AIBD vs. VGT
AIBD (Direxion Daily AI and Big Data Bear 2X Shares) and VGT (Vanguard Information Technology ETF) are both exchange-traded funds - AIBD is a Inverse Equities fund tracking the Solactive US AI & Big Data Index, while VGT is a Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Both are passively managed. Over the past year, AIBD returned -39.60% vs 35.18% for VGT. At a correlation of -0.86, they often move in opposite directions. AIBD charges 1.05%/yr vs 0.09%/yr for VGT.
Performance
AIBD vs. VGT - Performance Comparison
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Returns By Period
In the year-to-date period, AIBD achieves a -26.00% return, which is significantly lower than VGT's 21.52% return.
AIBD
- 1D
- 5.39%
- 1M
- 9.76%
- 6M
- -24.63%
- YTD
- -26.00%
- 1Y
- -39.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VGT
- 1D
- -1.94%
- 1M
- -2.91%
- 6M
- 20.62%
- YTD
- 21.52%
- 1Y
- 35.18%
- 3Y*
- 26.94%
- 5Y*
- 18.62%
- 10Y*
- 24.44%
AIBD vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AIBD Direxion Daily AI and Big Data Bear 2X Shares | -26.00% | -49.15% | -34.56% |
VGT Vanguard Information Technology ETF | 21.52% | 21.77% | 19.12% |
Correlation
The correlation between AIBD and VGT 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 (1Y) Calculated over the trailing 1-year period | -0.80 |
Correlation (All Time) Calculated using the full available price history since May 15, 2024 | -0.86 |
The correlation between AIBD and VGT has been stable across timeframes, ranging from -0.86 to -0.80 - a consistent structural relationship.
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Return for Risk
AIBD vs. VGT — Risk / Return Rank
AIBD
VGT
AIBD vs. VGT - 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 Vanguard Information Technology ETF (VGT). 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.
| AIBD | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -2.91 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.26 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | 2.16 | -2.83 |
| Martin ratioReturn relative to average drawdown | -1.41 | 6.19 | -7.60 |
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Drawdowns
AIBD vs. VGT - Drawdown Comparison
The maximum AIBD drawdown since its inception was -82.11%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for AIBD and VGT.
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Drawdown Indicators
| AIBD | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.11% | -54.63% | -27.48% |
Max Drawdown (1Y)Largest decline over 1 year | -58.75% | -16.40% | -42.35% |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.23% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.07% | — |
Current DrawdownCurrent decline from peak | -77.48% | -9.06% | -68.42% |
Average DrawdownAverage peak-to-trough decline | -49.73% | -7.94% | -41.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.63% | 5.70% | +22.93% |
Volatility
AIBD vs. VGT - Volatility Comparison
Direxion Daily AI and Big Data Bear 2X Shares (AIBD) has a higher volatility of 15.87% compared to Vanguard Information Technology ETF (VGT) at 8.66%. This indicates that AIBD's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIBD | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.87% | 8.66% | +7.21% |
Volatility (6M)Calculated over the trailing 6-month period | 42.24% | 19.53% | +22.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.86% | 23.44% | +31.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.20% | 25.70% | +31.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.20% | 24.81% | +32.39% |
AIBD vs. VGT - Expense Ratio Comparison
AIBD has a 1.05% expense ratio, which is higher than VGT's 0.09% expense ratio.
Dividends
AIBD vs. VGT - Dividend Comparison
AIBD's dividend yield for the trailing twelve months is around 3.41%, more than VGT's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIBD Direxion Daily AI and Big Data Bear 2X Shares | 3.41% | 4.37% | 3.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.38% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
AIBD and VGT 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.
AIBD has higher volatility (15.87%) compared to VGT (8.66%). In terms of maximum drawdown, AIBD dropped -82.11% vs VGT's -54.63%.
On 1-year performance, VGT leads with 35.18% vs -39.60% for AIBD. On fees, VGT is cheaper at 0.09% per year. On volatility, VGT has been the lower-risk option at 8.66%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VGT has performed better with a 35.18% return vs -39.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VGT is cheaper with a 0.09% expense ratio, compared with 1.05% for AIBD.
AIBD has the higher dividend yield at 3.41%, compared with 0.38% for VGT.
AIBD is categorized as Inverse Equities, while VGT is Technology Equities. AIBD tracks Solactive US AI & Big Data Index, while VGT tracks MSCI USA IMI Information Technology 25/50 Index. They also come from different issuers: Direxion and Vanguard. Their fees differ too: 1.05% for AIBD and 0.09% for VGT.
VGT currently has the higher Sharpe Ratio (1.51 vs -0.72), 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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