TEMT vs. QUBX

Last updated Jun 24, 2026

TEMT (Tradr 2X Long TEM Daily ETF) and QUBX (Tradr 2X Long QUBT Daily ETF) are both Leveraged Equities funds from Tradr. Over the past year, TEMT returned -69.03% vs -89.80% for QUBX. At a 0.49 correlation, their price movements are largely independent. Both charge a 1.30% expense ratio.

Performance

TEMT vs. QUBX - Performance Comparison

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

Returns By Period

In the year-to-date period, TEMT achieves a -49.26% return, which is significantly lower than QUBX's -39.96% return.

TEMT

• 1D: 2.35%
• 1M: 2.23%
• YTD: -49.26%
• 6M: -57.90%
• 1Y: -69.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QUBX

• 1D: -0.98%
• 1M: -34.42%
• YTD: -39.96%
• 6M: -54.41%
• 1Y: -89.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TEMT vs. QUBX - Yearly Performance Comparison

	2026 (YTD)	2025
TEMT Tradr 2X Long TEM Daily ETF	-49.26%	-38.97%
QUBX Tradr 2X Long QUBT Daily ETF	-39.96%	-83.01%

Correlation

The correlation between TEMT and QUBX is 0.49, 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 Jun 24, 2025	0.49

Return for Risk

TEMT vs. QUBX — Risk / Return Rank

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

TEMT

TEMT Risk / Return Rank: 4
TEMT Sharpe Ratio Rank: 5
TEMT Sortino Ratio Rank: 5
TEMT Omega Ratio Rank: 6
TEMT Calmar Ratio Rank: 2
TEMT Martin Ratio Rank: 3

QUBX

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. QUBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long TEM Daily ETF (TEMT) and Tradr 2X Long QUBT Daily ETF (QUBX). 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	QUBX	Difference
Sharpe ratio: Return per unit of total volatility	-0.54	—	—
Sortino ratio: Return per unit of downside risk	-0.40	—	—
Omega ratio: Gain probability vs. loss probability	0.96	—	—
Calmar ratio: Return relative to maximum drawdown	-0.79	—	—
Martin ratio: Return relative to average drawdown	-1.16	—	—

Drawdowns

TEMT vs. QUBX - Drawdown Comparison

The maximum TEMT drawdown since its inception was -87.10%, smaller than the maximum QUBX drawdown of -96.40%. Use the drawdown chart below to compare losses from any high point for TEMT and QUBX.

Drawdown Indicators

	TEMT	QUBX	Difference
Max Drawdown Largest peak-to-trough decline	-87.10%	-96.40%	+9.30%
Max Drawdown (1Y) Largest decline over 1 year	-87.10%	-96.40%	+9.30%
Current Drawdown Current decline from peak	-85.16%	-92.71%	+7.55%
Average Drawdown Average peak-to-trough decline	-50.36%	-70.67%	+20.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	59.75%	—	—

Volatility

Volatility by Period

	TEMT	QUBX	Difference
Volatility (1M) Calculated over the trailing 1-month period	49.30%	—	—
Volatility (6M) Calculated over the trailing 6-month period	92.88%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	129.53%	200.74%	-71.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	136.50%	200.74%	-64.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	136.50%	200.74%	-64.24%

TEMT vs. QUBX - Expense Ratio Comparison

Both TEMT and QUBX have an expense ratio of 1.30%.

Dividends

TEMT vs. QUBX - Dividend Comparison

TEMT's dividend yield for the trailing twelve months is around 66.22%, while QUBX has not paid dividends to shareholders.

Position	TTM	2025
QUBX Tradr 2X Long QUBT Daily ETF	0.00%	0.00%
TEMT Tradr 2X Long TEM Daily ETF	66.22%	33.60%

Frequently Asked Questions

Can I hold both TEMT and QUBX in my portfolio?

TEMT and QUBX have a correlation of 0.49, 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 QUBX?

On 1-year performance, TEMT leads with -69.03% vs -89.80% for QUBX. Both ETFs have the same 1.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TEMT or QUBX?

Over the 1-year period, TEMT has performed better with a -69.03% return vs -89.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TEMT or QUBX?

TEMT and QUBX have the same expense ratio: 1.30% per year.

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

TEMT has the higher dividend yield at 66.22%, compared with 0.00% for QUBX.