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BUG vs. CIBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUG and CIBR is 0.67, 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: 0.7

Performance

BUG vs. CIBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Cybersecurity ETF (BUG) and First Trust NASDAQ Cybersecurity ETF (CIBR). The values are adjusted to include any dividend payments, if applicable.

100.00%110.00%120.00%130.00%140.00%150.00%160.00%NovemberDecember2025FebruaryMarchApril
118.17%
134.81%
BUG
CIBR

Key characteristics

Sharpe Ratio

BUG:

0.77

CIBR:

0.90

Sortino Ratio

BUG:

1.24

CIBR:

1.36

Omega Ratio

BUG:

1.15

CIBR:

1.18

Calmar Ratio

BUG:

0.97

CIBR:

1.08

Martin Ratio

BUG:

3.37

CIBR:

3.91

Ulcer Index

BUG:

5.70%

CIBR:

5.58%

Daily Std Dev

BUG:

24.78%

CIBR:

24.27%

Max Drawdown

BUG:

-41.66%

CIBR:

-33.89%

Current Drawdown

BUG:

-10.20%

CIBR:

-10.03%

Returns By Period

In the year-to-date period, BUG achieves a 2.93% return, which is significantly higher than CIBR's 1.98% return.


BUG

YTD

2.93%

1M

-4.21%

6M

6.54%

1Y

15.31%

5Y*

15.67%

10Y*

N/A

CIBR

YTD

1.98%

1M

-3.11%

6M

6.36%

1Y

18.86%

5Y*

18.36%

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. CIBR - Expense Ratio Comparison

BUG has a 0.50% expense ratio, which is lower than CIBR's 0.60% expense ratio.


Expense ratio chart for CIBR: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CIBR: 0.60%
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%

Risk-Adjusted Performance

BUG vs. CIBR — 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 7676
Overall Rank
The Sharpe Ratio Rank of BUG is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of BUG is 7575
Sortino Ratio Rank
The Omega Ratio Rank of BUG is 7272
Omega Ratio Rank
The Calmar Ratio Rank of BUG is 8282
Calmar Ratio Rank
The Martin Ratio Rank of BUG is 7777
Martin Ratio Rank

CIBR
The Risk-Adjusted Performance Rank of CIBR is 8080
Overall Rank
The Sharpe Ratio Rank of CIBR is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of CIBR is 7878
Sortino Ratio Rank
The Omega Ratio Rank of CIBR is 7777
Omega Ratio Rank
The Calmar Ratio Rank of CIBR is 8484
Calmar Ratio Rank
The Martin Ratio Rank of CIBR is 8080
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. CIBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity ETF (BUG) and First Trust NASDAQ Cybersecurity ETF (CIBR). 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 0.77, compared to the broader market-1.000.001.002.003.004.00
BUG: 0.77
CIBR: 0.90
The chart of Sortino ratio for BUG, currently valued at 1.24, compared to the broader market-2.000.002.004.006.008.00
BUG: 1.24
CIBR: 1.36
The chart of Omega ratio for BUG, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
BUG: 1.15
CIBR: 1.18
The chart of Calmar ratio for BUG, currently valued at 0.97, compared to the broader market0.002.004.006.008.0010.0012.00
BUG: 0.97
CIBR: 1.08
The chart of Martin ratio for BUG, currently valued at 3.37, compared to the broader market0.0020.0040.0060.00
BUG: 3.37
CIBR: 3.91

The current BUG Sharpe Ratio is 0.77, which is comparable to the CIBR Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of BUG and CIBR, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.77
0.90
BUG
CIBR

Dividends

BUG vs. CIBR - Dividend Comparison

BUG's dividend yield for the trailing twelve months is around 0.09%, less than CIBR's 0.25% yield.


TTM2024202320222021202020192018201720162015
BUG
Global X Cybersecurity ETF
0.09%0.09%0.11%1.56%0.66%0.46%0.24%0.00%0.00%0.00%0.00%
CIBR
First Trust NASDAQ Cybersecurity ETF
0.25%0.29%0.42%0.31%0.59%1.10%0.23%0.23%0.10%0.77%0.58%

Drawdowns

BUG vs. CIBR - Drawdown Comparison

The maximum BUG drawdown since its inception was -41.66%, which is greater than CIBR's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for BUG and CIBR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.20%
-10.03%
BUG
CIBR

Volatility

BUG vs. CIBR - Volatility Comparison

Global X Cybersecurity ETF (BUG) and First Trust NASDAQ Cybersecurity ETF (CIBR) have volatilities of 14.09% and 14.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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
14.09%
14.83%
BUG
CIBR