BUG vs. AIS

Last updated Jun 24, 2026

BUG (Global X Cybersecurity ETF) and AIS (VistaShares Artificial Intelligence Supercycle ETF) are both Technology Equities funds. BUG is passively managed, while AIS is actively managed. Over the past year, BUG returned -6.48% vs 204.96% for AIS. At a 0.47 correlation, their price movements are largely independent. BUG charges 0.50%/yr vs 0.75%/yr for AIS.

Performance

BUG vs. AIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Cybersecurity ETF (BUG) and VistaShares Artificial Intelligence Supercycle ETF (AIS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BUG achieves a 11.69% return, which is significantly lower than AIS's 113.37% return.

BUG

• 1D: 2.13%
• 1M: -0.96%
• YTD: 11.69%
• 6M: 9.26%
• 1Y: -6.48%
• 3Y*: 13.04%
• 5Y*: 3.60%
• 10Y*: —

AIS

• 1D: -8.85%
• 1M: 12.86%
• YTD: 113.37%
• 6M: 114.50%
• 1Y: 204.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BUG vs. AIS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BUG Global X Cybersecurity ETF	11.69%	-5.04%	-4.86%
AIS VistaShares Artificial Intelligence Supercycle ETF	113.37%	58.35%	-4.74%

Correlation

The correlation between BUG and AIS is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024	0.47

The correlation between BUG and AIS shifts across timeframes, from 0.34 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

BUG vs. AIS - Sectors Allocation Comparison

Sectors	BUG	AIS
Technology	100.0%	88.5%
Communication Services	0.0%	-
Consumer Cyclical	0.0%	-
Consumer Defensive	0.0%	-
Healthcare	0.0%	-
Basic Materials	-	-
Energy	-	-
Financial Services	-	-0.0%
Industrials	-	7.4%
Real Estate	-	-
Utilities	-	2.6%

Return for Risk

BUG vs. AIS — Risk / Return Rank

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

BUG

BUG Risk / Return Rank: 7
BUG Sharpe Ratio Rank: 7
BUG Sortino Ratio Rank: 7
BUG Omega Ratio Rank: 7
BUG Calmar Ratio Rank: 7
BUG Martin Ratio Rank: 7

AIS

AIS Risk / Return Rank: 96
AIS Sharpe Ratio Rank: 98
AIS Sortino Ratio Rank: 94
AIS Omega Ratio Rank: 94
AIS Calmar Ratio Rank: 98
AIS Martin Ratio Rank: 97

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 vs. AIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity ETF (BUG) and VistaShares Artificial Intelligence Supercycle ETF (AIS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BUG	AIS	Difference
Sharpe ratio: Return per unit of total volatility	-0.21	4.96	-5.17
Sortino ratio: Return per unit of downside risk	-0.08	4.50	-4.58
Omega ratio: Gain probability vs. loss probability	0.99	1.65	-0.66
Calmar ratio: Return relative to maximum drawdown	-0.17	13.02	-13.19
Martin ratio: Return relative to average drawdown	-0.35	39.90	-40.25

BUG vs. AIS - Sharpe Ratio Comparison

The current BUG Sharpe Ratio is -0.21, which is lower than the AIS Sharpe Ratio of 4.96. The chart below compares the historical Sharpe Ratios of BUG and AIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BUG vs. AIS - Drawdown Comparison

The maximum BUG drawdown since its inception was -41.66%, which is greater than AIS's maximum drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for BUG and AIS.

Drawdown Indicators

	BUG	AIS	Difference
Max Drawdown Largest peak-to-trough decline	-41.66%	-32.78%	-8.88%
Max Drawdown (1Y) Largest decline over 1 year	-37.69%	-15.84%	-21.85%
Max Drawdown (3Y) Largest decline over 3 years	-37.69%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-41.66%	—	—
Current Drawdown Current decline from peak	-11.75%	-8.85%	-2.90%
Average Drawdown Average peak-to-trough decline	-14.38%	-5.48%	-8.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.53%	5.16%	+13.37%

Volatility

BUG vs. AIS - Volatility Comparison

The current volatility for Global X Cybersecurity ETF (BUG) is 13.95%, while VistaShares Artificial Intelligence Supercycle ETF (AIS) has a volatility of 23.82%. This indicates that BUG experiences smaller price fluctuations and is considered to be less risky than AIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BUG	AIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.95%	23.82%	-9.87%
Volatility (6M) Calculated over the trailing 6-month period	26.20%	36.25%	-10.05%
Volatility (1Y) Calculated over the trailing 1-year period	31.21%	41.61%	-10.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.55%	41.09%	-12.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.30%	41.09%	-11.79%

BUG vs. AIS - Expense Ratio Comparison

BUG has a 0.50% expense ratio, which is lower than AIS's 0.75% expense ratio.

Dividends

BUG vs. AIS - Dividend Comparison

BUG's dividend yield for the trailing twelve months is around 0.03%, while AIS has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AIS VistaShares Artificial Intelligence Supercycle ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BUG Global X Cybersecurity ETF	0.03%	0.04%	0.09%	0.10%	1.56%	0.66%	0.46%	0.24%

Frequently Asked Questions

Can I hold both BUG and AIS in my portfolio?

BUG and AIS have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BUG or AIS?

AIS has higher volatility (23.82%) compared to BUG (13.95%). In terms of maximum drawdown, BUG dropped -41.66% vs AIS's -32.78%.

Which ETF is better, BUG or AIS?

On 1-year performance, AIS leads with 204.96% vs -6.48% for BUG. On fees, BUG is cheaper at 0.50% per year. On volatility, BUG has been the lower-risk option at 13.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BUG or AIS?

Over the 1-year period, AIS has performed better with a 204.96% return vs -6.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BUG or AIS?

BUG is cheaper with a 0.50% expense ratio, compared with 0.75% for AIS.

Which ETF pays a higher dividend yield, BUG or AIS?

BUG has the higher dividend yield at 0.03%, compared with 0.00% for AIS.

What is the main difference between BUG and AIS?

They also come from different issuers: Global X and VistaShares. Their fees differ too: 0.50% for BUG and 0.75% for AIS.

Which has better risk-adjusted returns?

AIS currently has the higher Sharpe Ratio (4.96 vs -0.21), 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.