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We study the performance of QCD simulations with dynamical Wilson fermions by combining the Hybrid Monte Carlo algorithm with parallel tempering on $10^4$ and $12^4$ lattices. In order to compare tempered with standard simulations, covariance matrices between sub-ensembles have to be formulated and evaluated using the general properties of autocorrelations of the parallel tempering algorithm. We find that rendering the hopping parameter $\kappa$ dynamical does not lead to an essential improvement. We point out possible reasons for this observation and discuss more suitable ways of applying parallel tempering to QCD.