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Direxion Daily AI and Big Data Bull 2X Shares (AIB...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
25461A718
Issuer
Direxion
Inception Date
May 15, 2024
Leveraged
2x
Index Tracked
Solactive US AI & Big Data Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Direxion Daily AI and Big Data Bull 2X Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Direxion Daily AI and Big Data Bull 2X Shares (AIBU) has returned -27.03% so far this year and 36.10% over the past 12 months.


Direxion Daily AI and Big Data Bull 2X Shares

1D
9.48%
1M
-8.90%
YTD
-27.03%
6M
-31.61%
1Y
36.10%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 15, 2024, AIBU's average daily return is +0.14%, while the average monthly return is +2.35%. At this rate, your investment would double in approximately 2.5 years.

Historically, 48% of months were positive and 52% were negative. The best month was May 2025 with a return of +23.8%, while the worst month was Mar 2025 at -20.3%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 5 months.

On a daily basis, AIBU closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +28.1%, while the worst single day was Apr 3, 2025 at -13.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.83%-18.40%-8.90%-27.03%
20254.87%-8.74%-20.30%1.92%23.78%23.17%12.35%-1.32%15.51%17.59%-13.71%-7.64%42.25%
2024-3.92%14.55%-3.57%-1.00%11.46%-1.03%18.26%0.95%38.36%

Benchmark Metrics

Direxion Daily AI and Big Data Bull 2X Shares has an annualized alpha of -3.38%, beta of 3.06, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since May 16, 2024.

  • This ETF captured 382.11% of S&P 500 Index gains and 283.05% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This ETF had an annualized alpha of -3.38% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • Beta of 3.06 means this ETF moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

Alpha
-3.38%
Beta
3.06
0.83
Upside Capture
382.11%
Downside Capture
283.05%

Expense Ratio

AIBU has a high expense ratio of 0.96%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

AIBU ranks 33 for risk / return — below 33% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


AIBU Risk / Return Rank: 3333
Overall Rank
AIBU Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
AIBU Sortino Ratio Rank: 4242
Sortino Ratio Rank
AIBU Omega Ratio Rank: 3939
Omega Ratio Rank
AIBU Calmar Ratio Rank: 2828
Calmar Ratio Rank
AIBU Martin Ratio Rank: 2424
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Direxion Daily AI and Big Data Bull 2X Shares (AIBU) and compare them to a chosen benchmark (S&P 500 Index).


AIBUBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.90

-0.29

Sortino ratio

Return per unit of downside risk

1.24

1.39

-0.15

Omega ratio

Gain probability vs. loss probability

1.16

1.21

-0.05

Calmar ratio

Return relative to maximum drawdown

0.71

1.40

-0.69

Martin ratio

Return relative to average drawdown

1.86

6.61

-4.74

Explore AIBU risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Direxion Daily AI and Big Data Bull 2X Shares provided a 3.07% dividend yield over the last twelve months, with an annual payout of $1.10 per share.


1.40%1.60%1.80%2.00%2.20%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.10$1.12$0.47

Dividend yield

3.07%2.27%1.33%

Monthly Dividends

The table displays the monthly dividend distributions for Direxion Daily AI and Big Data Bull 2X Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.02$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$1.06$1.12
2024$0.02$0.00$0.00$0.02$0.00$0.00$0.43$0.47

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Direxion Daily AI and Big Data Bull 2X Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Direxion Daily AI and Big Data Bull 2X Shares was 51.17%, occurring on Apr 8, 2025. Recovery took 62 trading sessions.

The current Direxion Daily AI and Big Data Bull 2X Shares drawdown is 43.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.17%Feb 19, 202535Apr 8, 202562Jul 9, 202597
-48.71%Oct 30, 2025103Mar 30, 2026
-29.04%Jul 11, 202418Aug 5, 202446Oct 9, 202464
-14.42%Dec 17, 202417Jan 13, 202519Feb 10, 202536
-8.19%Oct 15, 202413Oct 31, 20244Nov 6, 202417

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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