TEMT vs. LDRI
TEMT (Tradr 2X Long TEM Daily ETF) and LDRI (iShares iBonds 1-5 Year TIPS Ladder ETF) are both exchange-traded funds - TEMT is a Leveraged Equities fund actively managed by Tradr, while LDRI is a Inflation-Protected Bonds fund tracking the BlackRock iBonds® 1-5 Year TIPS Ladder Index. TEMT is actively managed, while LDRI is passively managed. Over the past year, TEMT returned -60.64% vs 3.82% for LDRI. At a 0.05 correlation, their price movements are largely independent. TEMT charges 1.30%/yr vs 0.10%/yr for LDRI.
Performance
TEMT vs. LDRI - 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 LDRI's 1.59% return.
TEMT
- 1D
- 11.14%
- 1M
- 27.18%
- YTD
- -35.84%
- 6M
- -46.30%
- 1Y
- -60.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LDRI
- 1D
- 0.18%
- 1M
- 0.01%
- YTD
- 1.59%
- 6M
- 1.77%
- 1Y
- 3.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TEMT vs. LDRI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TEMT Tradr 2X Long TEM Daily ETF | -35.84% | -49.34% |
LDRI iShares iBonds 1-5 Year TIPS Ladder ETF | 1.59% | 3.04% |
Correlation
The correlation between TEMT and LDRI is 0.08, 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 | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 13, 2025 | 0.05 |
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Return for Risk
TEMT vs. LDRI — Risk / Return Rank
TEMT
LDRI
TEMT vs. LDRI - 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 1-5 Year TIPS Ladder ETF (LDRI). 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 | LDRI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.45 | ||
| Sortino ratioReturn per unit of downside risk | -3.01 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.43 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 6.40 | -7.10 |
| Martin ratioReturn relative to average drawdown | -1.01 | 16.15 | -17.16 |
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Drawdowns
TEMT vs. LDRI - Drawdown Comparison
The maximum TEMT drawdown since its inception was -87.10%, which is greater than LDRI's maximum drawdown of -0.85%. Use the drawdown chart below to compare losses from any high point for TEMT and LDRI.
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Drawdown Indicators
| TEMT | LDRI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.10% | -0.85% | -86.25% |
Max Drawdown (1Y)Largest decline over 1 year | -87.10% | -0.60% | -86.50% |
Current DrawdownCurrent decline from peak | -81.24% | -0.37% | -80.87% |
Average DrawdownAverage peak-to-trough decline | -50.59% | -0.20% | -50.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.18% | 0.24% | +59.94% |
Volatility
TEMT vs. LDRI - Volatility Comparison
Tradr 2X Long TEM Daily ETF (TEMT) has a higher volatility of 51.87% compared to iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) at 0.66%. This indicates that TEMT's price experiences larger fluctuations and is considered to be riskier than LDRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEMT | LDRI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 51.87% | 0.66% | +51.21% |
Volatility (6M)Calculated over the trailing 6-month period | 94.08% | 1.39% | +92.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 130.25% | 1.94% | +128.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 137.06% | 2.29% | +134.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 137.06% | 2.29% | +134.77% |
TEMT vs. LDRI - Expense Ratio Comparison
TEMT has a 1.30% expense ratio, which is higher than LDRI's 0.10% expense ratio.
Dividends
TEMT vs. LDRI - Dividend Comparison
TEMT's dividend yield for the trailing twelve months is around 52.37%, more than LDRI's 3.54% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
LDRI iShares iBonds 1-5 Year TIPS Ladder ETF | 3.54% | 4.23% | 0.83% |
TEMT Tradr 2X Long TEM Daily ETF | 52.37% | 33.60% | 0.00% |
Frequently Asked Questions
TEMT and LDRI have a correlation of 0.08, 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 LDRI (0.66%). In terms of maximum drawdown, TEMT dropped -87.10% vs LDRI's -0.85%.
On 1-year performance, LDRI leads with 3.82% vs -60.64% for TEMT. On fees, LDRI is cheaper at 0.10% per year. On volatility, LDRI has been the lower-risk option at 0.66%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, LDRI has performed better with a 3.82% return vs -60.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LDRI 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 3.54% for LDRI.
TEMT is categorized as Leveraged Equities, while LDRI 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 LDRI.
LDRI currently has the higher Sharpe Ratio (1.98 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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