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BUG vs. VOOG

Last updated Jun 1, 2023

Compare and contrast key facts about Global X Cybersecurity ETF (BUG) and Vanguard S&P 500 Growth ETF (VOOG).

BUG and VOOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BUG is a passively managed fund by Global X that tracks the performance of the Indxx Cybersecurity Index. It was launched on Oct 25, 2019. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010. Both BUG and VOOG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BUG or VOOG.

Key characteristics


BUGVOOG
YTD Return17.30%14.11%
1Y Return-6.10%2.01%
5Y Return (Ann)14.16%11.40%
10Y Return (Ann)14.16%13.47%
Sharpe Ratio-0.260.07
Daily Std Dev33.27%24.79%
Max Drawdown-41.66%-32.73%

Correlation

0.73
-1.001.00

The correlation between BUG and VOOG is 0.73, 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.

BUG vs. VOOG - Performance Comparison

In the year-to-date period, BUG achieves a 17.30% return, which is significantly higher than VOOG's 14.11% return. Over the past 10 years, BUG has outperformed VOOG with an annualized return of 14.16%, while VOOG has yielded a comparatively lower 13.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%2023FebruaryMarchAprilMay
5.43%
5.56%
BUG
VOOG

Compare stocks, funds, or ETFs


Global X Cybersecurity ETF

Vanguard S&P 500 Growth ETF

BUG vs. VOOG - Dividend Comparison

BUG's dividend yield for the trailing twelve months is around 1.33%, more than VOOG's 1.10% yield.


TTM20222021202020192018201720162015201420132012
BUG
Global X Cybersecurity ETF
1.33%1.56%0.67%0.47%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
1.10%0.94%0.54%0.90%1.29%1.40%1.40%1.57%1.70%1.42%1.64%1.99%

BUG vs. VOOG - Expense Ratio Comparison

BUG has a 0.50% expense ratio, which is higher than VOOG's 0.10% expense ratio.

0.50%
0.00%2.15%
0.10%
0.00%2.15%

BUG vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity ETF (BUG) and Vanguard S&P 500 Growth ETF (VOOG). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BUG
Global X Cybersecurity ETF
-0.26
VOOG
Vanguard S&P 500 Growth ETF
0.07

BUG vs. VOOG - Sharpe Ratio Comparison

The current BUG Sharpe Ratio is -0.26, which is lower than the VOOG Sharpe Ratio of 0.07. The chart below compares the 12-month rolling Sharpe Ratio of BUG and VOOG.


-1.00-0.500.002023FebruaryMarchAprilMay
-0.26
0.07
BUG
VOOG

BUG vs. VOOG - Drawdown Comparison

The maximum BUG drawdown for the period was -41.66%, lower than the maximum VOOG drawdown of -31.91%. The drawdown chart below compares losses from any high point along the way for BUG and VOOG


-40.00%-35.00%-30.00%-25.00%-20.00%2023FebruaryMarchAprilMay
-28.65%
-20.63%
BUG
VOOG

BUG vs. VOOG - Volatility Comparison

Global X Cybersecurity ETF (BUG) has a higher volatility of 5.92% compared to Vanguard S&P 500 Growth ETF (VOOG) at 3.83%. This indicates that BUG's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%2023FebruaryMarchAprilMay
5.92%
3.83%
BUG
VOOG