AIBD vs. ARTY
AIBD (Direxion Daily AI and Big Data Bear 2X Shares) and ARTY (iShares Future AI & Tech ETF) are both exchange-traded funds - AIBD is a Inverse Equities fund tracking the Solactive US AI & Big Data Index, while ARTY is a Technology Equities fund tracking the Morningstar Global Artificial Intelligence Select Index. Both are passively managed. Over the past year, AIBD returned -59.55% vs 112.42% for ARTY. At a correlation of -0.83, they often move in opposite directions. AIBD charges 1.05%/yr vs 0.47%/yr for ARTY.
Performance
AIBD vs. ARTY - Performance Comparison
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Returns By Period
In the year-to-date period, AIBD achieves a -38.68% return, which is significantly lower than ARTY's 66.09% return.
AIBD
- 1D
- 4.30%
- 1M
- -24.36%
- YTD
- -38.68%
- 6M
- -33.54%
- 1Y
- -59.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ARTY
- 1D
- -0.90%
- 1M
- 26.10%
- YTD
- 66.09%
- 6M
- 63.47%
- 1Y
- 112.42%
- 3Y*
- 36.54%
- 5Y*
- 14.13%
- 10Y*
- —
AIBD vs. ARTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AIBD Direxion Daily AI and Big Data Bear 2X Shares | -38.68% | -49.15% | -33.02% |
ARTY iShares Future AI & Tech ETF | 66.09% | 29.97% | 7.83% |
Correlation
The correlation between AIBD and ARTY is -0.75, 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 | -0.75 |
Correlation (All Time) Calculated using the full available price history since May 16, 2024 | -0.83 |
The correlation between AIBD and ARTY has been stable across timeframes, ranging from -0.83 to -0.75 - a consistent structural relationship.
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Return for Risk
AIBD vs. ARTY — Risk / Return Rank
AIBD
ARTY
AIBD vs. ARTY - 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 iShares Future AI & Tech ETF (ARTY). 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.
| AIBD | ARTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.95 | ||
| Sortino ratioReturn per unit of downside risk | -6.16 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.55 | -0.76 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | 6.01 | -6.98 |
| Martin ratioReturn relative to average drawdown | -1.78 | 20.88 | -22.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AIBD | ARTY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.17 | 3.78 | -4.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.95 | 0.63 | -1.58 |
Drawdowns
AIBD vs. ARTY - Drawdown Comparison
The maximum AIBD drawdown since its inception was -82.11%, which is greater than ARTY's maximum drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for AIBD and ARTY.
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Drawdown Indicators
| AIBD | ARTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.11% | -54.50% | -27.61% |
Max Drawdown (1Y)Largest decline over 1 year | -61.47% | -18.81% | -42.66% |
Max Drawdown (3Y)Largest decline over 3 years | — | -32.44% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -50.53% | — |
Current DrawdownCurrent decline from peak | -81.34% | -0.90% | -80.44% |
Average DrawdownAverage peak-to-trough decline | -48.17% | -19.85% | -28.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.38% | 5.40% | +27.98% |
Volatility
AIBD vs. ARTY - Volatility Comparison
Direxion Daily AI and Big Data Bear 2X Shares (AIBD) has a higher volatility of 14.63% compared to iShares Future AI & Tech ETF (ARTY) at 12.01%. This indicates that AIBD's price experiences larger fluctuations and is considered to be riskier than ARTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIBD | ARTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.63% | 12.01% | +2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 37.40% | 25.12% | +12.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.16% | 29.94% | +21.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.52% | 28.58% | +27.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.52% | 27.75% | +28.77% |
AIBD vs. ARTY - Expense Ratio Comparison
AIBD has a 1.05% expense ratio, which is higher than ARTY's 0.47% expense ratio.
Dividends
AIBD vs. ARTY - Dividend Comparison
AIBD's dividend yield for the trailing twelve months is around 5.68%, while ARTY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
ARTY iShares Future AI & Tech ETF | 0.00% | 0.00% | 0.50% | 0.88% | 0.75% | 2.41% | 0.53% | 0.69% | 0.34% |
Frequently Asked Questions
AIBD and ARTY have a correlation of -0.75, 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 ARTY (12.01%). In terms of maximum drawdown, AIBD dropped -82.11% vs ARTY's -54.50%.
On 1-year performance, ARTY leads with 112.42% vs -59.55% for AIBD. On fees, ARTY is cheaper at 0.47% per year. On volatility, ARTY has been the lower-risk option at 12.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ARTY has performed better with a 112.42% return vs -59.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ARTY is cheaper with a 0.47% expense ratio, compared with 1.05% for AIBD.
AIBD has the higher dividend yield at 5.68%, compared with 0.00% for ARTY.
AIBD is categorized as Inverse Equities, while ARTY is Technology Equities. AIBD tracks Solactive US AI & Big Data Index, while ARTY tracks Morningstar Global Artificial Intelligence Select Index. They also come from different issuers: Direxion and iShares. Their fees differ too: 1.05% for AIBD and 0.47% for ARTY.
ARTY currently has the higher Sharpe Ratio (3.78 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.
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