GLOBAL X CYBERSECURITY ETF
Symbol: BUG
Exchange: NASDAQ
Sector: Technology
Category: Technology
Inception date: 25/10/2019
Latest date: 17/07/2026
Current price: $40.88
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
21.52%
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
56.33%
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
40.34%
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
15.89%
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
36.90%
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
68.56%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.08%
Best day
7.613%
Worst day
-5.537%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $40.04 | $41.57 | $39.95 | $40.88 | 1,418,200 |
| 16/07/2026 | $41.05 | $41.23 | $40.23 | $40.72 | 1,322,800 |
| 15/07/2026 | $42.37 | $42.71 | $40.62 | $40.86 | 2,524,500 |
| 14/07/2026 | $39.15 | $42.19 | $39.15 | $41.99 | 1,627,600 |
| 13/07/2026 | $39.43 | $39.90 | $38.79 | $39.64 | 1,519,600 |
| 10/07/2026 | $41.19 | $41.22 | $39.30 | $39.37 | 769,700 |
| 09/07/2026 | $39.08 | $40.85 | $38.88 | $40.85 | 1,352,900 |
| 08/07/2026 | $39.80 | $40.20 | $39.12 | $39.67 | 794,800 |
| 07/07/2026 | $41.15 | $41.42 | $39.96 | $40.36 | 1,009,300 |
| 06/07/2026 | $39.09 | $41.05 | $39.09 | $40.67 | 1,259,100 |