BUG vs. GXPT

Last updated Jun 24, 2026

BUG (Global X Cybersecurity ETF) and GXPT (Global X PureCap MSCI Information Technology ETF) are both Technology Equities funds from Global X - BUG tracks the Indxx Cybersecurity Index while GXPT tracks the MSCI USA Information Technology PureCap Index. Both are passively managed. A 0.51 correlation means they provide meaningful diversification when combined. BUG charges 0.50%/yr vs 0.15%/yr for GXPT.

Performance

BUG vs. GXPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Cybersecurity ETF (BUG) and Global X PureCap MSCI Information Technology ETF (GXPT). 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 GXPT's 16.86% return.

BUG

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

GXPT

• 1D: -3.44%
• 1M: -0.96%
• YTD: 16.86%
• 6M: 15.57%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BUG vs. GXPT - Yearly Performance Comparison

	2026 (YTD)	2025
BUG Global X Cybersecurity ETF	11.69%	-14.36%
GXPT Global X PureCap MSCI Information Technology ETF	16.86%	11.47%

Correlation

The correlation between BUG and GXPT is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025	0.51

Return for Risk

BUG vs. GXPT — 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

GXPT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. GXPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity ETF (BUG) and Global X PureCap MSCI Information Technology ETF (GXPT). 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	GXPT	Difference
Sharpe ratio: Return per unit of total volatility	-0.21	—	—
Sortino ratio: Return per unit of downside risk	-0.08	—	—
Omega ratio: Gain probability vs. loss probability	0.99	—	—
Calmar ratio: Return relative to maximum drawdown	-0.17	—	—
Martin ratio: Return relative to average drawdown	-0.35	—	—

Drawdowns

BUG vs. GXPT - Drawdown Comparison

The maximum BUG drawdown since its inception was -41.66%, which is greater than GXPT's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for BUG and GXPT.

Drawdown Indicators

	BUG	GXPT	Difference
Max Drawdown Largest peak-to-trough decline	-41.66%	-18.74%	-22.92%
Max Drawdown (1Y) Largest decline over 1 year	-37.69%	—	—
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%	-8.72%	-3.03%
Average Drawdown Average peak-to-trough decline	-14.38%	-5.04%	-9.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.53%	—	—

Volatility

Volatility by Period

	BUG	GXPT	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.95%	—	—
Volatility (6M) Calculated over the trailing 6-month period	26.20%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	31.21%	22.91%	+8.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.55%	22.91%	+5.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.30%	22.91%	+6.39%

BUG vs. GXPT - Expense Ratio Comparison

BUG has a 0.50% expense ratio, which is higher than GXPT's 0.15% expense ratio.

Dividends

BUG vs. GXPT - Dividend Comparison

BUG's dividend yield for the trailing twelve months is around 0.03%, less than GXPT's 0.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
BUG Global X Cybersecurity ETF	0.03%	0.04%	0.09%	0.10%	1.56%	0.66%	0.46%	0.24%
GXPT Global X PureCap MSCI Information Technology ETF	0.12%	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BUG and GXPT in my portfolio?

BUG and GXPT have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BUG or GXPT?

On fees, GXPT is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BUG or GXPT?

GXPT is cheaper with a 0.15% expense ratio, compared with 0.50% for BUG.

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

GXPT has the higher dividend yield at 0.12%, compared with 0.03% for BUG.

What is the main difference between BUG and GXPT?

BUG tracks Indxx Cybersecurity Index, while GXPT tracks MSCI USA Information Technology PureCap Index. Their fees differ too: 0.50% for BUG and 0.15% for GXPT.