AGIQ vs. AIBD

Last updated Jul 12, 2026

AGIQ (SoFi Agentic AI ETF) and AIBD (Direxion Daily AI and Big Data Bear 2X Shares) are both exchange-traded funds - AGIQ is a Technology Equities fund tracking the BITA US Agentic AI Select Index, while AIBD is a Inverse Equities fund tracking the Solactive US AI & Big Data Index. Both are passively managed. At a correlation of -0.80, they often move in opposite directions. AGIQ charges 0.69%/yr vs 1.05%/yr for AIBD.

Performance

AGIQ vs. AIBD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Agentic AI ETF (AGIQ) and Direxion Daily AI and Big Data Bear 2X Shares (AIBD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AGIQ achieves a 7.36% return, which is significantly higher than AIBD's -31.99% return.

AGIQ

• 1D: -0.48%
• 1M: 2.91%
• 6M: 3.36%
• YTD: 7.36%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AIBD

• 1D: 0.46%
• 1M: -2.87%
• 6M: -29.24%
• YTD: -31.99%
• 1Y: -43.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AGIQ vs. AIBD - Yearly Performance Comparison

	2026 (YTD)	2025
AGIQ SoFi Agentic AI ETF	7.36%	13.79%
AIBD Direxion Daily AI and Big Data Bear 2X Shares	-31.99%	-12.02%

Correlation

The correlation between AGIQ and AIBD is -0.80, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 3, 2025	-0.80

Return for Risk

AGIQ vs. AIBD — Risk / Return Rank

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

AGIQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AIBD

AIBD Risk / Return Rank: 2
AIBD Sharpe Ratio Rank: 3
AIBD Sortino Ratio Rank: 3
AIBD Omega Ratio Rank: 3
AIBD Calmar Ratio Rank: 3
AIBD Martin Ratio Rank: 1

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.

AGIQ vs. AIBD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Agentic AI ETF (AGIQ) and Direxion Daily AI and Big Data Bear 2X Shares (AIBD). 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.

	AGIQ	AIBD	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.84	—
Sortino ratio: Return per unit of downside risk	—	-1.18	—
Omega ratio: Gain probability vs. loss probability	—	0.87	—
Calmar ratio: Return relative to maximum drawdown	—	-0.78	—
Martin ratio: Return relative to average drawdown	—	-1.60	—

Drawdowns

AGIQ vs. AIBD - Drawdown Comparison

The maximum AGIQ drawdown since its inception was -19.72%, smaller than the maximum AIBD drawdown of -82.11%. Use the drawdown chart below to compare losses from any high point for AGIQ and AIBD.

Drawdown Indicators

	AGIQ	AIBD	Difference
Max Drawdown Largest peak-to-trough decline	-19.72%	-82.11%	+62.39%
Max Drawdown (1Y) Largest decline over 1 year	—	-58.75%	—
Current Drawdown Current decline from peak	-4.90%	-79.30%	+74.40%
Average Drawdown Average peak-to-trough decline	-6.20%	-49.52%	+43.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	28.77%	—

Volatility

Volatility by Period

	AGIQ	AIBD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	17.62%	—
Volatility (6M) Calculated over the trailing 6-month period	—	41.86%	—
Volatility (1Y) Calculated over the trailing 1-year period	24.15%	54.76%	-30.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.15%	57.23%	-33.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.15%	57.23%	-33.08%

AGIQ vs. AIBD - Expense Ratio Comparison

AGIQ has a 0.69% expense ratio, which is lower than AIBD's 1.05% expense ratio.

Dividends

AGIQ vs. AIBD - Dividend Comparison

AGIQ's dividend yield for the trailing twelve months is around 1.88%, less than AIBD's 3.71% yield.

Position	TTM	2025	2024
AGIQ SoFi Agentic AI ETF	1.88%	0.38%	0.00%
AIBD Direxion Daily AI and Big Data Bear 2X Shares	3.71%	4.37%	3.58%

Frequently Asked Questions

Can I hold both AGIQ and AIBD in my portfolio?

AGIQ and AIBD have a correlation of -0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AGIQ or AIBD?

On fees, AGIQ is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AGIQ or AIBD?

AGIQ is cheaper with a 0.69% expense ratio, compared with 1.05% for AIBD.

Which ETF pays a higher dividend yield, AGIQ or AIBD?

AIBD has the higher dividend yield at 3.71%, compared with 1.88% for AGIQ.

What is the main difference between AGIQ and AIBD?

AGIQ is categorized as Technology Equities, while AIBD is Inverse Equities. AGIQ tracks BITA US Agentic AI Select Index, while AIBD tracks Solactive US AI & Big Data Index. They also come from different issuers: SoFi and Direxion. Their fees differ too: 0.69% for AGIQ and 1.05% for AIBD.