BUG vs. SOXX
BUG (Global X Cybersecurity ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - BUG is a Technology Equities fund tracking the Indxx Cybersecurity Index, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past 5 years, BUG returned 3.60%/yr vs 33.69%/yr for SOXX. A 0.57 correlation means they provide meaningful diversification when combined. BUG charges 0.50%/yr vs 0.34%/yr for SOXX.
Performance
BUG vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, BUG achieves a 11.69% return, which is significantly lower than SOXX's 100.58% return.
BUG
- 1D
- 2.13%
- 1M
- -0.96%
- YTD
- 11.69%
- 6M
- 9.26%
- 1Y
- -6.48%
- 3Y*
- 13.04%
- 5Y*
- 3.60%
- 10Y*
- —
SOXX
- 1D
- -7.88%
- 1M
- 12.35%
- YTD
- 100.58%
- 6M
- 98.07%
- 1Y
- 167.63%
- 3Y*
- 56.18%
- 5Y*
- 33.69%
- 10Y*
- 36.08%
BUG vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BUG Global X Cybersecurity ETF | 11.69% | -5.04% | 9.59% | 41.40% | -33.63% | 13.24% | 70.83% | 6.21% |
SOXX iShares Semiconductor ETF | 100.58% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 11.75% |
Correlation
The correlation between BUG and SOXX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2019 | 0.57 |
Over the past year, the correlation between BUG and SOXX has dropped to 0.26 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
BUG vs. SOXX - Sectors Allocation Comparison
Sectors
BUG
SOXX
Technology
Communication Services
-
Consumer Cyclical
-
Consumer Defensive
-
Healthcare
-
Basic Materials
-
-
Energy
-
-
Financial Services
-
-
Industrials
-
-
Real Estate
-
-
Utilities
-
-
Technology
BUG
SOXX
Communication Services
BUG
SOXX
-
Consumer Cyclical
BUG
SOXX
-
Consumer Defensive
BUG
SOXX
-
Healthcare
BUG
SOXX
-
Basic Materials
BUG
-
SOXX
-
Energy
BUG
-
SOXX
-
Financial Services
BUG
-
SOXX
-
Industrials
BUG
-
SOXX
-
Real Estate
BUG
-
SOXX
-
Utilities
BUG
-
SOXX
-
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Return for Risk
BUG vs. SOXX — Risk / Return Rank
BUG
SOXX
BUG vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity ETF (BUG) and iShares Semiconductor ETF (SOXX). 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 | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.49 | ||
| Sortino ratioReturn per unit of downside risk | -4.23 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.60 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 10.70 | -10.87 |
| Martin ratioReturn relative to average drawdown | -0.35 | 38.46 | -38.81 |
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Drawdowns
BUG vs. SOXX - Drawdown Comparison
The maximum BUG drawdown since its inception was -41.66%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for BUG and SOXX.
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Drawdown Indicators
| BUG | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.66% | -70.21% | +28.55% |
Max Drawdown (1Y)Largest decline over 1 year | -37.69% | -15.77% | -21.92% |
Max Drawdown (3Y)Largest decline over 3 years | -37.69% | -41.36% | +3.67% |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | -45.75% | +4.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.75% | — |
Current DrawdownCurrent decline from peak | -11.75% | -7.88% | -3.87% |
Average DrawdownAverage peak-to-trough decline | -14.38% | -19.94% | +5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.53% | 4.38% | +14.15% |
Volatility
BUG vs. SOXX - Volatility Comparison
The current volatility for Global X Cybersecurity ETF (BUG) is 13.95%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.75%. This indicates that BUG experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BUG | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.95% | 22.75% | -8.80% |
Volatility (6M)Calculated over the trailing 6-month period | 26.20% | 33.44% | -7.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.21% | 39.42% | -8.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.55% | 37.21% | -8.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.30% | 34.00% | -4.70% |
BUG vs. SOXX - Expense Ratio Comparison
BUG has a 0.50% expense ratio, which is higher than SOXX's 0.34% expense ratio.
Dividends
BUG vs. SOXX - Dividend Comparison
BUG's dividend yield for the trailing twelve months is around 0.03%, less than SOXX's 0.24% 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% |
SOXX iShares Semiconductor ETF | 0.24% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
BUG and SOXX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (22.75%) compared to BUG (13.95%). In terms of maximum drawdown, BUG dropped -41.66% vs SOXX's -70.21%.
On 5-year performance, SOXX leads with 33.69% vs 3.60% for BUG. On fees, SOXX is cheaper at 0.34% per year. On volatility, BUG has been the lower-risk option at 13.95%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SOXX has performed better with a 33.69% return vs 3.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SOXX is cheaper with a 0.34% expense ratio, compared with 0.50% for BUG.
SOXX has the higher dividend yield at 0.24%, compared with 0.03% for BUG.
BUG is categorized as Technology Equities, while SOXX is Semiconductors. BUG tracks Indxx Cybersecurity Index, while SOXX tracks NYSE Semiconductor Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for BUG and 0.34% for SOXX.
SOXX currently has the higher Sharpe Ratio (4.28 vs -0.21), 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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