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 -55.30% vs 4.19% for IBIC. At a correlation of -0.07, 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 -40.84% return, which is significantly lower than IBIC's 2.55% return.
TEMT
- 1D
- -13.16%
- 1M
- 5.83%
- 6M
- -55.76%
- YTD
- -40.84%
- 1Y
- -55.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- 0.07%
- 1M
- 0.26%
- 6M
- 2.41%
- YTD
- 2.55%
- 1Y
- 4.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TEMT vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TEMT Tradr 2X Long TEM Daily ETF | -40.84% | -49.34% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.55% | 2.30% |
Correlation
The correlation between TEMT and IBIC is -0.07, 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 | -0.07 |
Correlation (All Time) Calculated using the full available price history since May 13, 2025 | -0.07 |
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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.
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 | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.05 | ||
| Sortino ratioReturn per unit of downside risk | -8.20 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 2.10 | -1.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 15.70 | -16.34 |
| Martin ratioReturn relative to average drawdown | -0.89 | 53.10 | -53.99 |
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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% | -0.27% | -86.83% |
Current DrawdownCurrent decline from peak | -82.70% | -0.08% | -82.62% |
Average DrawdownAverage peak-to-trough decline | -51.94% | -0.10% | -51.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 62.44% | 0.08% | +62.36% |
Volatility
TEMT vs. IBIC - Volatility Comparison
Tradr 2X Long TEM Daily ETF (TEMT) has a higher volatility of 41.48% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.31%. 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 | 41.48% | 0.31% | +41.17% |
Volatility (6M)Calculated over the trailing 6-month period | 96.29% | 0.70% | +95.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 131.64% | 0.91% | +130.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 137.08% | 1.56% | +135.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 137.08% | 1.56% | +135.52% |
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 56.80%, more than IBIC's 4.62% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 4.62% | 4.43% | 4.65% | 0.83% |
TEMT Tradr 2X Long TEM Daily ETF | 56.80% | 33.60% | 0.00% | 0.00% |
Frequently Asked Questions
TEMT and IBIC have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TEMT has higher volatility (41.48%) compared to IBIC (0.31%). In terms of maximum drawdown, TEMT dropped -87.10% vs IBIC's -0.90%.
On 1-year performance, IBIC leads with 4.19% vs -55.30% for TEMT. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.31%. 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 4.19% return vs -55.30%. 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 56.80%, compared with 4.62% 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 (4.63 vs -0.42), 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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