SOCL vs. BOIL
SOCL (Global X Social Media ETF) and BOIL (ProShares Ultra Bloomberg Natural Gas) are both exchange-traded funds - SOCL is a Large Cap Growth Equities fund tracking the Solactive Social Media Index, while BOIL is a Oil & Gas fund tracking the Bloomberg Natural Gas Subindex. Both are passively managed. Over the past 10 years, SOCL returned 8.04%/yr vs -57.84%/yr for BOIL. At a 0.01 correlation, their price movements are largely independent. SOCL charges 0.65%/yr vs 1.31%/yr for BOIL.
Performance
SOCL vs. BOIL - Performance Comparison
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Returns By Period
In the year-to-date period, SOCL achieves a -22.66% return, which is significantly higher than BOIL's -41.05% return. Over the past 10 years, SOCL has outperformed BOIL with an annualized return of 8.04%, while BOIL has yielded a comparatively lower -57.84% annualized return.
SOCL
- 1D
- -2.56%
- 1M
- -3.67%
- YTD
- -22.66%
- 6M
- -22.03%
- 1Y
- -17.98%
- 3Y*
- 5.64%
- 5Y*
- -9.46%
- 10Y*
- 8.04%
BOIL
- 1D
- -4.80%
- 1M
- 5.97%
- YTD
- -41.05%
- 6M
- -46.24%
- 1Y
- -75.60%
- 3Y*
- -66.48%
- 5Y*
- -66.38%
- 10Y*
- -57.84%
SOCL vs. BOIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOCL Global X Social Media ETF | -22.66% | 31.04% | 5.08% | 31.08% | -42.23% | -12.84% | 78.35% | 25.74% | -16.39% | 54.65% |
BOIL ProShares Ultra Bloomberg Natural Gas | -41.05% | -58.98% | -60.75% | -92.00% | -31.85% | 23.84% | -74.74% | -67.70% | -20.55% | -65.72% |
Correlation
The correlation between SOCL and BOIL is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2011 | 0.01 |
The correlation between SOCL and BOIL shifts across timeframes, from -0.10 (1 year) to 0.02 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SOCL vs. BOIL — Risk / Return Rank
SOCL
BOIL
SOCL vs. BOIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Social Media ETF (SOCL) and ProShares Ultra Bloomberg Natural Gas (BOIL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SOCL | BOIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.89 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | -0.98 | +0.44 |
| Martin ratioReturn relative to average drawdown | -1.07 | -1.36 | +0.29 |
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Drawdowns
SOCL vs. BOIL - Drawdown Comparison
The maximum SOCL drawdown since its inception was -68.70%, smaller than the maximum BOIL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SOCL and BOIL.
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Drawdown Indicators
| SOCL | BOIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.70% | -100.00% | +31.30% |
Max Drawdown (1Y)Largest decline over 1 year | -33.52% | -77.43% | +43.91% |
Max Drawdown (3Y)Largest decline over 3 years | -33.52% | -96.86% | +63.34% |
Max Drawdown (5Y)Largest decline over 5 years | -66.32% | -99.91% | +33.59% |
Max Drawdown (10Y)Largest decline over 10 years | -68.70% | -99.99% | +31.29% |
Current DrawdownCurrent decline from peak | -44.44% | -100.00% | +55.56% |
Average DrawdownAverage peak-to-trough decline | -22.02% | -93.59% | +71.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.83% | 56.83% | -40.00% |
Volatility
SOCL vs. BOIL - Volatility Comparison
The current volatility for Global X Social Media ETF (SOCL) is 9.70%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 23.63%. This indicates that SOCL experiences smaller price fluctuations and is considered to be less risky than BOIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOCL | BOIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.70% | 23.63% | -13.93% |
Volatility (6M)Calculated over the trailing 6-month period | 19.19% | 104.46% | -85.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.07% | 113.44% | -89.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.84% | 118.97% | -89.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.61% | 101.84% | -74.23% |
SOCL vs. BOIL - Expense Ratio Comparison
SOCL has a 0.65% expense ratio, which is lower than BOIL's 1.31% expense ratio.
Dividends
SOCL vs. BOIL - Dividend Comparison
SOCL's dividend yield for the trailing twelve months is around 0.56%, while BOIL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOIL ProShares Ultra Bloomberg Natural Gas | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOCL Global X Social Media ETF | 0.56% | 0.43% | 0.25% | 0.61% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 1.49% | 0.18% | 0.01% |
Frequently Asked Questions
SOCL and BOIL have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BOIL has higher volatility (23.63%) compared to SOCL (9.70%). In terms of maximum drawdown, SOCL dropped -68.70% vs BOIL's -100.00%.
On 10-year performance, SOCL leads with 8.04% vs -57.84% for BOIL. On fees, SOCL is cheaper at 0.65% per year. On volatility, SOCL has been the lower-risk option at 9.70%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SOCL has performed better with a 8.04% return vs -57.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SOCL is cheaper with a 0.65% expense ratio, compared with 1.31% for BOIL.
SOCL has the higher dividend yield at 0.56%, compared with 0.00% for BOIL.
SOCL is categorized as Large Cap Growth Equities, while BOIL is Oil & Gas. SOCL tracks Solactive Social Media Index, while BOIL tracks Bloomberg Natural Gas Subindex. They also come from different issuers: Global X and ProShares. Their fees differ too: 0.65% for SOCL and 1.31% for BOIL.
BOIL currently has the higher Sharpe Ratio (-0.67 vs -0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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