BUG vs. AGG
BUG (Global X Cybersecurity ETF) and AGG (iShares Core U.S. Aggregate Bond ETF) are both exchange-traded funds - BUG is a Technology Equities fund tracking the Indxx Cybersecurity Index, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Both are passively managed. Over the past 5 years, BUG returned 5.10%/yr vs -0.03%/yr for AGG. At a 0.18 correlation, their price movements are largely independent. BUG charges 0.50%/yr vs 0.03%/yr for AGG.
Performance
BUG vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, BUG achieves a 14.02% return, which is significantly higher than AGG's -0.08% return.
BUG
- 1D
- -1.39%
- 1M
- 12.72%
- YTD
- 14.02%
- 6M
- 7.90%
- 1Y
- -4.05%
- 3Y*
- 13.63%
- 5Y*
- 5.10%
- 10Y*
- —
AGG
- 1D
- 0.00%
- 1M
- -0.69%
- YTD
- -0.08%
- 6M
- 0.26%
- 1Y
- 4.97%
- 3Y*
- 3.88%
- 5Y*
- -0.03%
- 10Y*
- 1.52%
BUG vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BUG Global X Cybersecurity ETF | 14.02% | -5.04% | 9.59% | 41.40% | -33.63% | 13.24% | 70.83% | 6.55% |
AGG iShares Core U.S. Aggregate Bond ETF | -0.08% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | -0.08% |
Correlation
The correlation between BUG and AGG is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2019 | 0.18 |
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Return for Risk
BUG vs. AGG — Risk / Return Rank
BUG
AGG
BUG vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity ETF (BUG) and iShares Core U.S. Aggregate Bond ETF (AGG). 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 | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.23 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 1.81 | -1.91 |
| Martin ratioReturn relative to average drawdown | -0.22 | 5.44 | -5.66 |
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 | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 1.32 | -1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | -0.00 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.59 | -0.13 |
Drawdowns
BUG vs. AGG - Drawdown Comparison
The maximum BUG drawdown since its inception was -41.66%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for BUG and AGG.
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Drawdown Indicators
| BUG | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.66% | -18.43% | -23.23% |
Max Drawdown (1Y)Largest decline over 1 year | -37.69% | -2.76% | -34.93% |
Max Drawdown (3Y)Largest decline over 3 years | -37.69% | -6.11% | -31.58% |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | -17.82% | -23.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.43% | — |
Current DrawdownCurrent decline from peak | -9.91% | -2.47% | -7.44% |
Average DrawdownAverage peak-to-trough decline | -14.41% | -2.71% | -11.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.38% | 0.92% | +17.46% |
Volatility
BUG vs. AGG - Volatility Comparison
Global X Cybersecurity ETF (BUG) has a higher volatility of 14.65% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.29%. This indicates that BUG's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BUG | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.65% | 1.29% | +13.36% |
Volatility (6M)Calculated over the trailing 6-month period | 26.06% | 2.77% | +23.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.04% | 3.80% | +27.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.51% | 6.09% | +22.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.34% | 5.41% | +23.93% |
BUG vs. AGG - Expense Ratio Comparison
BUG has a 0.50% expense ratio, which is higher than AGG's 0.03% expense ratio.
Dividends
BUG vs. AGG - Dividend Comparison
BUG's dividend yield for the trailing twelve months is around 0.03%, less than AGG's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 4.00% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
BUG Global X Cybersecurity ETF | 0.03% | 0.04% | 0.09% | 0.10% | 1.56% | 0.66% | 0.46% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BUG and AGG have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BUG has higher volatility (14.65%) compared to AGG (1.29%). In terms of maximum drawdown, BUG dropped -41.66% vs AGG's -18.43%.
On 5-year performance, BUG leads with 5.10% vs -0.03% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.29%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BUG has performed better with a 5.10% return vs -0.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGG is cheaper with a 0.03% expense ratio, compared with 0.50% for BUG.
AGG has the higher dividend yield at 4.00%, compared with 0.03% for BUG.
BUG is categorized as Technology Equities, while AGG is Total Bond Market. BUG tracks Indxx Cybersecurity Index, while AGG tracks Bloomberg U.S. Aggregate Bond Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for BUG and 0.03% for AGG.
AGG currently has the higher Sharpe Ratio (1.32 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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