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SOCL vs. BOIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOCL vs. BOIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Social Media ETF (SOCL) and ProShares Ultra Bloomberg Natural Gas (BOIL). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOCL vs. BOIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

SOCL
SOCL Risk / Return Rank: 44
Overall Rank
SOCL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SOCL Sortino Ratio Rank: 33
Sortino Ratio Rank
SOCL Omega Ratio Rank: 33
Omega Ratio Rank
SOCL Calmar Ratio Rank: 44
Calmar Ratio Rank
SOCL Martin Ratio Rank: 44
Martin Ratio Rank

BOIL
BOIL Risk / Return Rank: 33
Overall Rank
BOIL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 44
Sortino Ratio Rank
BOIL Omega Ratio Rank: 33
Omega Ratio Rank
BOIL Calmar Ratio Rank: 11
Calmar Ratio Rank
BOIL Martin Ratio Rank: 22
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.

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.


SOCLBOILDifference
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

SOCL vs. BOIL - Sharpe Ratio Comparison

The current SOCL Sharpe Ratio is -0.75, which is comparable to the BOIL Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of SOCL and BOIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


SOCLBOILDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-44.44%

-100.00%

+55.56%

Average Drawdown

Average peak-to-trough decline

-22.02%

-93.59%

+71.57%

Ulcer Index

Depth 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


SOCLBOILDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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