SOCL vs. BOIL
Compare and contrast key facts about Global X Social Media ETF (SOCL) and ProShares Ultra Bloomberg Natural Gas (BOIL).
SOCL and BOIL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SOCL is a passively managed fund by Global X that tracks the performance of the Solactive Social Media Index. It was launched on Nov 14, 2011. BOIL is a passively managed fund by ProShares that tracks the performance of the Dow Jones-UBS Natural Gas Subindex (200%). It was launched on Oct 4, 2011. Both SOCL and BOIL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SOCL or BOIL.
Performance
SOCL vs. BOIL - Performance Comparison
Returns By Period
In the year-to-date period, SOCL achieves a 3.47% return, which is significantly higher than BOIL's -63.87% return. Over the past 10 years, SOCL has outperformed BOIL with an annualized return of 8.43%, while BOIL has yielded a comparatively lower -61.47% annualized return.
SOCL
3.47%
0.05%
-2.06%
6.57%
5.15%
8.43%
BOIL
-63.87%
20.47%
-51.96%
-75.96%
-66.96%
-61.47%
Key characteristics
| SOCL | BOIL | |
|---|---|---|
| Sharpe Ratio | 0.35 | -0.76 |
| Sortino Ratio | 0.67 | -1.26 |
| Omega Ratio | 1.08 | 0.87 |
| Calmar Ratio | 0.16 | -0.75 |
| Martin Ratio | 1.21 | -1.17 |
| Ulcer Index | 6.76% | 64.49% |
| Daily Std Dev | 23.55% | 99.19% |
| Max Drawdown | -68.70% | -100.00% |
| Current Drawdown | -46.01% | -99.99% |
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SOCL vs. BOIL - Expense Ratio Comparison
SOCL has a 0.65% expense ratio, which is lower than BOIL's 1.31% expense ratio.
Correlation
The correlation between SOCL and BOIL is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
SOCL vs. BOIL - Risk-Adjusted Performance 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.
Dividends
SOCL vs. BOIL - Dividend Comparison
SOCL's dividend yield for the trailing twelve months is around 0.38%, while BOIL has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOCL Global X Social Media ETF | 0.38% | 0.61% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 1.49% | 0.18% | 0.01% | 0.05% | 0.00% |
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% |
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. For additional features, visit the drawdowns tool.
Volatility
SOCL vs. BOIL - Volatility Comparison
The current volatility for Global X Social Media ETF (SOCL) is 7.33%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 33.22%. 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.