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BUG vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUG and VOOG is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

BUG vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Cybersecurity ETF (BUG) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

90.00%100.00%110.00%120.00%130.00%140.00%150.00%December2025FebruaryMarchAprilMay
125.43%
123.66%
BUG
VOOG

Key characteristics

Sharpe Ratio

BUG:

0.78

VOOG:

0.64

Sortino Ratio

BUG:

1.17

VOOG:

1.02

Omega Ratio

BUG:

1.15

VOOG:

1.14

Calmar Ratio

BUG:

0.89

VOOG:

0.71

Martin Ratio

BUG:

3.00

VOOG:

2.38

Ulcer Index

BUG:

5.89%

VOOG:

6.58%

Daily Std Dev

BUG:

24.69%

VOOG:

24.78%

Max Drawdown

BUG:

-41.66%

VOOG:

-32.73%

Current Drawdown

BUG:

-7.21%

VOOG:

-8.78%

Returns By Period

In the year-to-date period, BUG achieves a 6.36% return, which is significantly higher than VOOG's -4.07% return.


BUG

YTD

6.36%

1M

14.15%

6M

4.95%

1Y

19.15%

5Y*

14.31%

10Y*

N/A

VOOG

YTD

-4.07%

1M

17.21%

6M

-3.28%

1Y

15.76%

5Y*

16.17%

10Y*

14.24%

*Annualized

Compare stocks, funds, or ETFs

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BUG vs. VOOG - Expense Ratio Comparison

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


Risk-Adjusted Performance

BUG vs. VOOG — Risk-Adjusted Performance Rank

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

BUG
The Risk-Adjusted Performance Rank of BUG is 7474
Overall Rank
The Sharpe Ratio Rank of BUG is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of BUG is 7373
Sortino Ratio Rank
The Omega Ratio Rank of BUG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of BUG is 8080
Calmar Ratio Rank
The Martin Ratio Rank of BUG is 7474
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 6868
Overall Rank
The Sharpe Ratio Rank of VOOG is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current BUG Sharpe Ratio is 0.78, which is comparable to the VOOG Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of BUG and VOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.78
0.64
BUG
VOOG

Dividends

BUG vs. VOOG - Dividend Comparison

BUG's dividend yield for the trailing twelve months is around 0.09%, less than VOOG's 0.58% yield.


TTM20242023202220212020201920182017201620152014
BUG
Global X Cybersecurity ETF
0.09%0.09%0.10%1.56%0.66%0.46%0.24%0.00%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.58%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%

Drawdowns

BUG vs. VOOG - Drawdown Comparison

The maximum BUG drawdown since its inception was -41.66%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for BUG and VOOG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.21%
-8.78%
BUG
VOOG

Volatility

BUG vs. VOOG - Volatility Comparison

The current volatility for Global X Cybersecurity ETF (BUG) is 11.74%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 13.31%. This indicates that BUG experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
11.74%
13.31%
BUG
VOOG