AIBU vs. SCHG

Last updated Jun 4, 2026

AIBU (Direxion Daily AI and Big Data Bull 2X Shares) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - AIBU is a Leveraged Equities fund tracking the Solactive US AI & Big Data Index, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Both are passively managed. Over the past year, AIBU returned 109.46% vs 24.64% for SCHG. Their correlation of 0.91 suggests significant overlap in exposure. AIBU charges 0.96%/yr vs 0.04%/yr for SCHG.

Performance

AIBU vs. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIBU achieves a 48.05% return, which is significantly higher than SCHG's 6.42% return.

AIBU

• 1D: -4.35%
• 1M: 29.93%
• YTD: 48.05%
• 6M: 34.98%
• 1Y: 109.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHG

• 1D: -1.23%
• 1M: 4.81%
• YTD: 6.42%
• 6M: 5.81%
• 1Y: 24.64%
• 3Y*: 25.02%
• 5Y*: 15.59%
• 10Y*: 18.77%

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

AIBU vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AIBU Direxion Daily AI and Big Data Bull 2X Shares	48.05%	42.25%	38.36%
SCHG Schwab U.S. Large-Cap Growth ETF	6.42%	17.50%	17.69%

Correlation

The correlation between AIBU and SCHG is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (All Time) Calculated using the full available price history since May 16, 2024	0.91

The correlation between AIBU and SCHG has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

AIBU vs. SCHG - Sectors Allocation Comparison

Sectors	AIBU	SCHG
Technology	26.0%	46.3%
Communication Services	3.6%	16.0%
Consumer Cyclical	2.3%	12.7%
Healthcare	0.2%	7.7%
Industrials	0.1%	5.8%
Basic Materials	-	1.4%
Consumer Defensive	-	1.7%
Energy	-	0.8%
Financial Services	-	6.7%
Real Estate	-	0.5%
Utilities	-	0.4%

Return for Risk

AIBU vs. SCHG — Risk / Return Rank

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

AIBU

AIBU Risk / Return Rank: 53
AIBU Sharpe Ratio Rank: 70
AIBU Sortino Ratio Rank: 56
AIBU Omega Ratio Rank: 55
AIBU Calmar Ratio Rank: 46
AIBU Martin Ratio Rank: 36

SCHG

SCHG Risk / Return Rank: 39
SCHG Sharpe Ratio Rank: 45
SCHG Sortino Ratio Rank: 43
SCHG Omega Ratio Rank: 43
SCHG Calmar Ratio Rank: 30
SCHG Martin Ratio Rank: 33

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. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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.

	AIBU	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	2.31	1.60	+0.71
Sortino ratio: Return per unit of downside risk	2.67	2.18	+0.49
Omega ratio: Gain probability vs. loss probability	1.34	1.28	+0.06
Calmar ratio: Return relative to maximum drawdown	2.26	1.51	+0.75
Martin ratio: Return relative to average drawdown	5.52	5.04	+0.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AIBU vs. SCHG - Sharpe Ratio Comparison

The current AIBU Sharpe Ratio is 2.31, which is higher than the SCHG Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of AIBU and SCHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AIBU	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	1.60	+0.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.70	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.25	0.84	+0.41

Drawdowns

AIBU vs. SCHG - Drawdown Comparison

The maximum AIBU drawdown since its inception was -51.17%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for AIBU and SCHG.

Drawdown Indicators

	AIBU	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-51.17%	-34.59%	-16.58%
Max Drawdown (1Y) Largest decline over 1 year	-48.71%	-16.41%	-32.30%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.39%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.59%	—
Current Drawdown Current decline from peak	-4.35%	-1.78%	-2.57%
Average Drawdown Average peak-to-trough decline	-13.76%	-5.20%	-8.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.91%	4.90%	+15.01%

Volatility

AIBU vs. SCHG - Volatility Comparison

Direxion Daily AI and Big Data Bull 2X Shares (AIBU) has a higher volatility of 14.56% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 3.61%. This indicates that AIBU's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIBU	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.56%	3.61%	+10.95%
Volatility (6M) Calculated over the trailing 6-month period	36.96%	11.62%	+25.34%
Volatility (1Y) Calculated over the trailing 1-year period	47.71%	15.50%	+32.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.37%	22.27%	+33.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.37%	21.55%	+33.82%

AIBU vs. SCHG - Expense Ratio Comparison

AIBU has a 0.96% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

AIBU vs. SCHG - Dividend Comparison

AIBU's dividend yield for the trailing twelve months is around 1.51%, more than SCHG's 0.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIBU Direxion Daily AI and Big Data Bull 2X Shares	1.51%	2.27%	1.33%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.36%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Frequently Asked Questions

Can I hold both AIBU and SCHG in my portfolio?

AIBU and SCHG have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AIBU or SCHG?

AIBU has higher volatility (14.56%) compared to SCHG (3.61%). In terms of maximum drawdown, AIBU dropped -51.17% vs SCHG's -34.59%.

Which ETF is better, AIBU or SCHG?

On 1-year performance, AIBU leads with 109.46% vs 24.64% for SCHG. On fees, SCHG is cheaper at 0.04% per year. On volatility, SCHG has been the lower-risk option at 3.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AIBU or SCHG?

Over the 1-year period, AIBU has performed better with a 109.46% return vs 24.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AIBU or SCHG?

SCHG is cheaper with a 0.04% expense ratio, compared with 0.96% for AIBU.

Which ETF pays a higher dividend yield, AIBU or SCHG?

AIBU has the higher dividend yield at 1.51%, compared with 0.36% for SCHG.

What is the main difference between AIBU and SCHG?

AIBU is categorized as Leveraged Equities, while SCHG is Large Cap Growth Equities. AIBU tracks Solactive US AI & Big Data Index, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: Direxion and Charles Schwab. Their fees differ too: 0.96% for AIBU and 0.04% for SCHG.

Which has better risk-adjusted returns?

AIBU currently has the higher Sharpe Ratio (2.31 vs 1.60), 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.