SOCL vs. BOIL

Last updated Apr 1, 2026

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.

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.

SOCL vs. BOIL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SOCL Global X Social Media ETF	-21.58%	31.04%	5.08%	31.08%	-42.23%	-12.84%	78.35%	25.74%	-16.39%	54.65%
BOIL ProShares Ultra Bloomberg Natural Gas	-29.61%	-58.98%	-60.75%	-92.00%	-31.85%	23.84%	-74.74%	-67.70%	-20.55%	-65.72%

Returns By Period

In the year-to-date period, SOCL achieves a -21.58% return, which is significantly higher than BOIL's -29.61% return. Over the past 10 years, SOCL has outperformed BOIL with an annualized return of 9.33%, while BOIL has yielded a comparatively lower -55.56% annualized return.

SOCL

• 1D: 4.24%
• 1M: -12.22%
• YTD: -21.58%
• 6M: -28.56%
• 1Y: -0.80%
• 3Y*: 5.85%
• 5Y*: -8.43%
• 10Y*: 9.33%

BOIL

• 1D: 0.75%
• 1M: -1.95%
• YTD: -29.61%
• 6M: -46.25%
• 1Y: -81.20%
• 3Y*: -64.52%
• 5Y*: -62.47%
• 10Y*: -55.56%

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

SOCL vs. BOIL - Expense Ratio Comparison

SOCL has a 0.65% expense ratio, which is lower than BOIL's 1.31% expense ratio.

BOIL

ProShares Ultra Bloomberg Natural Gas

SOCL

Global X Social Media ETF

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: 11
SOCL Sharpe Ratio Rank: 11
SOCL Sortino Ratio Rank: 12
SOCL Omega Ratio Rank: 12
SOCL Calmar Ratio Rank: 11
SOCL Martin Ratio Rank: 11

BOIL

BOIL Risk / Return Rank: 2
BOIL Sharpe Ratio Rank: 2
BOIL Sortino Ratio Rank: 2
BOIL Omega Ratio Rank: 2
BOIL Calmar Ratio Rank: 0
BOIL Martin Ratio Rank: 3

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.

	SOCL	BOIL	Difference
Sharpe ratio Return per unit of total volatility	-0.03	-0.68	+0.65
Sortino ratio Return per unit of downside risk	0.15	-1.00	+1.15
Omega ratio Gain probability vs. loss probability	1.02	0.88	+0.14
Calmar ratio Return relative to maximum drawdown	-0.04	-0.99	+0.95
Martin ratio Return relative to average drawdown	-0.13	-1.33	+1.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SOCL vs. BOIL - Sharpe Ratio Comparison

The current SOCL Sharpe Ratio is -0.03, which is higher than the BOIL Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of SOCL and BOIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SOCL	BOIL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.03	-0.68	+0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.29	-0.53	+0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	-0.55	+0.89
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	-0.61	+0.92

Correlation

The correlation between SOCL and BOIL is 0.01, 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.

Dividends

SOCL vs. BOIL - Dividend Comparison

SOCL's dividend yield for the trailing twelve months is around 0.55%, while BOIL has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SOCL Global X Social Media ETF	0.55%	0.43%	0.25%	0.61%	0.39%	0.00%	0.00%	0.00%	0.00%	1.49%	0.18%	0.01%
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.

Drawdown Indicators

	SOCL	BOIL	Difference
Max Drawdown Largest peak-to-trough decline	-68.70%	-100.00%	+31.30%
Max Drawdown (1Y) Largest decline over 1 year	-33.52%	-81.53%	+48.01%
Max Drawdown (5Y) Largest decline over 5 years	-66.32%	-99.88%	+33.56%
Max Drawdown (10Y) Largest decline over 10 years	-68.70%	-99.98%	+31.28%
Current Drawdown Current decline from peak	-43.65%	-100.00%	+56.35%
Average Drawdown Average peak-to-trough decline	-21.73%	-93.51%	+71.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.34%	60.91%	-49.57%

Volatility

SOCL vs. BOIL - Volatility Comparison

The current volatility for Global X Social Media ETF (SOCL) is 9.51%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 29.44%. 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.

Volatility by Period

	SOCL	BOIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.51%	29.44%	-19.93%
Volatility (6M) Calculated over the trailing 6-month period	17.42%	109.34%	-91.92%
Volatility (1Y) Calculated over the trailing 1-year period	26.60%	120.51%	-93.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.66%	118.61%	-88.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.42%	101.94%	-74.52%