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

ETF Info

ISIN

US37950E4162

CUSIP

37950E416

Issuer

Global X

Inception Date

Nov 14, 2011

Region

Global (Broad)

Leveraged

1x

Index Tracked

Solactive Social Media Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

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.


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


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-1.00%
12.33%
SOCL (Global X Social Media ETF)
Benchmark (^GSPC)

Returns By Period

Global X Social Media ETF had a return of 4.59% year-to-date (YTD) and 9.36% in the last 12 months. Over the past 10 years, Global X Social Media ETF had an annualized return of 8.57%, while the S&P 500 had an annualized return of 11.13%, indicating that Global X Social Media ETF did not perform as well as the benchmark.


SOCL

YTD

4.59%

1M

0.36%

6M

-3.07%

1Y

9.36%

5Y (annualized)

5.38%

10Y (annualized)

8.57%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

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%3.63%0.94%-3.15%-3.89%10.15%-3.74%4.59%
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%

Expense Ratio

SOCL features an expense ratio of 0.65%, falling within the medium range.


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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SOCL is 12, indicating that it is in the bottom 12% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SOCL is 1212
Combined Rank
The Sharpe Ratio Rank of SOCL is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of SOCL is 1313
Sortino Ratio Rank
The Omega Ratio Rank of SOCL is 1212
Omega Ratio Rank
The Calmar Ratio Rank of SOCL is 1111
Calmar Ratio Rank
The Martin Ratio Rank of SOCL is 1414
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for SOCL, currently valued at 0.34, compared to the broader market0.002.004.000.342.46
The chart of Sortino ratio for SOCL, currently valued at 0.65, compared to the broader market-2.000.002.004.006.008.0010.0012.000.653.31
The chart of Omega ratio for SOCL, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.46
The chart of Calmar ratio for SOCL, currently valued at 0.15, compared to the broader market0.005.0010.0015.000.153.55
The chart of Martin ratio for SOCL, currently valued at 1.18, compared to the broader market0.0020.0040.0060.0080.00100.001.1815.76
SOCL
^GSPC

The current Global X Social Media ETF Sharpe ratio is 0.34. This value is calculated based on the past 1 year 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.34
2.46
SOCL (Global X Social Media ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X Social Media ETF provided a 0.38% dividend yield over the last twelve months, with an annual payout of $0.16 per share.


0.00%0.50%1.00%1.50%$0.00$0.10$0.20$0.30$0.40$0.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.16$0.25$0.12$0.00$0.00$0.00$0.00$0.49$0.04$0.00$0.01$0.00

Dividend yield

0.38%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$0.10$0.00$0.00$0.00$0.00$0.00$0.10
2023$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.06$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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-45.43%
-1.40%
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 45.43%.


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 7.32%, 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%JuneJulyAugustSeptemberOctoberNovember
7.32%
4.07%
SOCL (Global X Social Media ETF)
Benchmark (^GSPC)