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BUGG.L vs. CLO6.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUGG.L vs. CLO6.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X Cybersecurity UCITS ETF USD Accumulating (BUGG.L) and Global X Cloud Computing UCITS ETF (CLO6.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BUGG.L achieves a 18.95% return, which is significantly higher than CLO6.L's 10.85% return.


BUGG.L

1D
-1.62%
1M
32.12%
YTD
18.95%
6M
13.63%
1Y
2.82%
3Y*
12.51%
5Y*
10Y*

CLO6.L

1D
1.79%
1M
13.77%
YTD
10.85%
6M
9.37%
1Y
9.05%
3Y*
7.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUGG.L vs. CLO6.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BUGG.L
Global X Cybersecurity UCITS ETF USD Accumulating
18.95%-11.39%11.20%36.05%-27.30%-5.56%
CLO6.L
Global X Cloud Computing UCITS ETF
10.85%-12.30%7.37%36.74%-34.03%-11.02%

Correlation

The correlation between BUGG.L and CLO6.L is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2021

0.82

The correlation between BUGG.L and CLO6.L has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.

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Return for Risk

BUGG.L vs. CLO6.L — Risk / Return Rank

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

BUGG.L
BUGG.L Risk / Return Rank: 1111
Overall Rank
BUGG.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BUGG.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
BUGG.L Omega Ratio Rank: 1212
Omega Ratio Rank
BUGG.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
BUGG.L Martin Ratio Rank: 1010
Martin Ratio Rank

CLO6.L
CLO6.L Risk / Return Rank: 1414
Overall Rank
CLO6.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CLO6.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
CLO6.L Omega Ratio Rank: 1515
Omega Ratio Rank
CLO6.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
CLO6.L Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BUGG.L vs. CLO6.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity UCITS ETF USD Accumulating (BUGG.L) and Global X Cloud Computing UCITS ETF (CLO6.L). 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.


BUGG.LCLO6.LDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.05

1.09

-0.04

Calmar ratioReturn relative to maximum drawdown

0.08

0.32

-0.25

Martin ratioReturn relative to average drawdown

0.17

0.76

-0.59

BUGG.L vs. CLO6.L - Sharpe Ratio Comparison

The current BUGG.L Sharpe Ratio is 0.09, which is lower than the CLO6.L Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of BUGG.L and CLO6.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BUGG.LCLO6.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

0.32

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

-0.16

+0.23

Drawdowns

BUGG.L vs. CLO6.L - Drawdown Comparison

The maximum BUGG.L drawdown since its inception was -40.14%, smaller than the maximum CLO6.L drawdown of -45.50%. Use the drawdown chart below to compare losses from any high point for BUGG.L and CLO6.L.


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Drawdown Indicators


BUGG.LCLO6.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.14%

-45.50%

+5.36%

Max Drawdown (1Y)

Largest decline over 1 year

-36.02%

-27.75%

-8.27%

Max Drawdown (3Y)

Largest decline over 3 years

-40.14%

-37.31%

-2.83%

Current Drawdown

Current decline from peak

-6.67%

-19.62%

+12.95%

Average Drawdown

Average peak-to-trough decline

-15.07%

-30.99%

+15.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.98%

11.89%

+5.09%

Volatility

BUGG.L vs. CLO6.L - Volatility Comparison

Global X Cybersecurity UCITS ETF USD Accumulating (BUGG.L) has a higher volatility of 14.26% compared to Global X Cloud Computing UCITS ETF (CLO6.L) at 11.40%. This indicates that BUGG.L's price experiences larger fluctuations and is considered to be riskier than CLO6.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUGG.LCLO6.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.26%

11.40%

+2.86%

Volatility (6M)

Calculated over the trailing 6-month period

26.41%

24.80%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

29.70%

28.17%

+1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.35%

28.55%

+1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.35%

28.55%

+1.80%

BUGG.L vs. CLO6.L - Expense Ratio Comparison

BUGG.L has a 0.50% expense ratio, which is lower than CLO6.L's 0.55% expense ratio.


Dividends

BUGG.L vs. CLO6.L - Dividend Comparison

Neither BUGG.L nor CLO6.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BUGG.L and CLO6.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BUGG.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BUGG.L is cheaper with a 0.50% expense ratio, compared with 0.55% for CLO6.L.

Both ETFs track MSCI World/Information Tech NR USD. Their fees differ too: 0.50% for BUGG.L and 0.55% for CLO6.L.

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