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AIBU vs. DAPP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIBU vs. DAPP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily AI and Big Data Bull 2X Shares (AIBU) and VanEck Digital Transformation ETF (DAPP). The values are adjusted to include any dividend payments, if applicable.

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AIBU vs. DAPP - Yearly Performance Comparison


2026 (YTD)20252024
AIBU
Direxion Daily AI and Big Data Bull 2X Shares
-27.03%42.25%38.36%
DAPP
VanEck Digital Transformation ETF
-9.74%15.03%49.83%

Returns By Period

In the year-to-date period, AIBU achieves a -27.03% return, which is significantly lower than DAPP's -9.74% return.


AIBU

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

DAPP

1D
6.88%
1M
-6.34%
YTD
-9.74%
6M
-31.40%
1Y
65.23%
3Y*
49.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AIBU vs. DAPP - Expense Ratio Comparison

AIBU has a 0.96% expense ratio, which is higher than DAPP's 0.50% expense ratio.


Return for Risk

AIBU vs. DAPP — Risk / Return Rank

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

AIBU
AIBU Risk / Return Rank: 3535
Overall Rank
AIBU Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
AIBU Sortino Ratio Rank: 4646
Sortino Ratio Rank
AIBU Omega Ratio Rank: 4242
Omega Ratio Rank
AIBU Calmar Ratio Rank: 3030
Calmar Ratio Rank
AIBU Martin Ratio Rank: 2525
Martin Ratio Rank

DAPP
DAPP Risk / Return Rank: 5353
Overall Rank
DAPP Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DAPP Sortino Ratio Rank: 6969
Sortino Ratio Rank
DAPP Omega Ratio Rank: 5454
Omega Ratio Rank
DAPP Calmar Ratio Rank: 5353
Calmar Ratio Rank
DAPP Martin Ratio Rank: 3232
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.

AIBU vs. DAPP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily AI and Big Data Bull 2X Shares (AIBU) and VanEck Digital Transformation ETF (DAPP). 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.


AIBUDAPPDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.98

-0.38

Sortino ratio

Return per unit of downside risk

1.24

1.67

-0.43

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

0.71

1.24

-0.53

Martin ratio

Return relative to average drawdown

1.86

2.72

-0.85

AIBU vs. DAPP - Sharpe Ratio Comparison

The current AIBU Sharpe Ratio is 0.60, which is lower than the DAPP Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of AIBU and DAPP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AIBUDAPPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.98

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

-0.17

+0.56

Correlation

The correlation between AIBU and DAPP is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AIBU vs. DAPP - Dividend Comparison

AIBU's dividend yield for the trailing twelve months is around 3.07%, while DAPP has not paid dividends to shareholders.


TTM20252024202320222021
AIBU
Direxion Daily AI and Big Data Bull 2X Shares
3.07%2.27%1.33%0.00%0.00%0.00%
DAPP
VanEck Digital Transformation ETF
0.00%0.00%4.04%0.00%0.00%10.13%

Drawdowns

AIBU vs. DAPP - Drawdown Comparison

The maximum AIBU drawdown since its inception was -51.17%, smaller than the maximum DAPP drawdown of -91.90%. Use the drawdown chart below to compare losses from any high point for AIBU and DAPP.


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Drawdown Indicators


AIBUDAPPDifference

Max Drawdown

Largest peak-to-trough decline

-51.17%

-91.90%

+40.73%

Max Drawdown (1Y)

Largest decline over 1 year

-48.71%

-48.21%

-0.50%

Current Drawdown

Current decline from peak

-43.84%

-50.51%

+6.67%

Average Drawdown

Average peak-to-trough decline

-13.64%

-58.23%

+44.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.54%

22.05%

-3.51%

Volatility

AIBU vs. DAPP - Volatility Comparison

The current volatility for Direxion Daily AI and Big Data Bull 2X Shares (AIBU) is 17.98%, while VanEck Digital Transformation ETF (DAPP) has a volatility of 19.45%. This indicates that AIBU experiences smaller price fluctuations and is considered to be less risky than DAPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIBUDAPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.98%

19.45%

-1.47%

Volatility (6M)

Calculated over the trailing 6-month period

37.39%

50.35%

-12.96%

Volatility (1Y)

Calculated over the trailing 1-year period

60.01%

66.96%

-6.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.65%

73.29%

-17.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.65%

73.29%

-17.64%