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

Correlation

The correlation between BUG and IGV is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

BUG vs. IGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Cybersecurity ETF (BUG) and iShares Expanded Tech-Software Sector ET (IGV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

BUG:

10.22%

IGV:

28.49%

Max Drawdown

BUG:

-2.81%

IGV:

-62.18%

Current Drawdown

BUG:

-2.81%

IGV:

-9.41%

Returns By Period


BUG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IGV

YTD

-0.43%

1M

14.32%

6M

-1.53%

1Y

22.48%

5Y*

14.79%

10Y*

17.47%

*Annualized

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BUG vs. IGV - Expense Ratio Comparison

BUG has a 0.50% expense ratio, which is higher than IGV's 0.46% expense ratio.


Risk-Adjusted Performance

BUG vs. IGV — 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 7171
Overall Rank
The Sharpe Ratio Rank of BUG is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of BUG is 7070
Sortino Ratio Rank
The Omega Ratio Rank of BUG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of BUG is 7878
Calmar Ratio Rank
The Martin Ratio Rank of BUG is 7272
Martin Ratio Rank

IGV
The Risk-Adjusted Performance Rank of IGV is 7777
Overall Rank
The Sharpe Ratio Rank of IGV is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of IGV is 7878
Sortino Ratio Rank
The Omega Ratio Rank of IGV is 7777
Omega Ratio Rank
The Calmar Ratio Rank of IGV is 8181
Calmar Ratio Rank
The Martin Ratio Rank of IGV is 7373
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. IGV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity ETF (BUG) and iShares Expanded Tech-Software Sector ET (IGV). 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.



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Dividends

BUG vs. IGV - Dividend Comparison

Neither BUG nor IGV has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BUG
Global X Cybersecurity ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGV
iShares Expanded Tech-Software Sector ET
0.00%0.00%0.42%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%0.29%

Drawdowns

BUG vs. IGV - Drawdown Comparison

The maximum BUG drawdown since its inception was -2.81%, smaller than the maximum IGV drawdown of -62.18%. Use the drawdown chart below to compare losses from any high point for BUG and IGV. For additional features, visit the drawdowns tool.


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Volatility

BUG vs. IGV - Volatility Comparison


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