TEMT vs. RGTU
TEMT (Tradr 2X Long TEM Daily ETF) and RGTU (Tradr 2X Long RGTI Daily ETF) are both Leveraged Equities funds from Tradr. Both are actively managed. Over the past year, TEMT returned -60.64% vs -24.32% for RGTU. At a 0.45 correlation, their price movements are largely independent. Both charge a 1.30% expense ratio.
Performance
TEMT vs. RGTU - Performance Comparison
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Returns By Period
In the year-to-date period, TEMT achieves a -35.84% return, which is significantly higher than RGTU's -61.02% return.
TEMT
- 1D
- 11.14%
- 1M
- 27.18%
- YTD
- -35.84%
- 6M
- -46.30%
- 1Y
- -60.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RGTU
- 1D
- -11.74%
- 1M
- -51.89%
- YTD
- -61.02%
- 6M
- -68.54%
- 1Y
- -24.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TEMT vs. RGTU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TEMT Tradr 2X Long TEM Daily ETF | -35.84% | -38.97% |
RGTU Tradr 2X Long RGTI Daily ETF | -61.02% | 90.43% |
Correlation
The correlation between TEMT and RGTU is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025 | 0.45 |
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Return for Risk
TEMT vs. RGTU — Risk / Return Rank
TEMT
RGTU
TEMT vs. RGTU - 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 RGTI Daily ETF (RGTU). 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 | RGTU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.17 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | -0.25 | -0.45 |
| Martin ratioReturn relative to average drawdown | -1.01 | -0.33 | -0.68 |
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Drawdowns
TEMT vs. RGTU - Drawdown Comparison
The maximum TEMT drawdown since its inception was -87.10%, smaller than the maximum RGTU drawdown of -96.96%. Use the drawdown chart below to compare losses from any high point for TEMT and RGTU.
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Drawdown Indicators
| TEMT | RGTU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.10% | -96.96% | +9.86% |
Max Drawdown (1Y)Largest decline over 1 year | -87.10% | -96.96% | +9.86% |
Current DrawdownCurrent decline from peak | -81.24% | -95.64% | +14.40% |
Average DrawdownAverage peak-to-trough decline | -50.59% | -63.86% | +13.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.18% | 73.82% | -13.64% |
Volatility
TEMT vs. RGTU - Volatility Comparison
The current volatility for Tradr 2X Long TEM Daily ETF (TEMT) is 51.87%, while Tradr 2X Long RGTI Daily ETF (RGTU) has a volatility of 64.59%. This indicates that TEMT experiences smaller price fluctuations and is considered to be less risky than RGTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEMT | RGTU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 51.87% | 64.59% | -12.72% |
Volatility (6M)Calculated over the trailing 6-month period | 94.08% | 140.29% | -46.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 130.25% | 219.46% | -89.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 137.06% | 219.07% | -82.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 137.06% | 219.07% | -82.01% |
TEMT vs. RGTU - Expense Ratio Comparison
Both TEMT and RGTU have an expense ratio of 1.30%.
Dividends
TEMT vs. RGTU - Dividend Comparison
TEMT's dividend yield for the trailing twelve months is around 52.37%, less than RGTU's 52.92% yield.
| Position | TTM | 2025 |
|---|---|---|
RGTU Tradr 2X Long RGTI Daily ETF | 52.92% | 20.63% |
TEMT Tradr 2X Long TEM Daily ETF | 52.37% | 33.60% |
Frequently Asked Questions
TEMT and RGTU have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RGTU has higher volatility (64.59%) compared to TEMT (51.87%). In terms of maximum drawdown, TEMT dropped -87.10% vs RGTU's -96.96%.
On 1-year performance, RGTU leads with -24.32% vs -60.64% for TEMT. Both ETFs have the same 1.30% expense ratio. On volatility, TEMT has been the lower-risk option at 51.87%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, RGTU has performed better with a -24.32% return vs -60.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TEMT and RGTU have the same expense ratio: 1.30% per year.
RGTU has the higher dividend yield at 52.92%, compared with 52.37% for TEMT.
RGTU currently has the higher Sharpe Ratio (-0.11 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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