TEMT dropped -87.10% vs IBIC's -0.90%.
On 1-year performance, IBIC leads with 4.49% vs -60.08% for TEMT. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.32%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IBIC has performed better with a 4.49% return vs -60.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBIC is cheaper with a 0.10% expense ratio, compared with 1.30% for TEMT.
TEMT has the higher dividend yield at 54.91%, compared with 3.59% for IBIC.
TEMT is categorized as Leveraged Equities, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Tradr and iShares. Their fees differ too: 1.30% for TEMT and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (4.99 vs -0.47), 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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