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FITE vs. BUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FITE and BUG is 0.67, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FITE vs. BUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho Future Security ETF (FITE) and Global X Cybersecurity ETF (BUG). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
71.80%
119.75%
FITE
BUG

Key characteristics

Sharpe Ratio

FITE:

0.65

BUG:

0.70

Sortino Ratio

FITE:

1.06

BUG:

1.14

Omega Ratio

FITE:

1.14

BUG:

1.14

Calmar Ratio

FITE:

0.72

BUG:

0.87

Martin Ratio

FITE:

2.60

BUG:

3.00

Ulcer Index

FITE:

6.09%

BUG:

5.73%

Daily Std Dev

FITE:

24.51%

BUG:

24.78%

Max Drawdown

FITE:

-36.90%

BUG:

-41.66%

Current Drawdown

FITE:

-12.54%

BUG:

-9.54%

Returns By Period

In the year-to-date period, FITE achieves a -5.24% return, which is significantly lower than BUG's 3.68% return.


FITE

YTD

-5.24%

1M

-3.24%

6M

1.57%

1Y

16.78%

5Y*

14.44%

10Y*

N/A

BUG

YTD

3.68%

1M

-1.74%

6M

7.08%

1Y

17.75%

5Y*

15.83%

10Y*

N/A

*Annualized

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FITE vs. BUG - Expense Ratio Comparison

FITE has a 0.45% expense ratio, which is lower than BUG's 0.50% expense ratio.


Expense ratio chart for BUG: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BUG: 0.50%
Expense ratio chart for FITE: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FITE: 0.45%

Risk-Adjusted Performance

FITE vs. BUG — Risk-Adjusted Performance Rank

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

FITE
The Risk-Adjusted Performance Rank of FITE is 6969
Overall Rank
The Sharpe Ratio Rank of FITE is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FITE is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FITE is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FITE is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FITE is 6868
Martin Ratio Rank

BUG
The Risk-Adjusted Performance Rank of BUG is 7171
Overall Rank
The Sharpe Ratio Rank of BUG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of BUG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of BUG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of BUG is 7979
Calmar Ratio Rank
The Martin Ratio Rank of BUG is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FITE vs. BUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Future Security ETF (FITE) and Global X Cybersecurity ETF (BUG). 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.


The chart of Sharpe ratio for FITE, currently valued at 0.65, compared to the broader market-1.000.001.002.003.004.00
FITE: 0.65
BUG: 0.70
The chart of Sortino ratio for FITE, currently valued at 1.06, compared to the broader market-2.000.002.004.006.008.00
FITE: 1.06
BUG: 1.14
The chart of Omega ratio for FITE, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
FITE: 1.14
BUG: 1.14
The chart of Calmar ratio for FITE, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.0012.00
FITE: 0.72
BUG: 0.87
The chart of Martin ratio for FITE, currently valued at 2.60, compared to the broader market0.0020.0040.0060.00
FITE: 2.60
BUG: 3.00

The current FITE Sharpe Ratio is 0.65, which is comparable to the BUG Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FITE and BUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.65
0.70
FITE
BUG

Dividends

FITE vs. BUG - Dividend Comparison

FITE's dividend yield for the trailing twelve months is around 0.16%, more than BUG's 0.09% yield.


TTM2024202320222021202020192018
FITE
SPDR S&P Kensho Future Security ETF
0.16%0.11%0.13%0.12%0.92%0.88%0.44%1.79%
BUG
Global X Cybersecurity ETF
0.09%0.09%0.11%1.56%0.66%0.46%0.24%0.00%

Drawdowns

FITE vs. BUG - Drawdown Comparison

The maximum FITE drawdown since its inception was -36.90%, smaller than the maximum BUG drawdown of -41.66%. Use the drawdown chart below to compare losses from any high point for FITE and BUG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.54%
-9.54%
FITE
BUG

Volatility

FITE vs. BUG - Volatility Comparison

SPDR S&P Kensho Future Security ETF (FITE) has a higher volatility of 15.38% compared to Global X Cybersecurity ETF (BUG) at 14.02%. This indicates that FITE's price experiences larger fluctuations and is considered to be riskier than BUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.38%
14.02%
FITE
BUG