BUG vs. MSFT
BUG (Global X Cybersecurity ETF) is Technology Equities fund tracking the Indxx Cybersecurity Index, while MSFT (Microsoft Corporation) is a stock. Over the past 5 years, BUG returned 6.88%/yr vs 8.30%/yr for MSFT. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
BUG vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, BUG achieves a 32.63% return, which is significantly higher than MSFT's -16.45% return.
BUG
- 1D
- -1.17%
- 1M
- 19.21%
- 6M
- 35.39%
- YTD
- 32.63%
- 1Y
- 13.94%
- 3Y*
- 18.67%
- 5Y*
- 6.88%
- 10Y*
- —
- ALL TIME*
- 15.68%
MSFT
- 1D
- 2.15%
- 1M
- 6.03%
- 6M
- -12.13%
- YTD
- -16.45%
- 1Y
- -20.50%
- 3Y*
- 6.20%
- 5Y*
- 8.30%
- 10Y*
- 23.18%
- ALL TIME*
- 24.73%
BUG vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BUG Global X Cybersecurity ETF | 32.63% | -5.04% | 9.59% | 41.40% | -33.63% | 13.24% | 70.83% | 6.21% |
MSFT Microsoft Corporation | -16.45% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 9.42% |
Correlation
The correlation between BUG and MSFT is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2019 | 0.59 |
The correlation between BUG and MSFT shifts across timeframes, from 0.47 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BUG vs. MSFT — Risk / Return Rank
BUG
MSFT
BUG vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity ETF (BUG) and Microsoft Corporation (MSFT). 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 | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.88 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | -0.60 | +0.99 |
| Martin ratioReturn relative to average drawdown | 0.87 | -1.10 | +1.96 |
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Drawdowns
BUG vs. MSFT - Drawdown Comparison
The maximum BUG drawdown since its inception was -41.66%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for BUG and MSFT.
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Drawdown Indicators
| BUG | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.66% | -69.38% | +27.72% |
Max Drawdown (1Y)Largest decline over 1 year | -35.16% | -34.50% | -0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -37.69% | -34.50% | -3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | -37.15% | -4.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -3.79% | -25.32% | +21.53% |
Average DrawdownAverage peak-to-trough decline | -14.26% | -21.80% | +7.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.12% | 18.74% | -2.62% |
Volatility
BUG vs. MSFT - Volatility Comparison
Global X Cybersecurity ETF (BUG) has a higher volatility of 11.15% compared to Microsoft Corporation (MSFT) at 10.25%. This indicates that BUG's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BUG | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.15% | 10.25% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 28.08% | 24.51% | +3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.54% | 27.52% | +5.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.93% | 27.07% | +1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.47% | 27.15% | +2.32% |
Dividends
BUG vs. MSFT - Dividend Comparison
BUG's dividend yield for the trailing twelve months is around 0.03%, less than MSFT's 0.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MSFT Microsoft Corporation | 0.88% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Frequently Asked Questions
BUG and MSFT have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BUG has higher volatility (11.15%) compared to MSFT (10.25%). In terms of maximum drawdown, BUG dropped -41.66% vs MSFT's -69.38%.
BUG currently has the higher Sharpe Ratio (0.43 vs -0.75), 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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