AIBU vs. SOXL
Compare and contrast key facts about Direxion Daily AI and Big Data Bull 2X Shares (AIBU) and Direxion Daily Semiconductor Bull 3x Shares (SOXL).
AIBU and SOXL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AIBU is a passively managed fund by Direxion that tracks the performance of the Solactive US AI & Big Data Index. It was launched on May 15, 2024. SOXL is a passively managed fund by Direxion that tracks the performance of the PHLX Semiconductor Index (300%). It was launched on Mar 11, 2010. Both AIBU and SOXL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AIBU vs. SOXL - Performance Comparison
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AIBU vs. SOXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AIBU Direxion Daily AI and Big Data Bull 2X Shares | -27.03% | 42.25% | 38.36% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 13.99% | 54.91% | -41.46% |
Returns By Period
In the year-to-date period, AIBU achieves a -27.03% return, which is significantly lower than SOXL's 13.99% return.
AIBU
- 1D
- 9.48%
- 1M
- -8.90%
- YTD
- -27.03%
- 6M
- -31.61%
- 1Y
- 36.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOXL
- 1D
- 17.95%
- 1M
- -23.67%
- YTD
- 13.99%
- 6M
- 37.51%
- 1Y
- 201.41%
- 3Y*
- 38.75%
- 5Y*
- 3.09%
- 10Y*
- 39.88%
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AIBU vs. SOXL - Expense Ratio Comparison
AIBU has a 0.96% expense ratio, which is lower than SOXL's 0.99% expense ratio.
Return for Risk
AIBU vs. SOXL — Risk / Return Rank
AIBU
SOXL
AIBU vs. SOXL - 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 Direxion Daily Semiconductor Bull 3x Shares (SOXL). 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 | SOXL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 1.70 | -1.10 |
Sortino ratioReturn per unit of downside risk | 1.24 | 2.34 | -1.10 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.34 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | 4.06 | -3.35 |
Martin ratioReturn relative to average drawdown | 1.86 | 12.39 | -10.52 |
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
| AIBU | SOXL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.70 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.03 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.35 | +0.03 |
Correlation
The correlation between AIBU and SOXL is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AIBU vs. SOXL - Dividend Comparison
AIBU's dividend yield for the trailing twelve months is around 3.07%, more than SOXL's 0.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
AIBU Direxion Daily AI and Big Data Bull 2X Shares | 3.07% | 2.27% | 1.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 0.16% | 0.34% | 1.18% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% |
Drawdowns
AIBU vs. SOXL - Drawdown Comparison
The maximum AIBU drawdown since its inception was -51.17%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for AIBU and SOXL.
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Drawdown Indicators
| AIBU | SOXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.17% | -90.46% | +39.29% |
Max Drawdown (1Y)Largest decline over 1 year | -48.71% | -49.26% | +0.55% |
Max Drawdown (5Y)Largest decline over 5 years | — | -90.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -90.46% | — |
Current DrawdownCurrent decline from peak | -43.84% | -33.33% | -10.51% |
Average DrawdownAverage peak-to-trough decline | -13.64% | -35.34% | +21.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.54% | 16.14% | +2.40% |
Volatility
AIBU vs. SOXL - Volatility Comparison
The current volatility for Direxion Daily AI and Big Data Bull 2X Shares (AIBU) is 17.98%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 40.35%. This indicates that AIBU experiences smaller price fluctuations and is considered to be less risky than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIBU | SOXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.98% | 40.35% | -22.37% |
Volatility (6M)Calculated over the trailing 6-month period | 37.39% | 79.51% | -42.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.01% | 119.21% | -59.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.65% | 105.43% | -49.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.65% | 97.70% | -42.05% |