PortfoliosLab logoPortfoliosLab logo
BUGG.L vs. ECAR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUGG.L vs. ECAR.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 iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (ECAR.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

BUGG.L is traded in GBP, while ECAR.L is traded in USD. To make them comparable, the ECAR.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, BUGG.L achieves a 18.95% return, which is significantly lower than ECAR.L's 58.49% return.


BUGG.L

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

ECAR.L

1D
-1.93%
1M
21.69%
YTD
58.49%
6M
57.93%
1Y
93.80%
3Y*
23.94%
5Y*
13.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUGG.L vs. ECAR.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%
ECAR.L
iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc)
58.49%15.47%0.80%20.74%-18.63%-4.33%

Correlation

The correlation between BUGG.L and ECAR.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.40

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

0.45

Over the past year, the correlation between BUGG.L and ECAR.L has dropped to 0.23 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BUGG.L vs. ECAR.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

ECAR.L
ECAR.L Risk / Return Rank: 9292
Overall Rank
ECAR.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ECAR.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
ECAR.L Omega Ratio Rank: 8989
Omega Ratio Rank
ECAR.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
ECAR.L Martin Ratio Rank: 9191
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. ECAR.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 iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (ECAR.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.LECAR.LDifference
Sharpe ratioReturn per unit of total volatility

-3.68

Sortino ratioReturn per unit of downside risk

-4.47

Omega ratioGain probability vs. loss probability

1.05

1.59

-0.54

Calmar ratioReturn relative to maximum drawdown

0.08

7.54

-7.46

Martin ratioReturn relative to average drawdown

0.17

22.95

-22.79

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

The current BUGG.L Sharpe Ratio is 0.09, which is lower than the ECAR.L Sharpe Ratio of 3.77. The chart below compares the historical Sharpe Ratios of BUGG.L and ECAR.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.


Loading charts...

Sharpe Ratios by Period


BUGG.LECAR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

3.77

-3.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.65

-0.58

Drawdowns

BUGG.L vs. ECAR.L - Drawdown Comparison

The maximum BUGG.L drawdown since its inception was -40.14%, which is greater than ECAR.L's maximum drawdown of -35.94%. Use the drawdown chart below to compare losses from any high point for BUGG.L and ECAR.L.


Loading charts...

Drawdown Indicators


BUGG.LECAR.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.14%

-35.94%

-4.20%

Max Drawdown (1Y)

Largest decline over 1 year

-36.02%

-12.38%

-23.64%

Max Drawdown (3Y)

Largest decline over 3 years

-40.14%

-28.42%

-11.72%

Max Drawdown (5Y)

Largest decline over 5 years

-28.74%

Current Drawdown

Current decline from peak

-6.67%

-1.93%

-4.74%

Average Drawdown

Average peak-to-trough decline

-15.07%

-8.68%

-6.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.98%

4.07%

+12.91%

Volatility

BUGG.L vs. ECAR.L - Volatility Comparison

Global X Cybersecurity UCITS ETF USD Accumulating (BUGG.L) has a higher volatility of 14.26% compared to iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (ECAR.L) at 12.19%. This indicates that BUGG.L's price experiences larger fluctuations and is considered to be riskier than ECAR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BUGG.LECAR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.26%

12.19%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

26.41%

20.24%

+6.17%

Volatility (1Y)

Calculated over the trailing 1-year period

29.70%

24.73%

+4.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.35%

22.87%

+7.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.35%

23.91%

+6.44%

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

BUGG.L has a 0.50% expense ratio, which is higher than ECAR.L's 0.40% expense ratio.


Dividends

BUGG.L vs. ECAR.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


BUGG.L and ECAR.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ECAR.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ECAR.L is cheaper with a 0.40% expense ratio, compared with 0.50% for BUGG.L.

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for BUGG.L and 0.40% for ECAR.L.

Portfolio Optimizer

Find the right allocation for BUGG.L and ECAR.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer