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AIBD vs. AIVC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIBD vs. AIVC - Performance Comparison

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

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Returns By Period

In the year-to-date period, AIBD achieves a -38.68% return, which is significantly lower than AIVC's 79.45% return.


AIBD

1D
4.30%
1M
-24.36%
YTD
-38.68%
6M
-33.54%
1Y
-59.55%
3Y*
5Y*
10Y*

AIVC

1D
-1.33%
1M
30.74%
YTD
79.45%
6M
79.35%
1Y
151.70%
3Y*
51.42%
5Y*
20.46%
10Y*
17.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIBD vs. AIVC - Yearly Performance Comparison


2026 (YTD)20252024
AIBD
Direxion Daily AI and Big Data Bear 2X Shares
-38.68%-49.15%-33.02%
AIVC
Amplify Bloomberg AI Value Chain ETF
79.45%39.94%4.28%

Correlation

The correlation between AIBD and AIVC is -0.73, 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 (1Y)
Calculated over the trailing 1-year period

-0.73

Correlation (All Time)
Calculated using the full available price history since May 16, 2024

-0.78

The correlation between AIBD and AIVC has been stable across timeframes, ranging from -0.78 to -0.73 - a consistent structural relationship.

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Return for Risk

AIBD vs. AIVC — Risk / Return Rank

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

AIBD
AIBD Risk / Return Rank: 11
Overall Rank
AIBD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
AIBD Sortino Ratio Rank: 11
Sortino Ratio Rank
AIBD Omega Ratio Rank: 11
Omega Ratio Rank
AIBD Calmar Ratio Rank: 00
Calmar Ratio Rank
AIBD Martin Ratio Rank: 00
Martin Ratio Rank

AIVC
AIVC Risk / Return Rank: 9696
Overall Rank
AIVC Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AIVC Sortino Ratio Rank: 9595
Sortino Ratio Rank
AIVC Omega Ratio Rank: 9494
Omega Ratio Rank
AIVC Calmar Ratio Rank: 9797
Calmar Ratio Rank
AIVC Martin Ratio Rank: 9696
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.

AIBD vs. AIVC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily AI and Big Data Bear 2X Shares (AIBD) and Amplify Bloomberg AI Value Chain ETF (AIVC). 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.


AIBDAIVCDifference
Sharpe ratioReturn per unit of total volatility

-6.31

Sortino ratioReturn per unit of downside risk

-7.24

Omega ratioGain probability vs. loss probability

0.78

1.69

-0.91

Calmar ratioReturn relative to maximum drawdown

-0.97

10.82

-11.79

Martin ratioReturn relative to average drawdown

-1.78

36.63

-38.41

AIBD vs. AIVC - Sharpe Ratio Comparison

The current AIBD Sharpe Ratio is -1.17, which is lower than the AIVC Sharpe Ratio of 5.14. The chart below compares the historical Sharpe Ratios of AIBD and AIVC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AIBDAIVCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.17

5.14

-6.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.95

0.64

-1.59

Drawdowns

AIBD vs. AIVC - Drawdown Comparison

The maximum AIBD drawdown since its inception was -82.11%, which is greater than AIVC's maximum drawdown of -56.11%. Use the drawdown chart below to compare losses from any high point for AIBD and AIVC.


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Drawdown Indicators


AIBDAIVCDifference

Max Drawdown

Largest peak-to-trough decline

-82.11%

-56.11%

-26.00%

Max Drawdown (1Y)

Largest decline over 1 year

-61.47%

-14.11%

-47.36%

Max Drawdown (3Y)

Largest decline over 3 years

-32.55%

Max Drawdown (5Y)

Largest decline over 5 years

-53.58%

Max Drawdown (10Y)

Largest decline over 10 years

-56.11%

Current Drawdown

Current decline from peak

-81.34%

-1.33%

-80.01%

Average Drawdown

Average peak-to-trough decline

-48.17%

-16.43%

-31.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.38%

4.16%

+29.22%

Volatility

AIBD vs. AIVC - Volatility Comparison

Direxion Daily AI and Big Data Bear 2X Shares (AIBD) has a higher volatility of 14.63% compared to Amplify Bloomberg AI Value Chain ETF (AIVC) at 11.07%. This indicates that AIBD's price experiences larger fluctuations and is considered to be riskier than AIVC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIBDAIVCDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.63%

11.07%

+3.56%

Volatility (6M)

Calculated over the trailing 6-month period

37.40%

23.72%

+13.68%

Volatility (1Y)

Calculated over the trailing 1-year period

51.16%

29.71%

+21.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.52%

30.20%

+26.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.52%

26.93%

+29.59%

AIBD vs. AIVC - Expense Ratio Comparison

AIBD has a 1.05% expense ratio, which is higher than AIVC's 0.59% expense ratio.


Dividends

AIBD vs. AIVC - Dividend Comparison

AIBD's dividend yield for the trailing twelve months is around 5.68%, more than AIVC's 0.10% yield.


PositionTTM2025202420232022202120202019201820172016
AIBD
Direxion Daily AI and Big Data Bear 2X Shares
5.68%4.37%3.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AIVC
Amplify Bloomberg AI Value Chain ETF
0.10%0.17%0.21%0.00%0.00%0.00%0.39%1.16%0.38%0.92%0.64%

Frequently Asked Questions


AIBD and AIVC have a correlation of -0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIBD has higher volatility (14.63%) compared to AIVC (11.07%). In terms of maximum drawdown, AIBD dropped -82.11% vs AIVC's -56.11%.

On 1-year performance, AIVC leads with 151.70% vs -59.55% for AIBD. On fees, AIVC is cheaper at 0.59% per year. On volatility, AIVC has been the lower-risk option at 11.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AIVC has performed better with a 151.70% return vs -59.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AIVC is cheaper with a 0.59% expense ratio, compared with 1.05% for AIBD.

AIBD has the higher dividend yield at 5.68%, compared with 0.10% for AIVC.

AIBD is categorized as Inverse Equities, while AIVC is Technology Equities. AIBD tracks Solactive US AI & Big Data Index, while AIVC tracks Bloomberg AI Value Chain Index. They also come from different issuers: Direxion and Amplify. Their fees differ too: 1.05% for AIBD and 0.59% for AIVC.

AIVC currently has the higher Sharpe Ratio (5.14 vs -1.17), 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.

Portfolio Optimizer

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