BUGG.L vs. QWTM.L

Last updated Jun 5, 2026

BUGG.L (Global X Cybersecurity UCITS ETF USD Accumulating) and QWTM.L (WisdomTree Quantum Computing UCITS ETF - USD Acc) are both Technology Equities funds - BUGG.L tracks the MSCI World/Information Tech NR USD while QWTM.L tracks the WisdomTree Classiq Quantum Computing UCITS Index. Both are passively managed. At a 0.37 correlation, their price movements are largely independent. Both charge a 0.50% expense ratio.

Performance

BUGG.L vs. QWTM.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 WisdomTree Quantum Computing UCITS ETF - USD Acc (QWTM.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

BUGG.L is traded in GBP, while QWTM.L is traded in GBp. To make them comparable, the QWTM.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 QWTM.L's 51.52% return.

BUGG.L

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

QWTM.L

• 1D: -1.88%
• 1M: 20.99%
• YTD: 51.52%
• 6M: 41.90%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025
BUGG.L Global X Cybersecurity UCITS ETF USD Accumulating	18.95%	-8.47%
QWTM.L WisdomTree Quantum Computing UCITS ETF - USD Acc	51.52%	19.86%

Correlation

The correlation between BUGG.L and QWTM.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 4, 2025	0.37

Return for Risk

BUGG.L vs. QWTM.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

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. QWTM.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 WisdomTree Quantum Computing UCITS ETF - USD Acc (QWTM.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	QWTM.L	Difference
Sharpe ratio: Return per unit of total volatility	0.09	—	—
Sortino ratio: Return per unit of downside risk	0.34	—	—
Omega ratio: Gain probability vs. loss probability	1.05	—	—
Calmar ratio: Return relative to maximum drawdown	0.08	—	—
Martin ratio: Return relative to average drawdown	0.17	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BUGG.L	QWTM.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.09	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	3.11	-3.05

Drawdowns

BUGG.L vs. QWTM.L - Drawdown Comparison

The maximum BUGG.L drawdown since its inception was -40.14%, which is greater than QWTM.L's maximum drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for BUGG.L and QWTM.L.

Drawdown Indicators

	BUGG.L	QWTM.L	Difference
Max Drawdown Largest peak-to-trough decline	-40.14%	-23.74%	-16.40%
Max Drawdown (1Y) Largest decline over 1 year	-36.02%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-40.14%	—	—
Current Drawdown Current decline from peak	-6.67%	-4.22%	-2.45%
Average Drawdown Average peak-to-trough decline	-15.07%	-10.21%	-4.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.98%	—	—

Volatility

Volatility by Period

	BUGG.L	QWTM.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.26%	—	—
Volatility (6M) Calculated over the trailing 6-month period	26.41%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	29.70%	39.18%	-9.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.35%	39.18%	-8.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.35%	39.18%	-8.83%

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

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

Dividends

BUGG.L vs. QWTM.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

BUGG.L and QWTM.L have a correlation of 0.37, 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 QWTM.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 QWTM.L?

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

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

BUGG.L tracks MSCI World/Information Tech NR USD, while QWTM.L tracks WisdomTree Classiq Quantum Computing UCITS Index. They also come from different issuers: Global X and WisdomTree.