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Global X Social Media ETF (SOCL)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US37950E4162
CUSIP
37950E416
Issuer
Global X
Inception Date
Nov 14, 2011
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
Solactive Social Media Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

Global X Social Media ETF (SOCL) has returned -21.58% so far this year and -0.80% over the past 12 months. Over the last ten years, SOCL has returned 9.33% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Global X Social Media ETF

1D
4.24%
1M
-12.22%
YTD
-21.58%
6M
-28.56%
1Y
-0.80%
3Y*
5.85%
5Y*
-8.43%
10Y*
9.33%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 15, 2011, SOCL's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, your investment would double in approximately 6.7 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2022 with a return of +22.7%, while the worst month was May 2012 at -15.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 12 months.

On a daily basis, SOCL closed higher 52% of trading days. The best single day was Mar 16, 2022 with a return of +14.1%, while the worst single day was Mar 16, 2020 at -12.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.24%-11.76%-12.22%-21.58%
20259.03%0.91%-5.84%-1.03%7.33%14.97%3.05%4.41%5.67%-4.54%-4.41%-0.17%31.04%
2024-4.76%2.63%2.08%0.47%3.63%0.94%-3.15%-3.89%10.15%-3.74%3.93%-2.31%5.08%
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%

Benchmark Metrics

Global X Social Media ETF has an annualized alpha of -2.69%, beta of 1.08, and R² of 0.47 versus S&P 500 Index. Calculated based on daily prices since November 16, 2011.

  • This ETF participated in 111.89% of S&P 500 Index downside but only 92.22% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.47 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
-2.69%
Beta
1.08
0.47
Upside Capture
92.22%
Downside Capture
111.89%

Expense Ratio

SOCL has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SOCL ranks 11 for risk / return — in the bottom 11% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


SOCL Risk / Return Rank: 1111
Overall Rank
SOCL Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SOCL Sortino Ratio Rank: 1111
Sortino Ratio Rank
SOCL Omega Ratio Rank: 1111
Omega Ratio Rank
SOCL Calmar Ratio Rank: 1111
Calmar Ratio Rank
SOCL Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Global X Social Media ETF (SOCL) and compare them to a chosen benchmark (S&P 500 Index).


SOCLBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.03

0.90

-0.93

Sortino ratio

Return per unit of downside risk

0.15

1.39

-1.24

Omega ratio

Gain probability vs. loss probability

1.02

1.21

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.04

1.40

-1.44

Martin ratio

Return relative to average drawdown

-0.13

6.61

-6.73

Explore SOCL risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Global X Social Media ETF provided a 0.55% dividend yield over the last twelve months, with an annual payout of $0.24 per share.


0.00%0.50%1.00%1.50%$0.00$0.10$0.20$0.30$0.40$0.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.24$0.24$0.10$0.25$0.12$0.00$0.00$0.00$0.00$0.49$0.04$0.00

Dividend yield

0.55%0.43%0.25%0.61%0.39%0.00%0.00%0.00%0.00%1.49%0.18%0.01%

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
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.13$0.24
2024$0.00$0.00$0.00$0.00$0.00$0.10$0.00$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$0.05$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

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.


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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 43.65%.


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, 2012165Jul 17, 2013357
-15.82%Oct 6, 201660Dec 30, 201678Apr 25, 2017138

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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