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

Performance

DRVG.L vs. BUGG.L - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, DRVG.L achieves a 42.32% return, which is significantly higher than BUGG.L's 20.91% return.


DRVG.L

1D
-0.48%
1M
13.93%
YTD
42.32%
6M
42.97%
1Y
94.73%
3Y*
18.40%
5Y*
10Y*

BUGG.L

1D
-1.00%
1M
39.74%
YTD
20.91%
6M
16.54%
1Y
4.88%
3Y*
13.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
42.32%20.43%-4.12%19.60%-26.53%-3.79%
BUGG.L
Global X Cybersecurity UCITS ETF USD Accumulating
20.91%-11.39%11.20%36.05%-27.30%-5.56%

Correlation

The correlation between DRVG.L and BUGG.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.45

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

0.50

Over the past year, the correlation between DRVG.L and BUGG.L has dropped to 0.29 - well below their long-term average of 0.50, 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

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

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

DRVG.L
DRVG.L Risk / Return Rank: 9595
Overall Rank
DRVG.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DRVG.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
DRVG.L Omega Ratio Rank: 9393
Omega Ratio Rank
DRVG.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
DRVG.L Martin Ratio Rank: 9494
Martin Ratio Rank

BUGG.L
BUGG.L Risk / Return Rank: 1111
Overall Rank
BUGG.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BUGG.L Sortino Ratio Rank: 1212
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
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L) and Global X Cybersecurity UCITS ETF USD Accumulating (BUGG.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.


DRVG.LBUGG.LDifference
Sharpe ratioReturn per unit of total volatility

+4.03

Sortino ratioReturn per unit of downside risk

+4.69

Omega ratioGain probability vs. loss probability

1.65

1.06

+0.59

Calmar ratioReturn relative to maximum drawdown

9.03

0.13

+8.90

Martin ratioReturn relative to average drawdown

25.73

0.29

+25.45

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

The current DRVG.L Sharpe Ratio is 4.19, which is higher than the BUGG.L Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of DRVG.L and BUGG.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


DRVG.LBUGG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.19

0.16

+4.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.08

+0.22

Drawdowns

DRVG.L vs. BUGG.L - Drawdown Comparison

The maximum DRVG.L drawdown since its inception was -40.24%, roughly equal to the maximum BUGG.L drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for DRVG.L and BUGG.L.


Loading charts...

Drawdown Indicators


DRVG.LBUGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.24%

-40.14%

-0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.43%

-36.02%

+25.59%

Max Drawdown (3Y)

Largest decline over 3 years

-34.13%

-40.14%

+6.01%

Current Drawdown

Current decline from peak

-0.48%

-5.14%

+4.66%

Average Drawdown

Average peak-to-trough decline

-17.79%

-15.07%

-2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

16.98%

-13.31%

Volatility

DRVG.L vs. BUGG.L - Volatility Comparison

The current volatility for Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L) is 9.19%, while Global X Cybersecurity UCITS ETF USD Accumulating (BUGG.L) has a volatility of 14.14%. This indicates that DRVG.L experiences smaller price fluctuations and is considered to be less risky than BUGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DRVG.LBUGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.19%

14.14%

-4.95%

Volatility (6M)

Calculated over the trailing 6-month period

16.39%

26.36%

-9.97%

Volatility (1Y)

Calculated over the trailing 1-year period

22.54%

29.68%

-7.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.06%

30.35%

-5.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.06%

30.35%

-5.29%

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

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


Dividends

DRVG.L vs. BUGG.L - Dividend Comparison

DRVG.L's dividend yield for the trailing twelve months is around 0.43%, while BUGG.L has not paid dividends to shareholders.


PositionTTM2025202420232022
BUGG.L
Global X Cybersecurity UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
0.43%0.94%0.58%0.01%0.01%

Frequently Asked Questions


DRVG.L and BUGG.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

Both ETFs track MSCI World/Information Tech NR USD.

Portfolio Optimizer

Find the right allocation for DRVG.L and BUGG.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