TEMT vs. IBID
TEMT (Tradr 2X Long TEM Daily ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - TEMT is a Leveraged Equities fund actively managed by Tradr, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. TEMT is actively managed, while IBID is passively managed. Over the past year, TEMT returned -60.64% vs 4.10% for IBID. At a correlation of -0.06, they often move in opposite directions. TEMT charges 1.30%/yr vs 0.10%/yr for IBID.
Performance
TEMT vs. IBID - Performance Comparison
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Returns By Period
In the year-to-date period, TEMT achieves a -35.84% return, which is significantly lower than IBID's 2.05% return.
TEMT
- 1D
- 11.14%
- 1M
- 27.18%
- YTD
- -35.84%
- 6M
- -46.30%
- 1Y
- -60.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBID
- 1D
- 0.11%
- 1M
- -0.11%
- YTD
- 2.05%
- 6M
- 2.10%
- 1Y
- 4.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TEMT vs. IBID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TEMT Tradr 2X Long TEM Daily ETF | -35.84% | -49.34% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 2.05% | 2.61% |
Correlation
The correlation between TEMT and IBID 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 13, 2025 | -0.06 |
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Return for Risk
TEMT vs. IBID — Risk / Return Rank
TEMT
IBID
TEMT vs. IBID - 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 2027 Term TIPS ETF (IBID). 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 | IBID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.80 | ||
| Sortino ratioReturn per unit of downside risk | -5.77 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.76 | -0.77 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 7.49 | -8.19 |
| Martin ratioReturn relative to average drawdown | -1.01 | 28.95 | -29.96 |
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Drawdowns
TEMT vs. IBID - Drawdown Comparison
The maximum TEMT drawdown since its inception was -87.10%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for TEMT and IBID.
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Drawdown Indicators
| TEMT | IBID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.10% | -1.28% | -85.82% |
Max Drawdown (1Y)Largest decline over 1 year | -87.10% | -0.55% | -86.55% |
Current DrawdownCurrent decline from peak | -81.24% | -0.44% | -80.80% |
Average DrawdownAverage peak-to-trough decline | -50.59% | -0.22% | -50.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.18% | 0.14% | +60.04% |
Volatility
TEMT vs. IBID - Volatility Comparison
Tradr 2X Long TEM Daily ETF (TEMT) has a higher volatility of 51.87% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.37%. This indicates that TEMT's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEMT | IBID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 51.87% | 0.37% | +51.50% |
Volatility (6M)Calculated over the trailing 6-month period | 94.08% | 0.86% | +93.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 130.25% | 1.23% | +129.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 137.06% | 2.24% | +134.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 137.06% | 2.24% | +134.82% |
TEMT vs. IBID - Expense Ratio Comparison
TEMT has a 1.30% expense ratio, which is higher than IBID's 0.10% expense ratio.
Dividends
TEMT vs. IBID - Dividend Comparison
TEMT's dividend yield for the trailing twelve months is around 52.37%, more than IBID's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBID iShares iBonds Oct 2027 Term TIPS ETF | 3.68% | 4.43% | 4.24% | 0.81% |
TEMT Tradr 2X Long TEM Daily ETF | 52.37% | 33.60% | 0.00% | 0.00% |
Frequently Asked Questions
TEMT and IBID 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 (51.87%) compared to IBID (0.37%). In terms of maximum drawdown, TEMT dropped -87.10% vs IBID's -1.28%.
On 1-year performance, IBID leads with 4.10% vs -60.64% for TEMT. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IBID has performed better with a 4.10% return vs -60.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBID is cheaper with a 0.10% expense ratio, compared with 1.30% for TEMT.
TEMT has the higher dividend yield at 52.37%, compared with 3.68% for IBID.
TEMT is categorized as Leveraged Equities, while IBID 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 IBID.
IBID currently has the higher Sharpe Ratio (3.34 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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