WNDG.L vs. BUGG.L
WNDG.L (Global X Wind Energy UCITS ETF USD Accumulating) and BUGG.L (Global X Cybersecurity UCITS ETF USD Accumulating) are both exchange-traded funds - WNDG.L is a Energy Equities fund tracking the S&P Global Clean Energy TR USD, while BUGG.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 3 years, WNDG.L returned -0.34%/yr vs 12.51%/yr for BUGG.L. At a 0.23 correlation, their price movements are largely independent. Both charge a 0.50% expense ratio.
Performance
WNDG.L vs. BUGG.L - Performance Comparison
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Returns By Period
In the year-to-date period, WNDG.L achieves a 16.77% return, which is significantly lower than BUGG.L's 18.95% return.
WNDG.L
- 1D
- -1.72%
- 1M
- -7.33%
- YTD
- 16.77%
- 6M
- 17.87%
- 1Y
- 43.50%
- 3Y*
- -0.34%
- 5Y*
- —
- 10Y*
- —
BUGG.L
- 1D
- -1.62%
- 1M
- 32.12%
- YTD
- 18.95%
- 6M
- 13.63%
- 1Y
- 2.82%
- 3Y*
- 12.51%
- 5Y*
- —
- 10Y*
- —
WNDG.L vs. BUGG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WNDG.L Global X Wind Energy UCITS ETF USD Accumulating | 16.77% | 23.53% | -18.76% | -23.82% | -3.71% |
BUGG.L Global X Cybersecurity UCITS ETF USD Accumulating | 18.95% | -11.39% | 11.20% | 36.05% | -20.87% |
Correlation
The correlation between WNDG.L and BUGG.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022 | 0.23 |
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Return for Risk
WNDG.L vs. BUGG.L — Risk / Return Rank
WNDG.L
BUGG.L
WNDG.L vs. BUGG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Wind Energy UCITS ETF USD Accumulating (WNDG.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.
| WNDG.L | BUGG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.14 | ||
| Sortino ratioReturn per unit of downside risk | +2.66 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.05 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 4.94 | 0.08 | +4.86 |
| Martin ratioReturn relative to average drawdown | 16.13 | 0.17 | +15.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WNDG.L | BUGG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 0.09 | +2.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.17 | 0.07 | -0.23 |
Drawdowns
WNDG.L vs. BUGG.L - Drawdown Comparison
The maximum WNDG.L drawdown since its inception was -52.03%, which is greater than BUGG.L's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for WNDG.L and BUGG.L.
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Drawdown Indicators
| WNDG.L | BUGG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.03% | -40.14% | -11.89% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -36.02% | +27.26% |
Max Drawdown (3Y)Largest decline over 3 years | -39.56% | -40.14% | +0.58% |
Current DrawdownCurrent decline from peak | -21.30% | -6.67% | -14.63% |
Average DrawdownAverage peak-to-trough decline | -28.82% | -15.07% | -13.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 16.98% | -14.29% |
Volatility
WNDG.L vs. BUGG.L - Volatility Comparison
The current volatility for Global X Wind Energy UCITS ETF USD Accumulating (WNDG.L) is 4.77%, while Global X Cybersecurity UCITS ETF USD Accumulating (BUGG.L) has a volatility of 14.26%. This indicates that WNDG.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.
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Volatility by Period
| WNDG.L | BUGG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 14.26% | -9.49% |
Volatility (6M)Calculated over the trailing 6-month period | 13.61% | 26.41% | -12.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.43% | 29.70% | -10.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.70% | 30.35% | -9.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.70% | 30.35% | -9.65% |
WNDG.L vs. BUGG.L - Expense Ratio Comparison
Both WNDG.L and BUGG.L have an expense ratio of 0.50%.
Dividends
WNDG.L vs. BUGG.L - Dividend Comparison
Neither WNDG.L nor BUGG.L has paid dividends to shareholders.
Frequently Asked Questions
WNDG.L and BUGG.L have a correlation of 0.19, 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.
WNDG.L and BUGG.L have the same expense ratio: 0.50% per year.
WNDG.L is categorized as Energy Equities, while BUGG.L is Technology Equities. WNDG.L tracks S&P Global Clean Energy TR USD, while BUGG.L tracks MSCI World/Information Tech NR USD.
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