GLOBAL X CYBERSECURITY ETF
Symbol: BUG
Exchange: NASDAQ
Sector: Technology
Category: Technology
Inception date: 25/10/2019
Latest date: 15/10/2026
Current price: $46.80
Expense ratio: 0.50%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
3.31%
Ann. 13.27% (Sharpe / Sortino numerator)
Volatility
29.01%
Sharpe ratio
0.332
VaR 95%
-3.92%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
14.54%
Ann. -45.35% (Sharpe / Sortino numerator)
Volatility
32.28%
Sharpe ratio
-1.517
VaR 95%
-4.61%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
86.83%
Ann. -48.18% (Sharpe / Sortino numerator)
Volatility
28.30%
Sharpe ratio
-1.831
VaR 95%
-3.74%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
35.55%
Ann. -22.16% (Sharpe / Sortino numerator)
Volatility
28.28%
Sharpe ratio
-0.912
VaR 95%
-3.32%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
45.53%
Ann. -6.72% (Sharpe / Sortino numerator)
Volatility
25.10%
Sharpe ratio
-0.412
VaR 95%
-2.72%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
90.85%
Ann. 3.11% (Sharpe / Sortino numerator)
Volatility
24.69%
Sharpe ratio
-0.021
VaR 95%
-2.56%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.149%
Best day
10.664%
Worst day
-5.537%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $45.47 | $46.82 | $45.19 | $46.80 | 1,681,400 |
| 14/10/2026 | $47.57 | $48.16 | $46.37 | $46.56 | 1,979,500 |
| 13/10/2026 | $48.30 | $49.72 | $48.11 | $48.57 | 983,000 |
| 12/10/2026 | $50.48 | $50.58 | $48.58 | $48.69 | 1,200,200 |
| 09/10/2026 | $48.60 | $50.13 | $48.16 | $50.08 | 2,659,000 |
| 08/10/2026 | $47.90 | $48.66 | $47.38 | $47.94 | 1,573,100 |
| 07/10/2026 | $48.49 | $48.61 | $47.64 | $47.86 | 1,467,500 |
| 06/10/2026 | $48.69 | $49.62 | $48.38 | $48.73 | 2,099,700 |
| 05/10/2026 | $47.00 | $47.83 | $46.79 | $47.73 | 3,043,500 |
| 02/10/2026 | $47.00 | $47.54 | $46.82 | $46.92 | 1,001,900 |