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BUG.DE vs. E908.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUG.DE vs. E908.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 Amundi TecDAX UCITS ETF Dist (E908.DE). The values are adjusted to include any dividend payments, if applicable.

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BUG.DE vs. E908.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BUG.DE
Global X Cybersecurity UCITS ETF USD Accumulating
-16.60%-14.52%14.93%39.35%-31.18%-5.59%
E908.DE
Amundi TecDAX UCITS ETF Dist
-3.65%5.30%2.57%12.83%-25.90%-1.03%

Returns By Period

In the year-to-date period, BUG.DE achieves a -16.60% return, which is significantly lower than E908.DE's -3.65% return.


BUG.DE

1D
1.75%
1M
1.80%
YTD
-16.60%
6M
-26.85%
1Y
-27.20%
3Y*
0.70%
5Y*
10Y*

E908.DE

1D
2.26%
1M
-6.31%
YTD
-3.65%
6M
-5.37%
1Y
-4.56%
3Y*
1.14%
5Y*
-0.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BUG.DE vs. E908.DE - Expense Ratio Comparison

BUG.DE has a 0.50% expense ratio, which is higher than E908.DE's 0.40% expense ratio.


Return for Risk

BUG.DE vs. E908.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: 11
Overall Rank
BUG.DE Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BUG.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
BUG.DE Omega Ratio Rank: 11
Omega Ratio Rank
BUG.DE Calmar Ratio Rank: 11
Calmar Ratio Rank
BUG.DE Martin Ratio Rank: 00
Martin Ratio Rank

E908.DE
E908.DE Risk / Return Rank: 88
Overall Rank
E908.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
E908.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
E908.DE Omega Ratio Rank: 77
Omega Ratio Rank
E908.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
E908.DE Martin Ratio Rank: 88
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. E908.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 Amundi TecDAX UCITS ETF Dist (E908.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.DEE908.DEDifference

Sharpe ratio

Return per unit of total volatility

-1.02

-0.24

-0.78

Sortino ratio

Return per unit of downside risk

-1.32

-0.20

-1.12

Omega ratio

Gain probability vs. loss probability

0.83

0.98

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.79

-0.24

-0.55

Martin ratio

Return relative to average drawdown

-1.83

-0.50

-1.33

BUG.DE vs. E908.DE - Sharpe Ratio Comparison

The current BUG.DE Sharpe Ratio is -1.02, which is lower than the E908.DE Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of BUG.DE and E908.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BUG.DEE908.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.02

-0.24

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.38

-0.62

Correlation

The correlation between BUG.DE and E908.DE is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BUG.DE vs. E908.DE - Dividend Comparison

BUG.DE has not paid dividends to shareholders, while E908.DE's dividend yield for the trailing twelve months is around 1.04%.


TTM202520242023202220212020201920182017
BUG.DE
Global X Cybersecurity UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
E908.DE
Amundi TecDAX UCITS ETF Dist
1.04%1.00%1.00%1.71%1.08%0.50%0.60%0.93%0.90%0.84%

Drawdowns

BUG.DE vs. E908.DE - Drawdown Comparison

The maximum BUG.DE drawdown since its inception was -41.03%, which is greater than E908.DE's maximum drawdown of -34.82%. Use the drawdown chart below to compare losses from any high point for BUG.DE and E908.DE.


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Drawdown Indicators


BUG.DEE908.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.03%

-34.82%

-6.21%

Max Drawdown (1Y)

Largest decline over 1 year

-34.86%

-15.93%

-18.93%

Max Drawdown (5Y)

Largest decline over 5 years

-34.82%

Current Drawdown

Current decline from peak

-37.65%

-14.29%

-23.36%

Average Drawdown

Average peak-to-trough decline

-16.26%

-10.70%

-5.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.02%

7.46%

+7.56%

Volatility

BUG.DE vs. E908.DE - Volatility Comparison

Global X Cybersecurity UCITS ETF USD Accumulating (BUG.DE) has a higher volatility of 7.53% compared to Amundi TecDAX UCITS ETF Dist (E908.DE) at 6.80%. This indicates that BUG.DE's price experiences larger fluctuations and is considered to be riskier than E908.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.DEE908.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

6.80%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

20.37%

13.20%

+7.17%

Volatility (1Y)

Calculated over the trailing 1-year period

26.64%

19.23%

+7.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.81%

18.58%

+8.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.81%

19.30%

+7.51%