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

Key characteristics


BUGVOOG
YTD Return-0.65%22.92%
1Y Return20.70%30.01%
3Y Return (Ann)0.24%8.42%
Sharpe Ratio0.771.99
Daily Std Dev22.70%14.46%
Max Drawdown-41.66%-32.73%
Current Drawdown-14.55%-5.22%

Correlation

-0.50.00.51.00.7

The correlation between BUG and VOOG is 0.70, 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.

Performance

BUG vs. VOOG - Performance Comparison

In the year-to-date period, BUG achieves a -0.65% return, which is significantly lower than VOOG's 22.92% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


80.00%90.00%100.00%110.00%120.00%FebruaryMarchAprilMayJuneJuly
92.17%
110.89%
BUG
VOOG

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

Vanguard S&P 500 Growth ETF

BUG vs. VOOG - Expense Ratio Comparison

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


BUG
Global X Cybersecurity ETF
Expense ratio chart for BUG: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

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.


BUG
Sharpe ratio
The chart of Sharpe ratio for BUG, currently valued at 0.77, compared to the broader market0.002.004.006.000.77
Sortino ratio
The chart of Sortino ratio for BUG, currently valued at 1.14, compared to the broader market0.005.0010.0015.001.14
Omega ratio
The chart of Omega ratio for BUG, currently valued at 1.15, compared to the broader market1.002.003.001.15
Calmar ratio
The chart of Calmar ratio for BUG, currently valued at 0.52, compared to the broader market0.005.0010.0015.0020.000.52
Martin ratio
The chart of Martin ratio for BUG, currently valued at 2.70, compared to the broader market0.0050.00100.00150.002.70
VOOG
Sharpe ratio
The chart of Sharpe ratio for VOOG, currently valued at 1.99, compared to the broader market0.002.004.006.001.99
Sortino ratio
The chart of Sortino ratio for VOOG, currently valued at 2.76, compared to the broader market0.005.0010.0015.002.76
Omega ratio
The chart of Omega ratio for VOOG, currently valued at 1.36, compared to the broader market1.002.003.001.36
Calmar ratio
The chart of Calmar ratio for VOOG, currently valued at 1.37, compared to the broader market0.005.0010.0015.0020.001.37
Martin ratio
The chart of Martin ratio for VOOG, currently valued at 10.87, compared to the broader market0.0050.00100.00150.0010.87

BUG vs. VOOG - Sharpe Ratio Comparison

The current BUG Sharpe Ratio is 0.77, which is lower than the VOOG Sharpe Ratio of 1.99. The chart below compares the 12-month rolling Sharpe Ratio of BUG and VOOG.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.77
1.99
BUG
VOOG

Dividends

BUG vs. VOOG - Dividend Comparison

BUG's dividend yield for the trailing twelve months is around 0.11%, less than VOOG's 0.72% yield.


TTM20232022202120202019201820172016201520142013
BUG
Global X Cybersecurity ETF
0.11%0.10%1.56%0.66%0.46%0.24%0.00%0.00%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.72%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

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%FebruaryMarchAprilMayJuneJuly
-14.55%
-5.22%
BUG
VOOG

Volatility

BUG vs. VOOG - Volatility Comparison

Global X Cybersecurity ETF (BUG) has a higher volatility of 5.73% compared to Vanguard S&P 500 Growth ETF (VOOG) at 4.96%. 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.


4.00%6.00%8.00%10.00%FebruaryMarchAprilMayJuneJuly
5.73%
4.96%
BUG
VOOG