XTR vs AIBD

Comparison between GLOBAL X S&P 500 TAIL RISK ETF (XTR, ETF) and DIREXION DAILY AI AND BIG DATA BEAR 2X SHARES (AIBD, ETF).

XTR vs AIBD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	XTR(ETF)	AIBD(ETF)
Net Assets	$4M	$4.10M
Expense Ratio	0.25%	N/A
Max Drawdown	28.41%	83.15%
Sharpe Ratio	1.45	-1.39
5Y Beta	0.74	-2.95
P/E Ratio	29.16	N/A
Forward P/E	21.90	N/A
5Y EPS CAGR	26.34%	N/A
Debt to Equity	33.23%	N/A
P/S Ratio	3.75	N/A
P/B Ratio	5.66	N/A

Net Assets

XTR

$4M

Winner

AIBD

$4.10M

Expense Ratio

XTR

0.25%

AIBD

N/A

Max Drawdown

Winner

XTR

28.41%

AIBD

83.15%

Sharpe Ratio

Winner

XTR

1.45

AIBD

-1.39

5Y Beta

XTR

0.74

Winner

AIBD

-2.95

P/E Ratio

XTR

29.16

AIBD

N/A

Forward P/E

XTR

21.90

AIBD

N/A

5Y EPS CAGR

XTR

26.34%

AIBD

N/A

Debt to Equity

XTR

33.23%

AIBD

N/A

P/S Ratio

XTR

3.75

AIBD

N/A

P/B Ratio

XTR

5.66

AIBD

N/A

XTR vs AIBD - Historical Returns

Returns include dividend reinvestment.

Period	XTR	AIBD
1 month	+0.17%	-7.93%
3 months	+7.52%	-42.99%
6 months	+6.45%	-27.47%
1 year	+19.56%	-54.35%
5 years(CAGR)	+9.42%	N/A
Max(CAGR)	+9.42%	-51.30%

Winner

XTR

+0.17%

AIBD

-7.93%

Winner

XTR

+7.52%

AIBD

-42.99%

Winner

XTR

+6.45%

AIBD

-27.47%

Winner

XTR

+19.56%

AIBD

-54.35%

5Y(CAGR)

XTR

+9.42%

AIBD

N/A

Max(CAGR)

Winner

XTR

+9.42%

AIBD

-51.30%

XTR vs AIBD - Annual Returns (2021 - 2026)

Returns include dividend reinvestment.

Year	XTR	AIBD
2026	+6.62%	-34.13%
2025	+13.89%	-48.95%
2024	+22.78%	-32.99%
2023	+21.51%	N/A
2022	-18.02%	N/A
2021	+4.44%	N/A

XTR vs AIBD Drawdown Comparison

The maximum drawdown for XTR was -20.82%, occurring on Oct 14, 2022. Recovery took 516 trading sessions.

The maximum drawdown for AIBD was -82.09%, occurring on Jun 2, 2026. This drawdown has not yet recovered.

The current XTR drawdown is -2.69%. The current AIBD drawdown is -79.77%.

Rank	XTR	AIBD
#1	-20.82% Dec 29, 2021 - Jan 19, 2024	-82.09% Aug 5, 2024 - Jun 2, 2026
#2	-14.35% Feb 19, 2025 - Jul 2, 2025	-21.51% May 30, 2024 - Aug 2, 2024
#3	-8.51% Feb 2, 2026 - Apr 17, 2026	-3.33% May 23, 2024 - May 30, 2024
#4	-7.14% Jul 16, 2024 - Sep 19, 2024	-1.41% May 17, 2024 - May 23, 2024
#5	-5.14% Mar 28, 2024 - May 15, 2024	N/A
#6	-5.02% Sep 3, 2021 - Oct 28, 2021	N/A
#7	-4.53% Oct 29, 2025 - Dec 11, 2025	N/A
#8	-4.15% Dec 6, 2024 - Feb 14, 2025	N/A
#9	-3.63% Nov 18, 2021 - Dec 10, 2021	N/A
#10	-2.78% Nov 8, 2024 - Dec 2, 2024	N/A
#11	-2.74% Jun 2, 2026 - Jun 5, 2026	N/A
#12	-2.70% Dec 10, 2021 - Dec 27, 2021	N/A
#13	-2.57% Oct 14, 2024 - Nov 6, 2024	N/A
#14	-2.52% Dec 11, 2025 - Dec 24, 2025	N/A
#15	-2.47% Oct 8, 2025 - Oct 24, 2025	N/A

Correlation

Correlation between XTR and AIBD is -0.93 which considered as a very strong negative correlation - the stocks move almost identically in opposite directions.

-0.93

-101