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IGN vs. SOCL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGN and SOCL is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

IGN vs. SOCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares North American Tech-Multimedia Networking ETF (IGN) and Global X Social Media ETF (SOCL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


IGN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

SOCL

YTD

11.89%

1M

5.11%

6M

8.63%

1Y

13.17%

3Y*

9.43%

5Y*

3.93%

10Y*

8.74%

*Annualized

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IGN vs. SOCL - Expense Ratio Comparison

IGN has a 0.46% expense ratio, which is lower than SOCL's 0.65% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

IGN vs. SOCL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IGN
The Risk-Adjusted Performance Rank of IGN is 8686
Overall Rank
The Sharpe Ratio Rank of IGN is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of IGN is 9898
Sortino Ratio Rank
The Omega Ratio Rank of IGN is 9999
Omega Ratio Rank
The Calmar Ratio Rank of IGN is 3939
Calmar Ratio Rank
The Martin Ratio Rank of IGN is 9898
Martin Ratio Rank

SOCL
The Risk-Adjusted Performance Rank of SOCL is 3939
Overall Rank
The Sharpe Ratio Rank of SOCL is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of SOCL is 4444
Sortino Ratio Rank
The Omega Ratio Rank of SOCL is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SOCL is 2828
Calmar Ratio Rank
The Martin Ratio Rank of SOCL is 4141
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.

IGN vs. SOCL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares North American Tech-Multimedia Networking ETF (IGN) and Global X Social Media ETF (SOCL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

IGN vs. SOCL - Dividend Comparison

IGN has not paid dividends to shareholders, while SOCL's dividend yield for the trailing twelve months is around 0.22%.


TTM20242023202220212020201920182017201620152014
IGN
iShares North American Tech-Multimedia Networking ETF
0.00%0.77%0.37%0.30%0.22%0.60%0.42%0.65%0.57%0.75%0.72%0.50%
SOCL
Global X Social Media ETF
0.22%0.25%0.61%0.39%0.00%0.00%0.00%0.00%1.49%0.18%0.01%0.05%

Drawdowns

IGN vs. SOCL - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

IGN vs. SOCL - Volatility Comparison


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