BUG vs. ASMH

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Cybersecurity ETF (BUG) and ASML Holding NV ADR Hedged ETF (ASMH).

BUG and ASMH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BUG is a passively managed fund by Global X that tracks the performance of the Indxx Cybersecurity Index. It was launched on Oct 25, 2019. ASMH is a passively managed fund by Precidian Funds that tracks the performance of the ASML Holding NV Sponsored ADR. It was launched on Mar 13, 2025. Both BUG and ASMH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

BUG vs. ASMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Cybersecurity ETF (BUG) and ASML Holding NV ADR Hedged ETF (ASMH). The values are adjusted to include any dividend payments, if applicable.

BUG vs. ASMH - Yearly Performance Comparison

	2026 (YTD)	2025
BUG Global X Cybersecurity ETF	-17.56%	-4.89%
ASMH ASML Holding NV ADR Hedged ETF	25.77%	58.84%

Returns By Period

In the year-to-date period, BUG achieves a -17.56% return, which is significantly lower than ASMH's 25.77% return.

BUG

• 1D: 3.33%
• 1M: 0.00%
• YTD: -17.56%
• 6M: -28.62%
• 1Y: -22.33%
• 3Y*: 2.39%
• 5Y*: 0.17%
• 10Y*: —

ASMH

• 1D: 4.15%
• 1M: -6.47%
• YTD: 25.77%
• 6M: 39.55%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BUG vs. ASMH - Expense Ratio Comparison

BUG has a 0.50% expense ratio, which is higher than ASMH's 0.19% expense ratio.

BUG

Global X Cybersecurity ETF

ASMH

ASML Holding NV ADR Hedged ETF

Return for Risk

BUG vs. ASMH — Risk / Return Rank

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

BUG

BUG Risk / Return Rank: 2
BUG Sharpe Ratio Rank: 1
BUG Sortino Ratio Rank: 2
BUG Omega Ratio Rank: 2
BUG Calmar Ratio Rank: 2
BUG Martin Ratio Rank: 1

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. ASMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity ETF (BUG) and ASML Holding NV ADR Hedged ETF (ASMH). 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	ASMH	Difference
Sharpe ratio Return per unit of total volatility	-0.80	—	—
Sortino ratio Return per unit of downside risk	-1.00	—	—
Omega ratio Gain probability vs. loss probability	0.88	—	—
Calmar ratio Return relative to maximum drawdown	-0.66	—	—
Martin ratio Return relative to average drawdown	-1.53	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BUG	ASMH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.80	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	3.00	-2.71

Correlation

The correlation between BUG and ASMH is 0.22, 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 vs. ASMH - Dividend Comparison

BUG's dividend yield for the trailing twelve months is around 0.05%, less than ASMH's 1.29% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
BUG Global X Cybersecurity ETF	0.05%	0.04%	0.09%	0.10%	1.56%	0.66%	0.46%	0.24%
ASMH ASML Holding NV ADR Hedged ETF	1.29%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

BUG vs. ASMH - Drawdown Comparison

The maximum BUG drawdown since its inception was -41.66%, which is greater than ASMH's maximum drawdown of -15.89%. Use the drawdown chart below to compare losses from any high point for BUG and ASMH.

Drawdown Indicators

	BUG	ASMH	Difference
Max Drawdown Largest peak-to-trough decline	-41.66%	-15.89%	-25.77%
Max Drawdown (1Y) Largest decline over 1 year	-35.69%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-41.66%	—	—
Current Drawdown Current decline from peak	-32.85%	-11.21%	-21.64%
Average Drawdown Average peak-to-trough decline	-14.21%	-4.43%	-9.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.33%	—	—

Volatility

Volatility by Period

	BUG	ASMH	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.65%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.90%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	28.21%	36.81%	-8.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.45%	36.81%	-9.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.70%	36.81%	-8.11%