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BUG vs. PXQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUG vs. PXQ - Performance Comparison

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

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BUG vs. PXQ - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BUG
Global X Cybersecurity ETF
-17.56%-5.04%9.59%41.40%-33.63%13.24%70.83%6.55%
PXQ
Invesco Dynamic Networking ETF
3.66%28.65%19.41%27.39%-29.54%21.83%39.14%5.36%

Returns By Period

In the year-to-date period, BUG achieves a -17.56% return, which is significantly lower than PXQ's 3.66% return.


BUG

1D
3.33%
1M
0.00%
YTD
-17.56%
6M
-28.62%
1Y
-22.33%
3Y*
2.39%
5Y*
0.17%
10Y*

PXQ

1D
3.38%
1M
-6.68%
YTD
3.66%
6M
9.60%
1Y
39.27%
3Y*
23.01%
5Y*
11.86%
10Y*
16.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BUG vs. PXQ - Expense Ratio Comparison

BUG has a 0.50% expense ratio, which is lower than PXQ's 0.63% expense ratio.


Return for Risk

BUG vs. PXQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BUG
BUG Risk / Return Rank: 22
Overall Rank
BUG Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BUG Sortino Ratio Rank: 22
Sortino Ratio Rank
BUG Omega Ratio Rank: 22
Omega Ratio Rank
BUG Calmar Ratio Rank: 22
Calmar Ratio Rank
BUG Martin Ratio Rank: 11
Martin Ratio Rank

PXQ
PXQ Risk / Return Rank: 8888
Overall Rank
PXQ Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PXQ Sortino Ratio Rank: 8787
Sortino Ratio Rank
PXQ Omega Ratio Rank: 8484
Omega Ratio Rank
PXQ Calmar Ratio Rank: 9090
Calmar Ratio Rank
PXQ Martin Ratio Rank: 9494
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. PXQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity ETF (BUG) and Invesco Dynamic Networking ETF (PXQ). 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.


BUGPXQDifference

Sharpe ratio

Return per unit of total volatility

-0.80

1.70

-2.49

Sortino ratio

Return per unit of downside risk

-1.00

2.39

-3.39

Omega ratio

Gain probability vs. loss probability

0.88

1.33

-0.46

Calmar ratio

Return relative to maximum drawdown

-0.66

3.03

-3.68

Martin ratio

Return relative to average drawdown

-1.53

14.17

-15.70

BUG vs. PXQ - Sharpe Ratio Comparison

The current BUG Sharpe Ratio is -0.80, which is lower than the PXQ Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of BUG and PXQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BUGPXQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.80

1.70

-2.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.52

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.48

-0.20

Correlation

The correlation between BUG and PXQ is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BUG vs. PXQ - Dividend Comparison

BUG's dividend yield for the trailing twelve months is around 0.05%, less than PXQ's 0.90% yield.


TTM2025202420232022202120202019201820172016
BUG
Global X Cybersecurity ETF
0.05%0.04%0.09%0.10%1.56%0.66%0.46%0.24%0.00%0.00%0.00%
PXQ
Invesco Dynamic Networking ETF
0.90%0.86%1.38%0.60%2.24%0.55%0.18%0.44%1.22%0.66%0.44%

Drawdowns

BUG vs. PXQ - Drawdown Comparison

The maximum BUG drawdown since its inception was -41.66%, smaller than the maximum PXQ drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for BUG and PXQ.


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Drawdown Indicators


BUGPXQDifference

Max Drawdown

Largest peak-to-trough decline

-41.66%

-57.18%

+15.52%

Max Drawdown (1Y)

Largest decline over 1 year

-35.69%

-12.94%

-22.75%

Max Drawdown (5Y)

Largest decline over 5 years

-41.66%

-34.55%

-7.11%

Max Drawdown (10Y)

Largest decline over 10 years

-34.55%

Current Drawdown

Current decline from peak

-32.85%

-6.94%

-25.91%

Average Drawdown

Average peak-to-trough decline

-14.21%

-10.82%

-3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.33%

2.76%

+12.57%

Volatility

BUG vs. PXQ - Volatility Comparison

Global X Cybersecurity ETF (BUG) and Invesco Dynamic Networking ETF (PXQ) have volatilities of 8.65% and 8.61%, 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.


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Volatility by Period


BUGPXQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.65%

8.61%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

19.90%

15.47%

+4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

28.21%

23.27%

+4.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.45%

22.86%

+4.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.70%

22.72%

+5.98%