SOCL vs. BTC-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Global X Social Media ETF (SOCL) and Bitcoin (BTC-USD).

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.

Performance

SOCL vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Social Media ETF (SOCL) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

SOCL vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SOCL Global X Social Media ETF	-21.19%	31.04%	5.08%	31.08%	-42.23%	-12.84%	78.35%	25.74%	-16.39%	54.65%
BTC-USD Bitcoin	-21.63%	-6.27%	120.76%	155.82%	-64.23%	59.40%	304.57%	94.10%	-73.37%	1,324.24%

Returns By Period

The year-to-date returns for both stocks are quite close, with SOCL having a -21.19% return and BTC-USD slightly lower at -21.63%. Over the past 10 years, SOCL has underperformed BTC-USD with an annualized return of 9.38%, while BTC-USD has yielded a comparatively higher 66.45% annualized return.

SOCL

• 1D: 0.49%
• 1M: -10.88%
• YTD: -21.19%
• 6M: -27.22%
• 1Y: -1.96%
• 3Y*: 6.02%
• 5Y*: -8.34%
• 10Y*: 9.38%

BTC-USD

• 1D: 0.51%
• 1M: -0.38%
• YTD: -21.63%
• 6M: -42.21%
• 1Y: -19.49%
• 3Y*: 34.49%
• 5Y*: 3.06%
• 10Y*: 66.45%

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

Return for Risk

SOCL vs. BTC-USD — 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: 10
SOCL Sortino Ratio Rank: 11
SOCL Omega Ratio Rank: 10
SOCL Calmar Ratio Rank: 12
SOCL Martin Ratio Rank: 12

BTC-USD

BTC-USD Risk / Return Rank: 43
BTC-USD Sharpe Ratio Rank: 61
BTC-USD Sortino Ratio Rank: 55
BTC-USD Omega Ratio Rank: 51
BTC-USD Calmar Ratio Rank: 43
BTC-USD Martin Ratio Rank: 4

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. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Social Media ETF (SOCL) and Bitcoin (BTC-USD). 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	BTC-USD	Difference
Sharpe ratio Return per unit of total volatility	-0.07	-0.44	+0.37
Sortino ratio Return per unit of downside risk	0.08	-0.38	+0.46
Omega ratio Gain probability vs. loss probability	1.01	0.96	+0.05
Calmar ratio Return relative to maximum drawdown	-0.01	-1.11	+1.10
Martin ratio Return relative to average drawdown	-0.03	-1.99	+1.96
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. BTC-USD - Sharpe Ratio Comparison

The current SOCL Sharpe Ratio is -0.07, which is higher than the BTC-USD Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of SOCL and BTC-USD, 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	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.07	-0.44	+0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.28	0.05	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	0.97	-0.63
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	1.19	-0.89

Correlation

The correlation between SOCL and BTC-USD is 0.12, 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.

Drawdowns

SOCL vs. BTC-USD - Drawdown Comparison

The maximum SOCL drawdown since its inception was -68.70%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for SOCL and BTC-USD.

Drawdown Indicators

	SOCL	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-68.70%	-85.30%	+16.60%
Max Drawdown (1Y) Largest decline over 1 year	-33.52%	-49.65%	+16.13%
Max Drawdown (5Y) Largest decline over 5 years	-66.32%	-76.67%	+10.35%
Max Drawdown (10Y) Largest decline over 10 years	-68.70%	-83.80%	+15.10%
Current Drawdown Current decline from peak	-43.38%	-45.02%	+1.64%
Average Drawdown Average peak-to-trough decline	-21.74%	-41.99%	+20.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.50%	27.60%	-16.10%

Volatility

SOCL vs. BTC-USD - Volatility Comparison

The current volatility for Global X Social Media ETF (SOCL) is 9.19%, while Bitcoin (BTC-USD) has a volatility of 13.58%. This indicates that SOCL experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOCL	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.19%	13.58%	-4.39%
Volatility (6M) Calculated over the trailing 6-month period	17.42%	35.98%	-18.56%
Volatility (1Y) Calculated over the trailing 1-year period	26.60%	36.76%	-10.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.63%	46.90%	-17.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.42%	56.70%	-29.28%