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

Performance

BUG.DE vs. UDIV.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 SuperDividend UCITS ETF USD Distributing (UDIV.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
BUG.DE
Global X Cybersecurity UCITS ETF USD Accumulating
-16.60%-14.52%14.93%39.35%-23.13%
UDIV.DE
Global X SuperDividend UCITS ETF USD Distributing
8.33%14.37%8.92%9.15%-21.91%

Returns By Period

In the year-to-date period, BUG.DE achieves a -16.60% return, which is significantly lower than UDIV.DE's 8.33% return.


BUG.DE

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

UDIV.DE

1D
0.54%
1M
-1.51%
YTD
8.33%
6M
11.94%
1Y
22.77%
3Y*
15.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

BUG.DE has a 0.50% expense ratio, which is higher than UDIV.DE's 0.45% expense ratio.


Return for Risk

BUG.DE vs. UDIV.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

UDIV.DE
UDIV.DE Risk / Return Rank: 7878
Overall Rank
UDIV.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
UDIV.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
UDIV.DE Omega Ratio Rank: 8181
Omega Ratio Rank
UDIV.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
UDIV.DE Martin Ratio Rank: 8686
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. UDIV.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 SuperDividend UCITS ETF USD Distributing (UDIV.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.DEUDIV.DEDifference

Sharpe ratio

Return per unit of total volatility

-1.02

1.58

-2.59

Sortino ratio

Return per unit of downside risk

-1.32

1.98

-3.29

Omega ratio

Gain probability vs. loss probability

0.83

1.33

-0.50

Calmar ratio

Return relative to maximum drawdown

-0.79

1.96

-2.75

Martin ratio

Return relative to average drawdown

-1.83

11.27

-13.10

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

The current BUG.DE Sharpe Ratio is -1.02, which is lower than the UDIV.DE Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of BUG.DE and UDIV.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.DEUDIV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.02

1.58

-2.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.22

-0.46

Correlation

The correlation between BUG.DE and UDIV.DE is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BUG.DE vs. UDIV.DE - Dividend Comparison

BUG.DE has not paid dividends to shareholders, while UDIV.DE's dividend yield for the trailing twelve months is around 8.96%.


TTM2025202420232022
BUG.DE
Global X Cybersecurity UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%
UDIV.DE
Global X SuperDividend UCITS ETF USD Distributing
8.96%9.75%14.48%18.90%8.94%

Drawdowns

BUG.DE vs. UDIV.DE - Drawdown Comparison

The maximum BUG.DE drawdown since its inception was -41.03%, which is greater than UDIV.DE's maximum drawdown of -29.76%. Use the drawdown chart below to compare losses from any high point for BUG.DE and UDIV.DE.


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Drawdown Indicators


BUG.DEUDIV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.03%

-29.76%

-11.27%

Max Drawdown (1Y)

Largest decline over 1 year

-34.86%

-15.30%

-19.56%

Current Drawdown

Current decline from peak

-37.65%

-1.51%

-36.14%

Average Drawdown

Average peak-to-trough decline

-16.26%

-11.72%

-4.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.02%

2.13%

+12.89%

Volatility

BUG.DE vs. UDIV.DE - Volatility Comparison

Global X Cybersecurity UCITS ETF USD Accumulating (BUG.DE) has a higher volatility of 7.53% compared to Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) at 4.18%. This indicates that BUG.DE's price experiences larger fluctuations and is considered to be riskier than UDIV.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.DEUDIV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

4.18%

+3.35%

Volatility (6M)

Calculated over the trailing 6-month period

20.37%

7.47%

+12.90%

Volatility (1Y)

Calculated over the trailing 1-year period

26.64%

14.41%

+12.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.81%

15.57%

+11.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.81%

15.57%

+11.24%