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BUG.DE vs. ES6Y.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUG.DE vs. ES6Y.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 L&G Emerging Cyber Security ESG Exclusions UCITS ETF USD Accumulating (ES6Y.DE). The values are adjusted to include any dividend payments, if applicable.

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BUG.DE vs. ES6Y.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
BUG.DE
Global X Cybersecurity UCITS ETF USD Accumulating
-16.60%-14.52%14.93%39.35%-24.20%
ES6Y.DE
L&G Emerging Cyber Security ESG Exclusions UCITS ETF USD Accumulating
6.28%-9.21%34.05%51.62%-18.28%

Returns By Period

In the year-to-date period, BUG.DE achieves a -16.60% return, which is significantly lower than ES6Y.DE's 6.28% return.


BUG.DE

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

ES6Y.DE

1D
4.95%
1M
7.00%
YTD
6.28%
6M
1.17%
1Y
13.34%
3Y*
18.82%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BUG.DE vs. ES6Y.DE - Expense Ratio Comparison

BUG.DE has a 0.50% expense ratio, which is higher than ES6Y.DE's 0.49% expense ratio.


Return for Risk

BUG.DE vs. ES6Y.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

ES6Y.DE
ES6Y.DE Risk / Return Rank: 2626
Overall Rank
ES6Y.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ES6Y.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
ES6Y.DE Omega Ratio Rank: 2525
Omega Ratio Rank
ES6Y.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
ES6Y.DE Martin Ratio Rank: 2424
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. ES6Y.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 L&G Emerging Cyber Security ESG Exclusions UCITS ETF USD Accumulating (ES6Y.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.DEES6Y.DEDifference

Sharpe ratio

Return per unit of total volatility

-1.02

0.48

-1.50

Sortino ratio

Return per unit of downside risk

-1.32

0.83

-2.15

Omega ratio

Gain probability vs. loss probability

0.83

1.11

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.79

0.85

-1.64

Martin ratio

Return relative to average drawdown

-1.83

2.05

-3.88

BUG.DE vs. ES6Y.DE - Sharpe Ratio Comparison

The current BUG.DE Sharpe Ratio is -1.02, which is lower than the ES6Y.DE Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of BUG.DE and ES6Y.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.DEES6Y.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.02

0.48

-1.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.54

-0.78

Correlation

The correlation between BUG.DE and ES6Y.DE is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BUG.DE vs. ES6Y.DE - Dividend Comparison

Neither BUG.DE nor ES6Y.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BUG.DE vs. ES6Y.DE - Drawdown Comparison

The maximum BUG.DE drawdown since its inception was -41.03%, which is greater than ES6Y.DE's maximum drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for BUG.DE and ES6Y.DE.


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Drawdown Indicators


BUG.DEES6Y.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.03%

-34.72%

-6.31%

Max Drawdown (1Y)

Largest decline over 1 year

-34.86%

-16.08%

-18.78%

Current Drawdown

Current decline from peak

-37.65%

-12.29%

-25.36%

Average Drawdown

Average peak-to-trough decline

-16.26%

-9.83%

-6.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.02%

6.22%

+8.80%

Volatility

BUG.DE vs. ES6Y.DE - Volatility Comparison

The current volatility for Global X Cybersecurity UCITS ETF USD Accumulating (BUG.DE) is 7.53%, while L&G Emerging Cyber Security ESG Exclusions UCITS ETF USD Accumulating (ES6Y.DE) has a volatility of 8.84%. This indicates that BUG.DE experiences smaller price fluctuations and is considered to be less risky than ES6Y.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.DEES6Y.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

8.84%

-1.31%

Volatility (6M)

Calculated over the trailing 6-month period

20.37%

18.64%

+1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

26.64%

27.70%

-1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.81%

26.12%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.81%

26.12%

+0.69%