BUG.DE vs. AIAA.DE
BUG.DE (Global X Cybersecurity UCITS ETF USD Accumulating) and AIAA.DE (iShares AI Adopters & Applications UCITS ETF USD (Acc)) are both Technology Equities funds - BUG.DE tracks the Indxx Cybersecurity while AIAA.DE tracks the STOXX Global AI Adopters and Applications Index. Both are passively managed. Over the past year, BUG.DE returned 0.22% vs 6.16% for AIAA.DE. A 0.63 correlation means they provide meaningful diversification when combined. BUG.DE charges 0.50%/yr vs 0.35%/yr for AIAA.DE.
Performance
BUG.DE vs. AIAA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BUG.DE achieves a 19.68% return, which is significantly higher than AIAA.DE's -1.50% return.
BUG.DE
- 1D
- -1.78%
- 1M
- 31.53%
- YTD
- 19.68%
- 6M
- 14.47%
- 1Y
- 0.22%
- 3Y*
- 12.37%
- 5Y*
- —
- 10Y*
- —
AIAA.DE
- 1D
- 1.37%
- 1M
- 5.90%
- YTD
- -1.50%
- 6M
- -0.98%
- 1Y
- 6.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BUG.DE vs. AIAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BUG.DE Global X Cybersecurity UCITS ETF USD Accumulating | 19.68% | -14.52% | -5.57% |
AIAA.DE iShares AI Adopters & Applications UCITS ETF USD (Acc) | -1.50% | 5.44% | -1.65% |
Correlation
The correlation between BUG.DE and AIAA.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2024 | 0.63 |
The correlation between BUG.DE and AIAA.DE has been stable across timeframes, ranging from 0.53 to 0.63 - a consistent structural relationship.
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Return for Risk
BUG.DE vs. AIAA.DE — Risk / Return Rank
BUG.DE
AIAA.DE
BUG.DE vs. AIAA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity UCITS ETF USD Accumulating (BUG.DE) and iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.DE). 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.
| BUG.DE | AIAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.09 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | 0.46 | -0.46 |
| Martin ratioReturn relative to average drawdown | 0.01 | 1.20 | -1.19 |
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
| BUG.DE | AIAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | 0.46 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.08 | -0.03 |
Drawdowns
BUG.DE vs. AIAA.DE - Drawdown Comparison
The maximum BUG.DE drawdown since its inception was -42.84%, which is greater than AIAA.DE's maximum drawdown of -24.42%. Use the drawdown chart below to compare losses from any high point for BUG.DE and AIAA.DE.
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Drawdown Indicators
| BUG.DE | AIAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.84% | -24.42% | -18.42% |
Max Drawdown (1Y)Largest decline over 1 year | -36.87% | -13.31% | -23.56% |
Max Drawdown (3Y)Largest decline over 3 years | -42.84% | — | — |
Current DrawdownCurrent decline from peak | -10.53% | -4.34% | -6.19% |
Average DrawdownAverage peak-to-trough decline | -16.69% | -7.45% | -9.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.80% | 5.12% | +12.68% |
Volatility
BUG.DE vs. AIAA.DE - Volatility Comparison
Global X Cybersecurity UCITS ETF USD Accumulating (BUG.DE) has a higher volatility of 14.31% compared to iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.DE) at 3.63%. This indicates that BUG.DE's price experiences larger fluctuations and is considered to be riskier than AIAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BUG.DE | AIAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.31% | 3.63% | +10.68% |
Volatility (6M)Calculated over the trailing 6-month period | 26.62% | 10.08% | +16.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.48% | 13.43% | +17.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.90% | 17.46% | +10.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.90% | 17.46% | +10.44% |
BUG.DE vs. AIAA.DE - Expense Ratio Comparison
BUG.DE has a 0.50% expense ratio, which is higher than AIAA.DE's 0.35% expense ratio.
Dividends
BUG.DE vs. AIAA.DE - Dividend Comparison
Neither BUG.DE nor AIAA.DE has paid dividends to shareholders.
Frequently Asked Questions
BUG.DE and AIAA.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AIAA.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AIAA.DE is cheaper with a 0.35% expense ratio, compared with 0.50% for BUG.DE.
BUG.DE tracks Indxx Cybersecurity, while AIAA.DE tracks STOXX Global AI Adopters and Applications Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for BUG.DE and 0.35% for AIAA.DE.
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