AIBU vs. TSLL

Last updated Apr 1, 2026

Compare and contrast key facts about Direxion Daily AI and Big Data Bull 2X Shares (AIBU) and Direxion Daily TSLA Bull 1.5X Shares (TSLL).

AIBU and TSLL 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. TSLL is an actively managed fund by Direxion. It was launched on Jun 9, 2022.

Performance

AIBU vs. TSLL - 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 Direxion Daily TSLA Bull 1.5X Shares (TSLL). The values are adjusted to include any dividend payments, if applicable.

AIBU vs. TSLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AIBU Direxion Daily AI and Big Data Bull 2X Shares	-27.03%	42.25%	38.36%
TSLL Direxion Daily TSLA Bull 1.5X Shares	-35.93%	-26.80%	282.59%

Returns By Period

In the year-to-date period, AIBU achieves a -27.03% return, which is significantly higher than TSLL's -35.93% return.

AIBU

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

TSLL

• 1D: 9.16%
• 1M: -16.71%
• YTD: -35.93%
• 6M: -39.94%
• 1Y: 34.59%
• 3Y*: 3.01%
• 5Y*: —
• 10Y*: —

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

AIBU vs. TSLL - Expense Ratio Comparison

AIBU has a 0.96% expense ratio, which is lower than TSLL's 1.08% expense ratio.

TSLL

Direxion Daily TSLA Bull 1.5X Shares

AIBU

Direxion Daily AI and Big Data Bull 2X Shares

Return for Risk

AIBU vs. TSLL — Risk / Return Rank

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

AIBU

AIBU Risk / Return Rank: 35
AIBU Sharpe Ratio Rank: 33
AIBU Sortino Ratio Rank: 46
AIBU Omega Ratio Rank: 42
AIBU Calmar Ratio Rank: 30
AIBU Martin Ratio Rank: 25

TSLL

TSLL Risk / Return Rank: 33
TSLL Sharpe Ratio Rank: 22
TSLL Sortino Ratio Rank: 50
TSLL Omega Ratio Rank: 41
TSLL Calmar Ratio Rank: 28
TSLL Martin Ratio Rank: 22

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. TSLL - 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 TSLA Bull 1.5X Shares (TSLL). 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	TSLL	Difference
Sharpe ratio Return per unit of total volatility	0.60	0.31	+0.29
Sortino ratio Return per unit of downside risk	1.24	1.25	-0.02
Omega ratio Gain probability vs. loss probability	1.16	1.15	+0.01
Calmar ratio Return relative to maximum drawdown	0.71	0.59	+0.12
Martin ratio Return relative to average drawdown	1.86	1.26	+0.61
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. TSLL - Sharpe Ratio Comparison

The current AIBU Sharpe Ratio is 0.60, which is higher than the TSLL Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of AIBU and TSLL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AIBU	TSLL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	0.31	+0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	-0.13	+0.51

Correlation

The correlation between AIBU and TSLL is 0.55, 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. TSLL - Dividend Comparison

AIBU's dividend yield for the trailing twelve months is around 3.07%, less than TSLL's 7.98% yield.

	TTM	2025	2024	2023	2022
AIBU Direxion Daily AI and Big Data Bull 2X Shares	3.07%	2.27%	1.33%	0.00%	0.00%
TSLL Direxion Daily TSLA Bull 1.5X Shares	7.98%	5.00%	2.47%	4.44%	1.57%

Drawdowns

AIBU vs. TSLL - Drawdown Comparison

The maximum AIBU drawdown since its inception was -51.17%, smaller than the maximum TSLL drawdown of -82.88%. Use the drawdown chart below to compare losses from any high point for AIBU and TSLL.

Drawdown Indicators

	AIBU	TSLL	Difference
Max Drawdown Largest peak-to-trough decline	-51.17%	-82.88%	+31.71%
Max Drawdown (1Y) Largest decline over 1 year	-48.71%	-51.06%	+2.35%
Current Drawdown Current decline from peak	-43.84%	-67.65%	+23.81%
Average Drawdown Average peak-to-trough decline	-13.64%	-53.34%	+39.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.54%	23.92%	-5.38%

Volatility

AIBU vs. TSLL - Volatility Comparison

The current volatility for Direxion Daily AI and Big Data Bull 2X Shares (AIBU) is 17.98%, while Direxion Daily TSLA Bull 1.5X Shares (TSLL) has a volatility of 22.31%. This indicates that AIBU experiences smaller price fluctuations and is considered to be less risky than TSLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIBU	TSLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.98%	22.31%	-4.33%
Volatility (6M) Calculated over the trailing 6-month period	37.39%	59.24%	-21.85%
Volatility (1Y) Calculated over the trailing 1-year period	60.01%	110.51%	-50.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.65%	107.90%	-52.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.65%	107.90%	-52.25%