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BUG vs. BUGG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUG and BUGG.L is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

BUG vs. BUGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Cybersecurity ETF (BUG) and Global X Cybersecurity UCITS ETF USD Accumulating (BUGG.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%NovemberDecember2025FebruaryMarchApril
-0.22%
-1.86%
BUG
BUGG.L

Key characteristics

Sharpe Ratio

BUG:

0.70

BUGG.L:

0.30

Sortino Ratio

BUG:

1.14

BUGG.L:

0.58

Omega Ratio

BUG:

1.14

BUGG.L:

1.07

Calmar Ratio

BUG:

0.87

BUGG.L:

0.34

Martin Ratio

BUG:

3.00

BUGG.L:

1.05

Ulcer Index

BUG:

5.73%

BUGG.L:

6.32%

Daily Std Dev

BUG:

24.78%

BUGG.L:

22.05%

Max Drawdown

BUG:

-41.66%

BUGG.L:

-33.16%

Current Drawdown

BUG:

-9.54%

BUGG.L:

-15.23%

Returns By Period

In the year-to-date period, BUG achieves a 3.68% return, which is significantly higher than BUGG.L's -4.27% return.


BUG

YTD

3.68%

1M

-0.69%

6M

7.08%

1Y

16.35%

5Y*

15.33%

10Y*

N/A

BUGG.L

YTD

-4.27%

1M

-5.28%

6M

2.44%

1Y

6.62%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BUG vs. BUGG.L - Expense Ratio Comparison

Both BUG and BUGG.L have an expense ratio of 0.50%.


Expense ratio chart for BUG: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BUG: 0.50%
Expense ratio chart for BUGG.L: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BUGG.L: 0.50%

Risk-Adjusted Performance

BUG vs. BUGG.L — Risk-Adjusted Performance Rank

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

BUG
The Risk-Adjusted Performance Rank of BUG is 7373
Overall Rank
The Sharpe Ratio Rank of BUG is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of BUG is 7373
Sortino Ratio Rank
The Omega Ratio Rank of BUG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of BUG is 8080
Calmar Ratio Rank
The Martin Ratio Rank of BUG is 7474
Martin Ratio Rank

BUGG.L
The Risk-Adjusted Performance Rank of BUGG.L is 4646
Overall Rank
The Sharpe Ratio Rank of BUGG.L is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of BUGG.L is 4646
Sortino Ratio Rank
The Omega Ratio Rank of BUGG.L is 4343
Omega Ratio Rank
The Calmar Ratio Rank of BUGG.L is 5151
Calmar Ratio Rank
The Martin Ratio Rank of BUGG.L is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BUG vs. BUGG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity ETF (BUG) and Global X Cybersecurity UCITS ETF USD Accumulating (BUGG.L). 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.


The chart of Sharpe ratio for BUG, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.00
BUG: 0.67
BUGG.L: 0.63
The chart of Sortino ratio for BUG, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.00
BUG: 1.10
BUGG.L: 1.03
The chart of Omega ratio for BUG, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
BUG: 1.14
BUGG.L: 1.13
The chart of Calmar ratio for BUG, currently valued at 0.88, compared to the broader market0.002.004.006.008.0010.0012.00
BUG: 0.88
BUGG.L: 0.78
The chart of Martin ratio for BUG, currently valued at 2.84, compared to the broader market0.0020.0040.0060.00
BUG: 2.84
BUGG.L: 2.47

The current BUG Sharpe Ratio is 0.70, which is higher than the BUGG.L Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of BUG and BUGG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.67
0.63
BUG
BUGG.L

Dividends

BUG vs. BUGG.L - Dividend Comparison

BUG's dividend yield for the trailing twelve months is around 0.09%, while BUGG.L has not paid dividends to shareholders.


TTM202420232022202120202019
BUG
Global X Cybersecurity ETF
0.09%0.09%0.11%1.56%0.66%0.46%0.24%
BUGG.L
Global X Cybersecurity UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BUG vs. BUGG.L - Drawdown Comparison

The maximum BUG drawdown since its inception was -41.66%, which is greater than BUGG.L's maximum drawdown of -33.16%. Use the drawdown chart below to compare losses from any high point for BUG and BUGG.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.54%
-10.61%
BUG
BUGG.L

Volatility

BUG vs. BUGG.L - Volatility Comparison

Global X Cybersecurity ETF (BUG) has a higher volatility of 14.02% compared to Global X Cybersecurity UCITS ETF USD Accumulating (BUGG.L) at 11.74%. This indicates that BUG's price experiences larger fluctuations and is considered to be riskier than BUGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.02%
11.74%
BUG
BUGG.L