AIBU vs. TSLL

Last updated Aug 4, 2026

AIBU (Direxion Daily AI and Big Data Bull 2X Shares) and TSLL (Direxion Daily TSLA Bull 2X ETF) are both exchange-traded funds - AIBU is a Artificial Intelligence fund tracking the Solactive US AI & Big Data Index, while TSLL is a Leveraged Equities fund actively managed by Direxion. AIBU is passively managed, while TSLL is actively managed. Over the past year, AIBU returned 44.34% vs -20.06% for TSLL. Their 0.56 correlation means they have sometimes moved together and sometimes differently. AIBU charges 0.96%/yr vs 0.83%/yr for TSLL.

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 2X ETF (TSLL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIBU achieves a 24.34% return, which is significantly higher than TSLL's -58.49% return.

AIBU

• 1D: 7.06%
• 1M: 2.59%
• 6M: 27.87%
• YTD: 24.34%
• 1Y: 44.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 51.00%

TSLL

• 1D: 6.84%
• 1M: -36.50%
• 6M: -51.69%
• YTD: -58.49%
• 1Y: -20.06%
• 3Y*: -17.93%
• 5Y*: —
• 10Y*: —
• ALL TIME*: -22.42%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AIBU Direxion Daily AI and Big Data Bull 2X Shares	$445.98K	$469.28K	$1.04M
TSLL Direxion Daily TSLA Bull 2X ETF	$747.52M	$658.50M	$943.03M

AIBU vs. TSLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AIBU Direxion Daily AI and Big Data Bull 2X Shares	24.34%	42.25%	41.01%
TSLL Direxion Daily TSLA Bull 2X ETF	-58.49%	-26.80%	267.72%

Correlation

The correlation between AIBU and TSLL is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.57
Correlation (All Time) Calculated using the full available price history since May 15, 2024	0.56

The correlation between AIBU and TSLL has been stable across timeframes, ranging from 0.56 to 0.57 - a consistent structural relationship.

AIBU vs. TSLL - Sectors Allocation Comparison

Sectors	AIBU	TSLL
Technology	82.8%	-
Communication Services	10.2%	-
Consumer Cyclical	6.2%	100.0%
Healthcare	0.8%	-
Industrials	0.1%	-
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

AIBU vs. TSLL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AIBU

AIBU Risk / Return Rank: 32
AIBU Sharpe Ratio Rank: 33
AIBU Sortino Ratio Rank: 36
AIBU Omega Ratio Rank: 35
AIBU Calmar Ratio Rank: 28
AIBU Martin Ratio Rank: 26

TSLL

TSLL Risk / Return Rank: 10
TSLL Sharpe Ratio Rank: 8
TSLL Sortino Ratio Rank: 14
TSLL Omega Ratio Rank: 14
TSLL Calmar Ratio Rank: 7
TSLL Martin Ratio Rank: 7

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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 2X ETF (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.

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.

	AIBU	TSLL	Difference
Sharpe ratio: Return per unit of total volatility	0.85	-0.22	+1.06
Sortino ratio: Return per unit of downside risk	1.41	0.32	+1.09
Omega ratio: Gain probability vs. loss probability	1.17	1.04	+0.13
Calmar ratio: Return relative to maximum drawdown	0.91	-0.29	+1.20
Martin ratio: Return relative to average drawdown	2.05	-0.63	+2.68

AIBU vs. TSLL - Sharpe Ratio Comparison

The current AIBU Sharpe Ratio is 0.85, which is higher than the TSLL Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of AIBU and TSLL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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%	-70.13%	+21.42%
Max Drawdown (3Y) Largest decline over 3 years	—	-82.88%	—
Current Drawdown Current decline from peak	-19.67%	-79.04%	+59.37%
Average Drawdown Average peak-to-trough decline	-14.24%	-54.39%	+40.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.67%	31.89%	-10.22%

Volatility

AIBU vs. TSLL - Volatility Comparison

The current volatility for Direxion Daily AI and Big Data Bull 2X Shares (AIBU) is 18.26%, while Direxion Daily TSLA Bull 2X ETF (TSLL) has a volatility of 41.90%. 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	18.26%	41.90%	-23.64%
Volatility (6M) Calculated over the trailing 6-month period	42.14%	70.55%	-28.41%
Volatility (1Y) Calculated over the trailing 1-year period	52.73%	92.52%	-39.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.16%	107.77%	-51.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.16%	107.77%	-51.61%

AIBU vs. TSLL - Expense Ratio Comparison

AIBU has a 0.96% expense ratio, which is higher than TSLL's 0.83% expense ratio.

Dividends

AIBU vs. TSLL - Dividend Comparison

AIBU's dividend yield for the trailing twelve months is around 1.73%, less than TSLL's 12.62% yield.

Position	TTM	2025	2024	2023	2022
AIBU Direxion Daily AI and Big Data Bull 2X Shares	1.73%	2.27%	1.33%	0.00%	0.00%
TSLL Direxion Daily TSLA Bull 2X ETF	12.62%	5.00%	2.47%	4.44%	1.57%

Frequently Asked Questions

Can I hold both AIBU and TSLL in my portfolio?

AIBU and TSLL have a correlation of 0.57, 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 TSLL?

TSLL has higher volatility (41.90%) compared to AIBU (18.26%). In terms of maximum drawdown, AIBU dropped -51.17% vs TSLL's -82.88%.

Which ETF is better, AIBU or TSLL?

On 1-year performance, AIBU leads with 44.34% vs -20.06% for TSLL. On fees, TSLL is cheaper at 0.83% per year. On volatility, AIBU has been the lower-risk option at 18.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AIBU or TSLL?

Over the 1-year period, AIBU has performed better with a 44.34% return vs -20.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AIBU or TSLL?

TSLL is cheaper with a 0.83% expense ratio, compared with 0.96% for AIBU.

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

TSLL has the higher dividend yield at 12.62%, compared with 1.73% for AIBU.

What is the main difference between AIBU and TSLL?

AIBU is categorized as Artificial Intelligence, while TSLL is Leveraged Equities. Their fees differ too: 0.96% for AIBU and 0.83% for TSLL.

Which has better risk-adjusted returns?

AIBU currently has the higher Sharpe Ratio (0.85 vs -0.22), 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.