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DDOC.DE vs. BUG.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DDOC.DE vs. BUG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Telemedicine & Digital Health UCITS ETF Acc USD (DDOC.DE) and Global X Cybersecurity UCITS ETF USD Accumulating (BUG.DE). The values are adjusted to include any dividend payments, if applicable.

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DDOC.DE vs. BUG.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DDOC.DE
Global X Telemedicine & Digital Health UCITS ETF Acc USD
-11.50%-2.99%3.18%-14.12%-25.03%-7.29%
BUG.DE
Global X Cybersecurity UCITS ETF USD Accumulating
-16.60%-14.52%14.93%39.35%-31.18%-5.59%

Returns By Period

In the year-to-date period, DDOC.DE achieves a -11.50% return, which is significantly higher than BUG.DE's -16.60% return.


DDOC.DE

1D
2.45%
1M
-5.48%
YTD
-11.50%
6M
-17.15%
1Y
-5.85%
3Y*
-8.65%
5Y*
-13.16%
10Y*

BUG.DE

1D
1.75%
1M
1.80%
YTD
-16.60%
6M
-26.85%
1Y
-27.20%
3Y*
0.70%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DDOC.DE vs. BUG.DE - Expense Ratio Comparison

DDOC.DE has a 0.68% expense ratio, which is higher than BUG.DE's 0.50% expense ratio.


Return for Risk

DDOC.DE vs. BUG.DE — Risk / Return Rank

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

DDOC.DE
DDOC.DE Risk / Return Rank: 77
Overall Rank
DDOC.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DDOC.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
DDOC.DE Omega Ratio Rank: 88
Omega Ratio Rank
DDOC.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
DDOC.DE Martin Ratio Rank: 77
Martin Ratio Rank

BUG.DE
BUG.DE Risk / Return Rank: 11
Overall Rank
BUG.DE Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BUG.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
BUG.DE Omega Ratio Rank: 11
Omega Ratio Rank
BUG.DE Calmar Ratio Rank: 11
Calmar Ratio Rank
BUG.DE Martin Ratio Rank: 00
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.

DDOC.DE vs. BUG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Telemedicine & Digital Health UCITS ETF Acc USD (DDOC.DE) and Global X Cybersecurity UCITS ETF USD Accumulating (BUG.DE). 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.


DDOC.DEBUG.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.25

-1.02

+0.77

Sortino ratio

Return per unit of downside risk

-0.19

-1.32

+1.13

Omega ratio

Gain probability vs. loss probability

0.98

0.83

+0.15

Calmar ratio

Return relative to maximum drawdown

-0.26

-0.79

+0.53

Martin ratio

Return relative to average drawdown

-0.68

-1.83

+1.15

DDOC.DE vs. BUG.DE - Sharpe Ratio Comparison

The current DDOC.DE Sharpe Ratio is -0.25, which is higher than the BUG.DE Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of DDOC.DE and BUG.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DDOC.DEBUG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

-1.02

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.58

-0.24

-0.33

Correlation

The correlation between DDOC.DE and BUG.DE is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DDOC.DE vs. BUG.DE - Dividend Comparison

Neither DDOC.DE nor BUG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DDOC.DE vs. BUG.DE - Drawdown Comparison

The maximum DDOC.DE drawdown since its inception was -59.88%, which is greater than BUG.DE's maximum drawdown of -41.03%. Use the drawdown chart below to compare losses from any high point for DDOC.DE and BUG.DE.


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Drawdown Indicators


DDOC.DEBUG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.88%

-41.03%

-18.85%

Max Drawdown (1Y)

Largest decline over 1 year

-22.33%

-34.86%

+12.53%

Max Drawdown (5Y)

Largest decline over 5 years

-55.08%

Current Drawdown

Current decline from peak

-56.24%

-37.65%

-18.59%

Average Drawdown

Average peak-to-trough decline

-41.38%

-16.26%

-25.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.39%

15.02%

-6.63%

Volatility

DDOC.DE vs. BUG.DE - Volatility Comparison

The current volatility for Global X Telemedicine & Digital Health UCITS ETF Acc USD (DDOC.DE) is 6.04%, while Global X Cybersecurity UCITS ETF USD Accumulating (BUG.DE) has a volatility of 7.53%. This indicates that DDOC.DE experiences smaller price fluctuations and is considered to be less risky than BUG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDOC.DEBUG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

7.53%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

14.49%

20.37%

-5.88%

Volatility (1Y)

Calculated over the trailing 1-year period

23.74%

26.64%

-2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.10%

26.81%

-2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.33%

26.81%

-2.48%