PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
BUG vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BUG vs. QQQ

Last updated Jul 21, 2026
Documentation

BUG (Global X Cybersecurity ETF) and QQQ (Invesco QQQ ETF) are both exchange-traded funds - BUG is a Technology Equities fund tracking the Indxx Cybersecurity Index, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, BUG returned 6.88%/yr vs 14.68%/yr for QQQ. A 0.69 correlation means they provide meaningful diversification when combined. BUG charges 0.50%/yr vs 0.18%/yr for QQQ.

Performance

BUG vs. QQQ - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, BUG achieves a 32.63% return, which is significantly higher than QQQ's 13.58% 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%

QQQ

1D
0.10%
1M
-5.91%
6M
12.30%
YTD
13.58%
1Y
24.61%
3Y*
23.54%
5Y*
14.68%
10Y*
20.72%
ALL TIME*
10.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUG vs. QQQ - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
BUG
Global X Cybersecurity ETF		32.63%-5.04%9.59%41.40%-33.63%13.24%70.83%6.21%
QQQ
Invesco QQQ ETF		13.58%20.77%25.58%54.86%-32.58%27.42%48.62%8.16%

Correlation

The correlation between BUG and QQQ is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.48

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

0.60

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

0.68

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2019

0.69

Over the past year, the correlation between BUG and QQQ has dropped to 0.48 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

BUG vs. QQQ - Sectors Allocation Comparison

Sectors
BUG
QQQ

Technology

100.0%
60.9%

Communication Services

0.0%
13.1%

Consumer Cyclical

0.0%
10.7%

Consumer Defensive

0.0%
6.3%

Healthcare

0.0%
3.6%

Basic Materials

-

1.0%

Energy

-

0.5%

Financial Services

-

0.2%

Industrials

-

2.7%

Real Estate

-

0.1%

Utilities

-

1.1%

Technology

BUG
100.0%
QQQ
60.9%

Communication Services

BUG
0.0%
QQQ
13.1%

Consumer Cyclical

BUG
0.0%
QQQ
10.7%

Consumer Defensive

BUG
0.0%
QQQ
6.3%

Healthcare

BUG
0.0%
QQQ
3.6%

Basic Materials

BUG

-

QQQ
1.0%

Energy

BUG

-

QQQ
0.5%

Financial Services

BUG

-

QQQ
0.2%

Industrials

BUG

-

QQQ
2.7%

Real Estate

BUG

-

QQQ
0.1%

Utilities

BUG

-

QQQ
1.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Global X Cybersecurity ETF

Invesco QQQ ETF

Often compared with BUG:
BUG vs. CIBRBUG vs. HACKBUG vs. IHAKBUG vs. WCBRBUG vs. BUGG.LBUG vs. IGVBUG vs. WCLD
Often compared with QQQ:
QQQ vs. SPYQQQ vs. VOOQQQ vs. VGTQQQ vs. TQQQQQQ vs. SMHQQQ vs. QQQMQQQ vs. SPMO

Return for Risk

BUG vs. QQQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BUG
BUG Risk / Return Rank: 1818
Overall Rank
BUG Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BUG Sortino Ratio Rank: 2020
Sortino Ratio Rank
BUG Omega Ratio Rank: 1919
Omega Ratio Rank
BUG Calmar Ratio Rank: 1616
Calmar Ratio Rank
BUG Martin Ratio Rank: 1515
Martin Ratio Rank
QQQ
QQQ Risk / Return Rank: 5151
Overall Rank
QQQ Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 4747
Sortino Ratio Rank
QQQ Omega Ratio Rank: 4848
Omega Ratio Rank
QQQ Calmar Ratio Rank: 5454
Calmar Ratio Rank
QQQ Martin Ratio Rank: 5757
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. QQQ - Risk-Adjusted Trends Comparison

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

BUGQQQDifference
Sharpe ratioReturn per unit of total volatility
0.43
1.32

-0.89

Sortino ratioReturn per unit of downside risk
0.81
1.83

-1.02

Omega ratioGain probability vs. loss probability

1.10

1.23

-0.13

Calmar ratioReturn relative to maximum drawdown

0.40

2.07

-1.67

Martin ratioReturn relative to average drawdown

0.87

7.22

-6.36

BUG vs. QQQ - Sharpe Ratio Comparison

The current BUG Sharpe Ratio is 0.43, which is lower than the QQQ Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of BUG and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

BUG vs. QQQ - Drawdown Comparison

The maximum BUG drawdown since its inception was -41.66%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for BUG and QQQ.

Loading charts...

Drawdown Indicators

BUGQQQDifference

Max Drawdown

Largest peak-to-trough decline

-41.66%

-82.97%

+41.31%

Max Drawdown (1Y)

Largest decline over 1 year

-35.16%

-11.96%

-23.20%

Max Drawdown (3Y)

Largest decline over 3 years

-37.69%

-22.77%

-14.92%

Max Drawdown (5Y)

Largest decline over 5 years

-41.66%

-35.12%

-6.54%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.12%

—

Current Drawdown

Current decline from peak

-3.79%

-6.61%

+2.82%

Average Drawdown

Average peak-to-trough decline

-14.26%

-32.65%

+18.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.12%

3.42%

+12.70%

Volatility

BUG vs. QQQ - Volatility Comparison

Global X Cybersecurity ETF (BUG) has a higher volatility of 11.15% compared to Invesco QQQ ETF (QQQ) at 7.41%. This indicates that BUG's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

BUGQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.15%

7.41%

+3.74%

Volatility (6M)

Calculated over the trailing 6-month period

28.08%

15.55%

+12.53%

Volatility (1Y)

Calculated over the trailing 1-year period

32.54%

18.78%

+13.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.93%

22.81%

+6.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.47%

22.45%

+7.02%

BUG vs. QQQ - Expense Ratio Comparison

BUG has a 0.50% expense ratio, which is higher than QQQ's 0.18% expense ratio.

Dividends

BUG vs. QQQ - Dividend Comparison

BUG's dividend yield for the trailing twelve months is around 0.03%, less than QQQ's 0.44% 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%
QQQ
Invesco QQQ ETF		0.44%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Frequently Asked Questions

BUG and QQQ have a correlation of 0.48, 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 QQQ (7.41%). In terms of maximum drawdown, BUG dropped -41.66% vs QQQ's -82.97%.

On 5-year performance, QQQ leads with 14.68% vs 6.88% for BUG. On fees, QQQ is cheaper at 0.18% per year. On volatility, QQQ has been the lower-risk option at 7.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QQQ has performed better with a 14.68% return vs 6.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQQ is cheaper with a 0.18% expense ratio, compared with 0.50% for BUG.

QQQ has the higher dividend yield at 0.44%, compared with 0.03% for BUG.

BUG is categorized as Technology Equities, while QQQ is Nasdaq-100. BUG tracks Indxx Cybersecurity Index, while QQQ tracks NASDAQ-100 Index. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.50% for BUG and 0.18% for QQQ.

QQQ currently has the higher Sharpe Ratio (1.32 vs 0.43), 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.

Portfolio Optimizer

Find the right allocation for BUG and QQQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer