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

Key characteristics


BUGWCBR
YTD Return-0.89%-2.21%
1Y Return30.00%46.54%
3Y Return (Ann)4.88%5.62%
Sharpe Ratio1.472.00
Daily Std Dev23.26%25.22%
Max Drawdown-41.66%-52.25%
Current Drawdown-14.75%-18.01%

Correlation

-0.50.00.51.00.9

The correlation between BUG and WCBR is 0.95, 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. WCBR - Performance Comparison

In the year-to-date period, BUG achieves a -0.89% return, which is significantly higher than WCBR's -2.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%December2024FebruaryMarchAprilMay
5.44%
1.19%
BUG
WCBR

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

WisdomTree Cybersecurity Fund

BUG vs. WCBR - Expense Ratio Comparison

BUG has a 0.50% expense ratio, which is higher than WCBR's 0.45% 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 WCBR: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

BUG vs. WCBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity ETF (BUG) and WisdomTree Cybersecurity Fund (WCBR). 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 1.47, compared to the broader market0.002.004.001.47
Sortino ratio
The chart of Sortino ratio for BUG, currently valued at 1.94, compared to the broader market-2.000.002.004.006.008.0010.001.94
Omega ratio
The chart of Omega ratio for BUG, currently valued at 1.25, compared to the broader market0.501.001.502.002.501.25
Calmar ratio
The chart of Calmar ratio for BUG, currently valued at 0.98, compared to the broader market0.002.004.006.008.0010.0012.000.98
Martin ratio
The chart of Martin ratio for BUG, currently valued at 6.36, compared to the broader market0.0020.0040.0060.0080.006.36
WCBR
Sharpe ratio
The chart of Sharpe ratio for WCBR, currently valued at 1.85, compared to the broader market0.002.004.001.85
Sortino ratio
The chart of Sortino ratio for WCBR, currently valued at 2.42, compared to the broader market-2.000.002.004.006.008.0010.002.42
Omega ratio
The chart of Omega ratio for WCBR, currently valued at 1.31, compared to the broader market0.501.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for WCBR, currently valued at 1.09, compared to the broader market0.002.004.006.008.0010.0012.001.09
Martin ratio
The chart of Martin ratio for WCBR, currently valued at 7.23, compared to the broader market0.0020.0040.0060.0080.007.23

BUG vs. WCBR - Sharpe Ratio Comparison

The current BUG Sharpe Ratio is 1.47, which roughly equals the WCBR Sharpe Ratio of 2.00. The chart below compares the 12-month rolling Sharpe Ratio of BUG and WCBR.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50December2024FebruaryMarchAprilMay
1.47
1.85
BUG
WCBR

Dividends

BUG vs. WCBR - Dividend Comparison

BUG's dividend yield for the trailing twelve months is around 0.11%, while WCBR has not paid dividends to shareholders.


TTM20232022202120202019
BUG
Global X Cybersecurity ETF
0.11%0.10%1.56%0.66%0.46%0.24%
WCBR
WisdomTree Cybersecurity Fund
0.00%0.00%0.03%0.43%0.00%0.00%

Drawdowns

BUG vs. WCBR - Drawdown Comparison

The maximum BUG drawdown since its inception was -41.66%, smaller than the maximum WCBR drawdown of -52.25%. Use the drawdown chart below to compare losses from any high point for BUG and WCBR. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%December2024FebruaryMarchAprilMay
-14.75%
-18.01%
BUG
WCBR

Volatility

BUG vs. WCBR - Volatility Comparison

The current volatility for Global X Cybersecurity ETF (BUG) is 6.30%, while WisdomTree Cybersecurity Fund (WCBR) has a volatility of 6.65%. This indicates that BUG experiences smaller price fluctuations and is considered to be less risky than WCBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
6.30%
6.65%
BUG
WCBR