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 8.40%/yr vs -58.66%/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 -15.97% return, which is significantly higher than BOIL's -51.24% return. Over the past 10 years, SOCL has outperformed BOIL with an annualized return of 8.40%, while BOIL has yielded a comparatively lower -58.66% annualized return.
SOCL
- 1D
- 0.44%
- 1M
- 1.08%
- 6M
- -20.41%
- YTD
- -15.97%
- 1Y
- -12.95%
- 3Y*
- 5.65%
- 5Y*
- -7.35%
- 10Y*
- 8.40%
BOIL
- 1D
- 2.15%
- 1M
- -16.55%
- 6M
- -39.97%
- YTD
- -51.24%
- 1Y
- -75.69%
- 3Y*
- -66.16%
- 5Y*
- -68.31%
- 10Y*
- -58.66%
SOCL vs. BOIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOCL Global X Social Media ETF | -15.97% | 31.04% | 5.08% | 31.08% | -42.23% | -12.84% | 78.35% | 25.74% | -16.39% | 54.65% |
BOIL ProShares Ultra Bloomberg Natural Gas | -51.24% | -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 | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.89 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | -0.97 | +0.59 |
| Martin ratioReturn relative to average drawdown | -0.72 | -1.37 | +0.66 |
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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% | -77.83% | +44.31% |
Max Drawdown (3Y)Largest decline over 3 years | -33.52% | -97.17% | +63.65% |
Max Drawdown (5Y)Largest decline over 5 years | -65.10% | -99.92% | +34.82% |
Max Drawdown (10Y)Largest decline over 10 years | -68.70% | -99.99% | +31.29% |
Current DrawdownCurrent decline from peak | -39.63% | -100.00% | +60.37% |
Average DrawdownAverage peak-to-trough decline | -22.09% | -93.61% | +71.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.09% | 55.12% | -37.03% |
Volatility
SOCL vs. BOIL - Volatility Comparison
The current volatility for Global X Social Media ETF (SOCL) is 8.31%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 19.79%. 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 | 8.31% | 19.79% | -11.48% |
Volatility (6M)Calculated over the trailing 6-month period | 19.64% | 101.25% | -81.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.46% | 111.98% | -87.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.90% | 119.03% | -89.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.62% | 101.76% | -74.14% |
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 0.47%, 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 | 0.47% | 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 (19.79%) compared to SOCL (8.31%). In terms of maximum drawdown, SOCL dropped -68.70% vs BOIL's -100.00%.
On 10-year performance, SOCL leads with 8.40% vs -58.66% for BOIL. On fees, SOCL is cheaper at 0.65% per year. On volatility, SOCL has been the lower-risk option at 8.31%. 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 8.40% return vs -58.66%. 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 0.47%, 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.
SOCL currently has the higher Sharpe Ratio (-0.53 vs -0.68), 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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