BUG vs. XSW
Compare and contrast key facts about Global X Cybersecurity ETF (BUG) and SPDR S&P Software & Services ETF (XSW).
BUG and XSW 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. XSW is a passively managed fund by State Street that tracks the performance of the S&P Software & Services Select Industry Index. It was launched on Sep 28, 2011. Both BUG and XSW 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 XSW.
Key characteristics
| BUG | XSW | |
|---|---|---|
| YTD Return | 15.08% | 14.50% |
| 1Y Return | -7.56% | 3.90% |
| 5Y Return (Ann) | 13.58% | 9.43% |
| 10Y Return (Ann) | 13.58% | 13.64% |
| Sharpe Ratio | -0.17 | 0.19 |
| Daily Std Dev | 33.44% | 33.61% |
| Max Drawdown | -41.66% | -45.38% |
Correlation
The correlation between BUG and XSW is 0.88, 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. XSW - Performance Comparison
The year-to-date returns for both stocks are quite close, with BUG having a 15.08% return and XSW slightly lower at 14.50%. Both investments have delivered pretty close results over the past 10 years, with BUG having a 13.58% annualized return and XSW not far ahead at 13.64%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BUG vs. XSW - Dividend Comparison
BUG's dividend yield for the trailing twelve months is around 1.35%, more than XSW's 0.13% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BUG Global X Cybersecurity ETF | 1.35% | 1.56% | 0.67% | 0.47% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XSW SPDR S&P Software & Services ETF | 0.13% | 0.09% | 0.13% | 0.26% | 0.12% | 0.31% | 0.47% | 0.88% | 0.55% | 0.54% | 2.14% | 3.86% |
BUG vs. XSW - Expense Ratio Comparison
BUG vs. XSW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity ETF (BUG) and SPDR S&P Software & Services ETF (XSW). 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BUG Global X Cybersecurity ETF | -0.17 | ||||
XSW SPDR S&P Software & Services ETF | 0.19 |
BUG vs. XSW - Drawdown Comparison
The maximum BUG drawdown for the period was -41.66%, roughly equal to the maximum XSW drawdown of -43.98%. The drawdown chart below compares losses from any high point along the way for BUG and XSW
BUG vs. XSW - Volatility Comparison
Global X Cybersecurity ETF (BUG) and SPDR S&P Software & Services ETF (XSW) have volatilities of 6.42% and 6.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.