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

Key characteristics


BUGXSW
YTD Return0.89%3.11%
1Y Return32.62%34.07%
3Y Return (Ann)6.56%-0.30%
Sharpe Ratio1.311.49
Daily Std Dev23.97%22.34%
Max Drawdown-41.66%-45.38%
Current Drawdown-13.22%-16.75%

Correlation

0.87
-1.001.00

The correlation between BUG and XSW is 0.87, 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. XSW - Performance Comparison

In the year-to-date period, BUG achieves a 0.89% return, which is significantly lower than XSW's 3.11% 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%40.00%60.00%80.00%100.00%OctoberNovemberDecember2024FebruaryMarch
95.14%
63.51%
BUG
XSW

Compare stocks, funds, or ETFs


Global X Cybersecurity ETF

SPDR S&P Software & Services ETF

BUG vs. XSW - Expense Ratio Comparison

BUG has a 0.50% expense ratio, which is higher than XSW's 0.35% expense ratio.

BUG
Global X Cybersecurity ETF
0.50%1.00%1.50%2.00%0.50%
0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BUG
Global X Cybersecurity ETF
1.31
XSW
SPDR S&P Software & Services ETF
1.49

BUG vs. XSW - Sharpe Ratio Comparison

The current BUG Sharpe Ratio is 1.31, which roughly equals the XSW Sharpe Ratio of 1.49. The chart below compares the 12-month rolling Sharpe Ratio of BUG and XSW.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
1.31
1.49
BUG
XSW

Dividends

BUG vs. XSW - Dividend Comparison

BUG's dividend yield for the trailing twelve months is around 0.10%, less than XSW's 0.15% yield.


TTM20232022202120202019201820172016201520142013
BUG
Global X Cybersecurity ETF
0.10%0.10%1.56%0.66%0.46%0.24%0.00%0.00%0.00%0.00%0.00%0.00%
XSW
SPDR S&P Software & Services ETF
0.15%0.20%0.09%0.13%0.26%0.12%0.31%0.46%0.87%0.54%0.53%2.07%

Drawdowns

BUG vs. XSW - Drawdown Comparison

The maximum BUG drawdown since its inception was -41.66%, smaller than the maximum XSW drawdown of -45.38%. The drawdown chart below compares losses from any high point along the way for BUG and XSW


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%OctoberNovemberDecember2024FebruaryMarch
-13.22%
-16.75%
BUG
XSW

Volatility

BUG vs. XSW - Volatility Comparison

Global X Cybersecurity ETF (BUG) and SPDR S&P Software & Services ETF (XSW) have volatilities of 5.71% and 5.94%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%OctoberNovemberDecember2024FebruaryMarch
5.71%
5.94%
BUG
XSW