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BUG vs. IDGT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BUG vs. IDGT

Last updated Jun 4, 2026

BUG (Global X Cybersecurity ETF) and IDGT (iShares U.S. Digital Infrastructure and Real Estate ETF) are both Technology Equities funds - BUG tracks the Indxx Cybersecurity Index while IDGT tracks the S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross. Both are passively managed. Over the past 5 years, BUG returned 6.86%/yr vs 13.30%/yr for IDGT. A 0.58 correlation means they provide meaningful diversification when combined. BUG charges 0.50%/yr vs 0.41%/yr for IDGT.

Performance

BUG vs. IDGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Cybersecurity ETF (BUG) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BUG achieves a 20.72% return, which is significantly lower than IDGT's 53.90% return.

BUG

1D
-4.04%
1M
33.08%
YTD
20.72%
6M
15.17%
1Y
2.89%
3Y*
15.82%
5Y*
6.86%
10Y*
—

IDGT

1D
-1.58%
1M
8.43%
YTD
53.90%
6M
49.82%
1Y
63.37%
3Y*
25.08%
5Y*
13.30%
10Y*
14.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUG vs. IDGT - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
BUG
Global X Cybersecurity ETF		20.72%-5.04%9.59%41.40%-33.63%13.24%70.83%6.55%
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF		53.90%6.79%26.71%-6.09%-17.90%42.14%8.78%3.55%

Correlation

The correlation between BUG and IDGT is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2019

0.58

The correlation between BUG and IDGT shifts across timeframes, from 0.42 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.

BUG vs. IDGT - Sectors Allocation Comparison

Sectors
BUG
IDGT

Technology

99.9%
60.7%

Communication Services

0.0%
4.8%

Consumer Cyclical

0.0%

-

Consumer Defensive

0.0%

-

Healthcare

0.0%

-

Basic Materials

-

-

Energy

-

-

Financial Services

-

-

Industrials

-

-

Real Estate

-

34.3%

Utilities

-

-

Technology

BUG
99.9%
IDGT
60.7%

Communication Services

BUG
0.0%
IDGT
4.8%

Consumer Cyclical

BUG
0.0%
IDGT

-

Consumer Defensive

BUG
0.0%
IDGT

-

Healthcare

BUG
0.0%
IDGT

-

Basic Materials

BUG

-

IDGT

-

Energy

BUG

-

IDGT

-

Financial Services

BUG

-

IDGT

-

Industrials

BUG

-

IDGT

-

Real Estate

BUG

-

IDGT
34.3%

Utilities

BUG

-

IDGT

-

Compare stocks, funds, or ETFs

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Global X Cybersecurity ETF

iShares U.S. Digital Infrastructure and Real Estate ETF

Often compared with BUG:
BUG vs. CIBRBUG vs. HACKBUG vs. IHAKBUG vs. WCBRBUG vs. BUGG.LBUG vs. IGVBUG vs. SKYY
Often compared with IDGT:
IDGT vs. DTCRIDGT vs. GRIDIDGT vs. TRFKIDGT vs. VPNIDGT vs. VOOIDGT vs. EFRAIDGT vs. CLOU

Return for Risk

BUG vs. IDGT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BUG
BUG Risk / Return Rank: 1010
Overall Rank
BUG Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
BUG Sortino Ratio Rank: 1010
Sortino Ratio Rank
BUG Omega Ratio Rank: 1010
Omega Ratio Rank
BUG Calmar Ratio Rank: 99
Calmar Ratio Rank
BUG Martin Ratio Rank: 99
Martin Ratio Rank
IDGT
IDGT Risk / Return Rank: 8989
Overall Rank
IDGT Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IDGT Sortino Ratio Rank: 8686
Sortino Ratio Rank
IDGT Omega Ratio Rank: 8484
Omega Ratio Rank
IDGT Calmar Ratio Rank: 9494
Calmar Ratio Rank
IDGT Martin Ratio Rank: 9191
Martin Ratio Rank
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. IDGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity ETF (BUG) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). 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.

BUGIDGTDifference
Sharpe ratioReturn per unit of total volatility
0.09
3.13

-3.03

Sortino ratioReturn per unit of downside risk
0.34
3.96

-3.62

Omega ratioGain probability vs. loss probability

1.04

1.52

-0.48

Calmar ratioReturn relative to maximum drawdown

0.08

7.54

-7.46

Martin ratioReturn relative to average drawdown

0.16

22.58

-22.42

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BUG vs. IDGT - Sharpe Ratio Comparison

The current BUG Sharpe Ratio is 0.09, which is lower than the IDGT Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of BUG and IDGT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

BUGIDGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

3.13

-3.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.58

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.62

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.18

+0.31

Drawdowns

BUG vs. IDGT - Drawdown Comparison

The maximum BUG drawdown since its inception was -41.66%, smaller than the maximum IDGT drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for BUG and IDGT.

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Drawdown Indicators

BUGIDGTDifference

Max Drawdown

Largest peak-to-trough decline

-41.66%

-77.95%

+36.29%

Max Drawdown (1Y)

Largest decline over 1 year

-37.69%

-8.45%

-29.24%

Max Drawdown (3Y)

Largest decline over 3 years

-37.69%

-23.74%

-13.95%

Max Drawdown (5Y)

Largest decline over 5 years

-41.66%

-35.83%

-5.83%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.88%

—

Current Drawdown

Current decline from peak

-4.62%

-1.58%

-3.04%

Average Drawdown

Average peak-to-trough decline

-14.42%

-19.91%

+5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.36%

2.81%

+15.55%

Volatility

BUG vs. IDGT - Volatility Comparison

Global X Cybersecurity ETF (BUG) has a higher volatility of 14.07% compared to iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) at 7.87%. This indicates that BUG's price experiences larger fluctuations and is considered to be riskier than IDGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BUGIDGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.07%

7.87%

+6.20%

Volatility (6M)

Calculated over the trailing 6-month period

25.81%

16.35%

+9.46%

Volatility (1Y)

Calculated over the trailing 1-year period

30.78%

20.41%

+10.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.47%

23.20%

+5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.33%

23.29%

+6.04%

BUG vs. IDGT - Expense Ratio Comparison

BUG has a 0.50% expense ratio, which is higher than IDGT's 0.41% expense ratio.

Dividends

BUG vs. IDGT - Dividend Comparison

BUG's dividend yield for the trailing twelve months is around 0.03%, less than IDGT's 0.72% yield.

PositionTTM20252024202320222021202020192018201720162015
BUG
Global X Cybersecurity ETF		0.03%0.04%0.09%0.10%1.56%0.66%0.46%0.24%0.00%0.00%0.00%0.00%
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF		0.72%1.17%1.64%0.37%0.30%0.28%0.60%0.42%0.65%0.57%0.75%0.72%

Frequently Asked Questions

BUG and IDGT have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BUG has higher volatility (14.07%) compared to IDGT (7.87%). In terms of maximum drawdown, BUG dropped -41.66% vs IDGT's -77.95%.

On 5-year performance, IDGT leads with 13.30% vs 6.86% for BUG. On fees, IDGT is cheaper at 0.41% per year. On volatility, IDGT has been the lower-risk option at 7.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IDGT has performed better with a 13.30% return vs 6.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDGT is cheaper with a 0.41% expense ratio, compared with 0.50% for BUG.

IDGT has the higher dividend yield at 0.72%, compared with 0.03% for BUG.

BUG tracks Indxx Cybersecurity Index, while IDGT tracks S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross. They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for BUG and 0.41% for IDGT.

IDGT currently has the higher Sharpe Ratio (3.13 vs 0.09), 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.

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