TEMT vs. SNXX

Last updated Jun 4, 2026

TEMT (Tradr 2X Long TEM Daily ETF) and SNXX (Tradr 2X Long SNDK Daily ETF) are both Leveraged Equities funds from Tradr. Both are actively managed. At a 0.20 correlation, their price movements are largely independent. TEMT charges 1.30%/yr vs 1.49%/yr for SNXX.

Performance

TEMT vs. SNXX - 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 SNDK Daily ETF (SNXX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

TEMT

• 1D: -8.68%
• 1M: -30.37%
• YTD: -48.53%
• 6M: -68.84%
• 1Y: -65.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SNXX

• 1D: -4.86%
• 1M: 46.48%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TEMT vs. SNXX - Yearly Performance Comparison

	2026 (YTD)
TEMT Tradr 2X Long TEM Daily ETF	-58.47%
SNXX Tradr 2X Long SNDK Daily ETF	808.37%

Correlation

The correlation between TEMT and SNXX is 0.20, 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 Jan 28, 2026	0.20

Return for Risk

TEMT vs. SNXX — 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: 4
TEMT Sortino Ratio Rank: 6
TEMT Omega Ratio Rank: 6
TEMT Calmar Ratio Rank: 3
TEMT Martin Ratio Rank: 4

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. SNXX - 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 SNDK Daily ETF (SNXX). 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.

	TEMT	SNXX	Difference
Sharpe ratio: Return per unit of total volatility	-0.53	—	—
Sortino ratio: Return per unit of downside risk	-0.36	—	—
Omega ratio: Gain probability vs. loss probability	0.96	—	—
Calmar ratio: Return relative to maximum drawdown	-0.76	—	—
Martin ratio: Return relative to average drawdown	-1.15	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TEMT	SNXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.53	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.55	266.61	-267.16

Drawdowns

TEMT vs. SNXX - Drawdown Comparison

The maximum TEMT drawdown since its inception was -87.10%, which is greater than SNXX's maximum drawdown of -48.39%. Use the drawdown chart below to compare losses from any high point for TEMT and SNXX.

Drawdown Indicators

	TEMT	SNXX	Difference
Max Drawdown Largest peak-to-trough decline	-87.10%	-48.39%	-38.71%
Max Drawdown (1Y) Largest decline over 1 year	-87.10%	—	—
Current Drawdown Current decline from peak	-84.95%	-4.86%	-80.09%
Average Drawdown Average peak-to-trough decline	-48.88%	-15.51%	-33.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	57.16%	—	—

Volatility

Volatility by Period

	TEMT	SNXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	33.66%	—	—
Volatility (6M) Calculated over the trailing 6-month period	84.84%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	125.64%	194.54%	-68.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	134.15%	194.54%	-60.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	134.15%	194.54%	-60.39%

TEMT vs. SNXX - Expense Ratio Comparison

TEMT has a 1.30% expense ratio, which is lower than SNXX's 1.49% expense ratio.

Dividends

TEMT vs. SNXX - Dividend Comparison

TEMT's dividend yield for the trailing twelve months is around 65.29%, while SNXX has not paid dividends to shareholders.

Position	TTM	2025
SNXX Tradr 2X Long SNDK Daily ETF	0.00%	0.00%
TEMT Tradr 2X Long TEM Daily ETF	65.29%	33.60%

Frequently Asked Questions

Can I hold both TEMT and SNXX in my portfolio?

TEMT and SNXX have a correlation of 0.20, 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 SNXX?

On fees, TEMT is cheaper at 1.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TEMT or SNXX?

TEMT is cheaper with a 1.30% expense ratio, compared with 1.49% for SNXX.

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

TEMT has the higher dividend yield at 65.29%, compared with 0.00% for SNXX.

What is the main difference between TEMT and SNXX?

Their fees differ too: 1.30% for TEMT and 1.49% for SNXX.