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BUG.DE vs. AKWA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUG.DE vs. AKWA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Cybersecurity UCITS ETF USD Accumulating (BUG.DE) and Global X Clean Water UCITS ETF (AKWA.DE). The values are adjusted to include any dividend payments, if applicable.

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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 AKWA.DE's -0.44% return.


BUG.DE

1D
-1.78%
1M
31.53%
YTD
19.68%
6M
14.47%
1Y
0.22%
3Y*
12.37%
5Y*
10Y*

AKWA.DE

1D
-0.50%
1M
-1.77%
YTD
-0.44%
6M
-2.43%
1Y
-0.46%
3Y*
7.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUG.DE vs. AKWA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BUG.DE
Global X Cybersecurity UCITS ETF USD Accumulating
19.68%-14.52%14.93%39.35%-31.18%3.69%
AKWA.DE
Global X Clean Water UCITS ETF
-0.44%0.80%12.17%20.84%-15.13%-0.34%

Correlation

The correlation between BUG.DE and AKWA.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2021

0.42

Over the past year, the correlation between BUG.DE and AKWA.DE has dropped to 0.14 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

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Return for Risk

BUG.DE vs. AKWA.DE — Risk / Return Rank

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

BUG.DE
BUG.DE Risk / Return Rank: 99
Overall Rank
BUG.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BUG.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
BUG.DE Omega Ratio Rank: 1010
Omega Ratio Rank
BUG.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
BUG.DE Martin Ratio Rank: 99
Martin Ratio Rank

AKWA.DE
AKWA.DE Risk / Return Rank: 99
Overall Rank
AKWA.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
AKWA.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
AKWA.DE Omega Ratio Rank: 88
Omega Ratio Rank
AKWA.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
AKWA.DE Martin Ratio Rank: 99
Martin Ratio Rank
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.

BUG.DE vs. AKWA.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 Global X Clean Water UCITS ETF (AKWA.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.DEAKWA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.03

1.01

+0.02

Calmar ratioReturn relative to maximum drawdown

0.01

-0.05

+0.05

Martin ratioReturn relative to average drawdown

0.01

-0.11

+0.12

BUG.DE vs. AKWA.DE - Sharpe Ratio Comparison

The current BUG.DE Sharpe Ratio is 0.01, which is higher than the AKWA.DE Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of BUG.DE and AKWA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BUG.DEAKWA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

-0.03

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.20

-0.15

Drawdowns

BUG.DE vs. AKWA.DE - Drawdown Comparison

The maximum BUG.DE drawdown since its inception was -42.84%, which is greater than AKWA.DE's maximum drawdown of -23.07%. Use the drawdown chart below to compare losses from any high point for BUG.DE and AKWA.DE.


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Drawdown Indicators


BUG.DEAKWA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.84%

-23.07%

-19.77%

Max Drawdown (1Y)

Largest decline over 1 year

-36.87%

-9.90%

-26.97%

Max Drawdown (3Y)

Largest decline over 3 years

-42.84%

-19.99%

-22.85%

Current Drawdown

Current decline from peak

-10.53%

-8.54%

-1.99%

Average Drawdown

Average peak-to-trough decline

-16.69%

-7.60%

-9.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.80%

4.12%

+13.68%

Volatility

BUG.DE vs. AKWA.DE - Volatility Comparison

Global X Cybersecurity UCITS ETF USD Accumulating (BUG.DE) has a higher volatility of 14.31% compared to Global X Clean Water UCITS ETF (AKWA.DE) at 3.85%. This indicates that BUG.DE's price experiences larger fluctuations and is considered to be riskier than AKWA.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.DEAKWA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.31%

3.85%

+10.46%

Volatility (6M)

Calculated over the trailing 6-month period

26.62%

10.07%

+16.55%

Volatility (1Y)

Calculated over the trailing 1-year period

30.48%

13.59%

+16.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.90%

16.02%

+11.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.90%

16.02%

+11.88%

BUG.DE vs. AKWA.DE - Expense Ratio Comparison

Both BUG.DE and AKWA.DE have an expense ratio of 0.50%.


Dividends

BUG.DE vs. AKWA.DE - Dividend Comparison

Neither BUG.DE nor AKWA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BUG.DE and AKWA.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BUG.DE and AKWA.DE have the same expense ratio: 0.50% per year.

BUG.DE is categorized as Technology Equities, while AKWA.DE is Water Equities. BUG.DE tracks Indxx Cybersecurity, while AKWA.DE tracks Solactive Global Clean Water Industry.

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