Global X Cybersecurity ETF

10-Year Study

BUG.US · · US · ETF

Executive Summary: Global X Cybersecurity ETF has compounded at 8.6% annually over the last 10 years, with a maximum drawdown of 36.5% and an annualized volatility of 20.8%.

1Y CAGR
-27.7%
3Y CAGR
+2.3%
5Y CAGR
-0.6%
10Y CAGR
+8.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
36.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +70.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -33.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.0-12.30.03.3————————-14.9%
20256.8-1.1-4.54.92.96.3-6.6-1.22.8-2.2-8.6-3.1-5.0%
20242.52.2-3.0-5.70.25.20.63.80.3-1.510.0-4.29.6%
20236.71.94.0-9.014.1-0.34.7-1.2-3.2-4.915.99.641.4%
2022-9.97.81.8-7.3-9.5-5.13.05.0-11.05.1-9.2-8.1-33.6%
2021-1.3-4.8-5.67.32.05.13.98.7-6.39.5-4.70.413.2%
20205.8-10.2-6.114.114.91.712.82.6-4.4-4.610.023.870.8%
2019——————————10.2-3.36.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 20.8%. The dominant macroeconomic risk driver is QQQ.US, accounting for 39.3% of variance. Idiosyncratic stock-specific factors contribute 35.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-10-0110000
2019-11-0111021.746262881496
2019-12-0110654.713448541797
2020-01-0111272.794777086747
2020-02-0110119.894852951842
2020-03-019501.814154564563
2020-04-0110838.535482181662
2020-05-0112457.719314017935
2020-06-0112671.413341852898
2020-07-0114289.71369263564
2020-08-0114656.776754543504
2020-09-0114012.80476796337
2020-10-0113368.83404169858
2020-11-0114701.854453318972
2020-12-0118201.33550950417
2021-01-0117962.86494239482
2021-02-0117099.203607906056
2021-03-0116145.307475999916
2021-04-0117331.2301826806
2021-05-0117685.71907843858
2021-06-0118581.60541586273
2021-07-0119303.472452363643
2021-08-0120979.229319193993
2021-09-0119664.40534045643
2021-10-0121527.07831508701
2021-11-0120521.62142229505
2021-12-0120610.070352875257
2022-01-0118566.578676060682
2022-02-0120019.729825285012
2022-03-0120383.01446180274
2022-04-0118890.94351455551
2022-05-0117087.481414926195
2022-06-0116218.183950235738
2022-07-0116698.244364921607
2022-08-0117528.615730012458
2022-09-0115595.40668673294
2022-10-0116393.342576226583
2022-11-0114888.29416192058
2022-12-0113678.630895175214
2023-01-0114589.66118172806
2023-02-0114865.210226148178
2023-03-0115458.502412265338
2023-04-0114067.565469498139
2023-05-0116045.200628522203
2023-06-0115992.463993423911
2023-07-0116747.25928882008
2023-08-0116539.608473041713
2023-09-0116012.2396014281
2023-10-0115227.777743237293
2023-11-0117647.08285136724
2023-12-0119341.729324517568
2024-01-0119816.859385592295
2024-02-0120245.79510850007
2024-03-0119632.087074185867
2024-04-0118510.25140255796
2024-05-0118556.447001040244
2024-06-0119519.902624802337
2024-07-0119632.087074185867
2024-08-0120371.17758012692
2024-09-0120423.969669100185
2024-10-0120120.413897188573
2024-11-0122126.51453848799
2024-12-0121195.82711357294
2025-01-0122629.138378710726
2025-02-0122371.537485051405
2025-03-0121360.95615008591
2025-04-0122404.562788227868
2025-05-0123058.472361266035
2025-06-0124504.99173116986
2025-07-0122886.739272370047
2025-08-0122609.323700930992
2025-09-0123243.413554928058
2025-10-0122721.610235857082
2025-11-0120773.100964346675
2025-12-0120126.999044841486
2026-01-0118917.79327256464
2026-02-0116591.88973100126
2026-03-0116591.88973100126
2026-04-0117133.719662479598
Annual Return Matrix
YearAnnual Return
20200.7082895375281257
20210.13233835737566202
2022-0.33631323615220254
20230.4140106179295959
20240.0958599801469211
2025-0.05042634396876278
2026-0.14871960671797513
Total Factor Risk
0.20791539610524679
VTI.US Exposure
0.04618307133557679
VEA.US Exposure
-0.09434428099766103
VWO.US Exposure
0.012026536024540263
QQQ.US Exposure
0.3930105721132672
VTV.US Exposure
0.0026739966708607885
IJR.US Exposure
0.02322014206946847
QUAL.US Exposure
-0.053527817259763674
SHV.US Exposure
0.05608995705706087
TLT.US Exposure
-0.00424002983312747
LQD.US Exposure
-0.026273993661383183
HYG.US Exposure
0.0864618684965843
GLD.US Exposure
0.0017438829920256313
USO.US Exposure
0.015862052537618767
VNQ.US Exposure
0.13581306050019304
BTC-USD.CC Exposure
-0.003806732951210759
CPER.US Exposure
0.00848350544997376
VIX.INDX Exposure
0.02362836412338068
UUP.US Exposure
0.003412972851674197
TIP.US Exposure
0.020950606253385094
Idiosyncratic Exposure
0.35263226622753624
Value Score
42
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →19.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.05%
Market Cap$10.2B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-17.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
30.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Global X Cybersecurity ETF a high-risk investment?

Global X Cybersecurity ETF (BUG.US) has an annualized volatility of 20.8% and experienced a maximum drawdown of 36.5% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of BUG.US?

Over the past 10 years, BUG.US has generated a Compound Annual Growth Rate (CAGR) of 8.6%. It has had a positive return in 57% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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