BRKU vs. AIFD

Last updated Jul 15, 2026

BRKU (Direxion Daily BRKB Bull 2X Shares) and AIFD (TCW Artificial Intelligence ETF) are both exchange-traded funds - BRKU is a Leveraged Equities fund actively managed by Direxion, while AIFD is a Technology Equities fund actively managed by TCW. Both are actively managed. Over the past year, BRKU returned -5.65% vs 69.74% for AIFD. At a correlation of -0.04, they often move in opposite directions. BRKU charges 0.97%/yr vs 0.75%/yr for AIFD.

Performance

BRKU vs. AIFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily BRKB Bull 2X Shares (BRKU) and TCW Artificial Intelligence ETF (AIFD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BRKU achieves a -10.23% return, which is significantly lower than AIFD's 38.66% return.

BRKU

• 1D: -2.07%
• 1M: 0.23%
• 6M: -7.26%
• YTD: -10.23%
• 1Y: -5.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AIFD

• 1D: 1.20%
• 1M: -2.31%
• 6M: 35.11%
• YTD: 38.66%
• 1Y: 69.74%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BRKU vs. AIFD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BRKU Direxion Daily BRKB Bull 2X Shares	-10.23%	6.44%	-3.78%
AIFD TCW Artificial Intelligence ETF	38.66%	28.30%	-1.81%

Correlation

The correlation between BRKU and AIFD is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.23
Correlation (All Time) Calculated using the full available price history since Dec 11, 2024	-0.04

The correlation between BRKU and AIFD shifts across timeframes, from -0.23 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

Return for Risk

BRKU vs. AIFD — Risk / Return Rank

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

BRKU

BRKU Risk / Return Rank: 7
BRKU Sharpe Ratio Rank: 7
BRKU Sortino Ratio Rank: 7
BRKU Omega Ratio Rank: 7
BRKU Calmar Ratio Rank: 7
BRKU Martin Ratio Rank: 7

AIFD

AIFD Risk / Return Rank: 88
AIFD Sharpe Ratio Rank: 91
AIFD Sortino Ratio Rank: 82
AIFD Omega Ratio Rank: 81
AIFD Calmar Ratio Rank: 95
AIFD Martin Ratio Rank: 93

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.

BRKU vs. AIFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily BRKB Bull 2X Shares (BRKU) and TCW Artificial Intelligence ETF (AIFD). 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.

	BRKU	AIFD	Difference
Sharpe ratio: Return per unit of total volatility	-0.20	2.43	-2.63
Sortino ratio: Return per unit of downside risk	-0.09	2.88	-2.97
Omega ratio: Gain probability vs. loss probability	0.99	1.38	-0.39
Calmar ratio: Return relative to maximum drawdown	-0.26	5.97	-6.22
Martin ratio: Return relative to average drawdown	-0.50	18.71	-19.21

BRKU vs. AIFD - Sharpe Ratio Comparison

The current BRKU Sharpe Ratio is -0.20, which is lower than the AIFD Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of BRKU and AIFD, 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

BRKU vs. AIFD - Drawdown Comparison

The maximum BRKU drawdown since its inception was -35.37%, which is greater than AIFD's maximum drawdown of -33.20%. Use the drawdown chart below to compare losses from any high point for BRKU and AIFD.

Drawdown Indicators

	BRKU	AIFD	Difference
Max Drawdown Largest peak-to-trough decline	-35.37%	-33.20%	-2.17%
Max Drawdown (1Y) Largest decline over 1 year	-22.06%	-11.75%	-10.31%
Current Drawdown Current decline from peak	-29.56%	-9.05%	-20.51%
Average Drawdown Average peak-to-trough decline	-19.49%	-5.79%	-13.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.35%	3.74%	+7.61%

Volatility

BRKU vs. AIFD - Volatility Comparison

The current volatility for Direxion Daily BRKB Bull 2X Shares (BRKU) is 8.74%, while TCW Artificial Intelligence ETF (AIFD) has a volatility of 12.00%. This indicates that BRKU experiences smaller price fluctuations and is considered to be less risky than AIFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRKU	AIFD	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.74%	12.00%	-3.26%
Volatility (6M) Calculated over the trailing 6-month period	21.37%	23.54%	-2.17%
Volatility (1Y) Calculated over the trailing 1-year period	28.06%	28.87%	-0.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.05%	30.24%	+3.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.05%	30.24%	+3.81%

BRKU vs. AIFD - Expense Ratio Comparison

BRKU has a 0.97% expense ratio, which is higher than AIFD's 0.75% expense ratio.

Dividends

BRKU vs. AIFD - Dividend Comparison

BRKU's dividend yield for the trailing twelve months is around 2.67%, while AIFD has not paid dividends to shareholders.

Position	TTM	2025
AIFD TCW Artificial Intelligence ETF	0.00%	0.00%
BRKU Direxion Daily BRKB Bull 2X Shares	2.67%	2.44%

Frequently Asked Questions

Can I hold both BRKU and AIFD in my portfolio?

BRKU and AIFD have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BRKU or AIFD?

AIFD has higher volatility (12.00%) compared to BRKU (8.74%). In terms of maximum drawdown, BRKU dropped -35.37% vs AIFD's -33.20%.

Which ETF is better, BRKU or AIFD?

On 1-year performance, AIFD leads with 69.74% vs -5.65% for BRKU. On fees, AIFD is cheaper at 0.75% per year. On volatility, BRKU has been the lower-risk option at 8.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BRKU or AIFD?

Over the 1-year period, AIFD has performed better with a 69.74% return vs -5.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BRKU or AIFD?

AIFD is cheaper with a 0.75% expense ratio, compared with 0.97% for BRKU.

Which ETF pays a higher dividend yield, BRKU or AIFD?

BRKU has the higher dividend yield at 2.67%, compared with 0.00% for AIFD.

What is the main difference between BRKU and AIFD?

BRKU is categorized as Leveraged Equities, while AIFD is Technology Equities. They also come from different issuers: Direxion and TCW. Their fees differ too: 0.97% for BRKU and 0.75% for AIFD.

Which has better risk-adjusted returns?

AIFD currently has the higher Sharpe Ratio (2.43 vs -0.20), 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.