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Global X Social Media ETF (SOCL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS37950E4162
CUSIP37950E416
IssuerGlobal X
Inception DateNov 14, 2011
RegionGlobal (Broad)
CategoryLarge Cap Growth Equities
Index TrackedSolactive Social Media Index
Home Pagewww.globalxetfs.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

SOCL has a high expense ratio of 0.65%, indicating higher-than-average management fees.


Expense ratio chart for SOCL: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Global X Social Media ETF

Popular comparisons: SOCL vs. IGN, SOCL vs. SOXL, SOCL vs. TECL, SOCL vs. TQQQ, SOCL vs. BOIL, SOCL vs. XLC, SOCL vs. IGV, SOCL vs. VGT, SOCL vs. ITB, SOCL vs. FXAIX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Global X Social Media ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%December2024FebruaryMarchAprilMay
211.76%
321.63%
SOCL (Global X Social Media ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Global X Social Media ETF had a return of 10.97% year-to-date (YTD) and 27.06% in the last 12 months. Over the past 10 years, Global X Social Media ETF had an annualized return of 10.36%, while the S&P 500 had an annualized return of 10.99%, indicating that Global X Social Media ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date10.97%11.18%
1 month17.40%5.60%
6 months16.65%17.48%
1 year27.06%26.33%
5 years (annualized)7.04%13.16%
10 years (annualized)10.36%10.99%

Monthly Returns

The table below presents the monthly returns of SOCL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.76%2.63%2.08%0.47%10.97%
202317.97%-6.64%8.38%-6.05%0.72%5.05%11.31%-6.80%-5.56%-3.24%13.02%3.11%31.08%
2022-7.48%-10.68%-4.88%-10.09%-4.36%-8.60%-0.12%-2.54%-14.04%-10.38%22.69%1.64%-42.23%
20216.13%9.07%-6.74%3.60%-2.59%7.55%-8.19%-0.59%-7.76%0.30%-8.00%-4.23%-12.84%
20200.46%-5.80%-10.01%16.10%11.13%12.59%9.73%7.00%-3.00%6.78%9.15%8.61%78.35%
201913.94%-0.61%2.24%7.02%-9.90%4.58%5.00%-2.72%-2.83%-0.47%4.50%4.31%25.74%
20188.89%2.01%-5.44%-2.22%3.25%1.80%-7.31%0.30%-3.54%-8.97%1.00%-6.07%-16.39%
20179.16%2.50%2.52%7.10%7.27%-0.74%4.81%4.35%1.55%4.20%0.46%1.69%54.65%
2016-8.05%-5.04%6.17%1.14%7.03%4.96%5.40%7.62%6.36%-6.93%-2.30%-5.67%9.00%
2015-0.78%4.70%3.26%4.50%-0.05%-0.74%-5.04%-7.41%-0.74%10.29%5.13%-2.02%10.27%
20140.28%4.89%-12.68%-11.85%3.61%10.00%0.26%3.67%-5.41%0.31%-0.98%-5.71%-15.04%
20138.05%-0.58%-0.67%7.30%-0.45%0.50%12.89%5.08%12.12%-1.42%-0.09%9.32%63.99%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SOCL is 45, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of SOCL is 4545
SOCL (Global X Social Media ETF)
The Sharpe Ratio Rank of SOCL is 4747Sharpe Ratio Rank
The Sortino Ratio Rank of SOCL is 4848Sortino Ratio Rank
The Omega Ratio Rank of SOCL is 4444Omega Ratio Rank
The Calmar Ratio Rank of SOCL is 3434Calmar Ratio Rank
The Martin Ratio Rank of SOCL is 5151Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Global X Social Media ETF (SOCL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SOCL
Sharpe ratio
The chart of Sharpe ratio for SOCL, currently valued at 1.12, compared to the broader market0.002.004.001.12
Sortino ratio
The chart of Sortino ratio for SOCL, currently valued at 1.72, compared to the broader market0.005.0010.001.72
Omega ratio
The chart of Omega ratio for SOCL, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.19
Calmar ratio
The chart of Calmar ratio for SOCL, currently valued at 0.47, compared to the broader market0.005.0010.0015.000.47
Martin ratio
The chart of Martin ratio for SOCL, currently valued at 4.15, compared to the broader market0.0020.0040.0060.0080.00100.004.15
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current Global X Social Media ETF Sharpe ratio is 1.12. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Global X Social Media ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.12
2.38
SOCL (Global X Social Media ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X Social Media ETF granted a 0.55% dividend yield in the last twelve months. The annual payout for that period amounted to $0.25 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.25$0.25$0.12$0.00$0.00$0.00$0.00$0.49$0.04$0.00$0.01$0.00

Dividend yield

0.55%0.61%0.39%0.00%0.00%0.00%0.00%1.49%0.18%0.01%0.05%0.00%

Monthly Dividends

The table displays the monthly dividend distributions for Global X Social Media ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.05$0.25
2022$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$0.00$0.12
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.04
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01
2013$0.00$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-42.10%
-0.09%
SOCL (Global X Social Media ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X Social Media ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Global X Social Media ETF was 68.70%, occurring on Nov 3, 2022. The portfolio has not yet recovered.

The current Global X Social Media ETF drawdown is 42.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.7%Feb 17, 2021434Nov 3, 2022
-34.99%Mar 13, 2018508Mar 18, 202051Jun 1, 2020559
-30.71%Mar 7, 2014488Feb 11, 2016124Aug 9, 2016612
-25.94%Feb 14, 2012192Nov 16, 2012164Jul 17, 2013356
-15.82%Oct 6, 201660Dec 30, 201678Apr 25, 2017138

Volatility

Volatility Chart

The current Global X Social Media ETF volatility is 7.69%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
7.69%
3.36%
SOCL (Global X Social Media ETF)
Benchmark (^GSPC)