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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

Expense Ratio

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


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.


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%350.00%400.00%December2025FebruaryMarchAprilMay
206.66%
349.98%
SOCL (Global X Social Media ETF)
Benchmark (^GSPC)

Returns By Period

Global X Social Media ETF (SOCL) returned 3.88% year-to-date (YTD) and 0.86% over the past 12 months. Over the past 10 years, SOCL returned 8.46% annually, underperforming the S&P 500 benchmark at 10.45%.


SOCL

YTD

3.88%

1M

5.39%

6M

4.24%

1Y

0.86%

5Y*

4.58%

10Y*

8.46%

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

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
20259.03%0.91%-5.84%-1.03%1.31%3.88%
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%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SOCL is 21, meaning it’s performing worse than 79% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SOCL is 2121
Overall Rank
The Sharpe Ratio Rank of SOCL is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of SOCL is 2323
Sortino Ratio Rank
The Omega Ratio Rank of SOCL is 2222
Omega Ratio Rank
The Calmar Ratio Rank of SOCL is 2020
Calmar Ratio Rank
The Martin Ratio Rank of SOCL is 2020
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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Global X Social Media ETF Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.03
  • 5-Year: 0.15
  • 10-Year: 0.31
  • All Time: 0.33

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Global X Social Media ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.03
0.44
SOCL (Global X Social Media ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X Social Media ETF provided a 0.24% dividend yield over the last twelve months, with an annual payout of $0.10 per share.


0.00%0.50%1.00%1.50%$0.00$0.10$0.20$0.30$0.40$0.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.10$0.10$0.25$0.12$0.00$0.00$0.00$0.00$0.49$0.04$0.00$0.01

Dividend yield

0.24%0.25%0.61%0.39%0.00%0.00%0.00%0.00%1.49%0.18%0.01%0.05%

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
2025$0.00$0.00$0.00$0.00$0.00$0.00
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$0.06$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$0.01$0.01

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%December2025FebruaryMarchAprilMay
-43.05%
-7.88%
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 43.05%.


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 8.81%, 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
8.81%
6.82%
SOCL (Global X Social Media ETF)
Benchmark (^GSPC)