BUGG.L vs. EBIG.L

Last updated Jun 5, 2026

BUGG.L (Global X Cybersecurity UCITS ETF USD Accumulating) and EBIG.L (Global X E-commerce UCITS ETF USD Accumulating) are both exchange-traded funds - BUGG.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while EBIG.L is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Both are passively managed. Over the past 3 years, BUGG.L returned 12.51%/yr vs 14.80%/yr for EBIG.L. A 0.60 correlation means they provide meaningful diversification when combined. Both charge a 0.50% expense ratio.

Performance

BUGG.L vs. EBIG.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 E-commerce UCITS ETF USD Accumulating (EBIG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BUGG.L achieves a 18.95% return, which is significantly higher than EBIG.L's -14.25% return.

BUGG.L

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

EBIG.L

• 1D: 1.50%
• 1M: 0.30%
• YTD: -14.25%
• 6M: -14.34%
• 1Y: -7.64%
• 3Y*: 14.80%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021
BUGG.L Global X Cybersecurity UCITS ETF USD Accumulating	18.95%	-11.39%	11.20%	36.05%	-27.30%	-5.56%
EBIG.L Global X E-commerce UCITS ETF USD Accumulating	-14.25%	9.95%	33.02%	24.95%	-34.59%	-13.09%

Correlation

The correlation between BUGG.L and EBIG.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (All Time) Calculated using the full available price history since Nov 19, 2021	0.60

The correlation between BUGG.L and EBIG.L shifts across timeframes, from 0.41 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

Return for Risk

BUGG.L vs. EBIG.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: 11
BUGG.L Sharpe Ratio Rank: 11
BUGG.L Sortino Ratio Rank: 11
BUGG.L Omega Ratio Rank: 12
BUGG.L Calmar Ratio Rank: 10
BUGG.L Martin Ratio Rank: 10

EBIG.L

EBIG.L Risk / Return Rank: 6
EBIG.L Sharpe Ratio Rank: 5
EBIG.L Sortino Ratio Rank: 5
EBIG.L Omega Ratio Rank: 5
EBIG.L Calmar Ratio Rank: 6
EBIG.L Martin Ratio Rank: 6

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. EBIG.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 E-commerce UCITS ETF USD Accumulating (EBIG.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.L	EBIG.L	Difference
Sharpe ratio: Return per unit of total volatility	0.09	-0.42	+0.52
Sortino ratio: Return per unit of downside risk	0.34	-0.46	+0.80
Omega ratio: Gain probability vs. loss probability	1.05	0.95	+0.10
Calmar ratio: Return relative to maximum drawdown	0.08	-0.30	+0.37
Martin ratio: Return relative to average drawdown	0.17	-0.59	+0.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current BUGG.L Sharpe Ratio is 0.09, which is higher than the EBIG.L Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of BUGG.L and EBIG.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.

Sharpe Ratios by Period

	BUGG.L	EBIG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.09	-0.42	+0.52
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	-0.31	+0.38

Drawdowns

BUGG.L vs. EBIG.L - Drawdown Comparison

The maximum BUGG.L drawdown since its inception was -40.14%, smaller than the maximum EBIG.L drawdown of -61.10%. Use the drawdown chart below to compare losses from any high point for BUGG.L and EBIG.L.

Drawdown Indicators

	BUGG.L	EBIG.L	Difference
Max Drawdown Largest peak-to-trough decline	-40.14%	-61.10%	+20.96%
Max Drawdown (1Y) Largest decline over 1 year	-36.02%	-25.69%	-10.33%
Max Drawdown (3Y) Largest decline over 3 years	-40.14%	-26.57%	-13.57%
Current Drawdown Current decline from peak	-6.67%	-35.35%	+28.68%
Average Drawdown Average peak-to-trough decline	-15.07%	-42.51%	+27.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.98%	12.87%	+4.11%

Volatility

BUGG.L vs. EBIG.L - Volatility Comparison

Global X Cybersecurity UCITS ETF USD Accumulating (BUGG.L) has a higher volatility of 14.26% compared to Global X E-commerce UCITS ETF USD Accumulating (EBIG.L) at 4.41%. This indicates that BUGG.L's price experiences larger fluctuations and is considered to be riskier than EBIG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BUGG.L	EBIG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.26%	4.41%	+9.85%
Volatility (6M) Calculated over the trailing 6-month period	26.41%	14.03%	+12.38%
Volatility (1Y) Calculated over the trailing 1-year period	29.70%	18.12%	+11.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.35%	29.21%	+1.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.35%	29.21%	+1.14%

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

Both BUGG.L and EBIG.L have an expense ratio of 0.50%.

Dividends

BUGG.L vs. EBIG.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BUGG.L and EBIG.L in my portfolio?

BUGG.L and EBIG.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BUGG.L or EBIG.L?

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BUGG.L or EBIG.L?

BUGG.L and EBIG.L have the same expense ratio: 0.50% per year.

What is the main difference between BUGG.L and EBIG.L?

BUGG.L is categorized as Technology Equities, while EBIG.L is Consumer Staples Equities. BUGG.L tracks MSCI World/Information Tech NR USD, while EBIG.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR.