SOCL vs. BTC-USD
SOCL (Global X Social Media ETF) is Large Cap Growth Equities fund tracking the Solactive Social Media Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, SOCL returned 9.50%/yr vs 59.71%/yr for BTC-USD. At a 0.12 correlation, their price movements are largely independent.
Performance
SOCL vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SOCL achieves a -12.77% return, which is significantly higher than BTC-USD's -27.60% return. Over the past 10 years, SOCL has underperformed BTC-USD with an annualized return of 9.50%, while BTC-USD has yielded a comparatively higher 59.71% annualized return.
SOCL
- 1D
- 1.87%
- 1M
- 2.93%
- YTD
- -12.77%
- 6M
- -12.78%
- 1Y
- 0.23%
- 3Y*
- 10.13%
- 5Y*
- -6.09%
- 10Y*
- 9.50%
BTC-USD
- 1D
- -1.08%
- 1M
- -21.71%
- YTD
- -27.60%
- 6M
- -31.22%
- 1Y
- -39.53%
- 3Y*
- 35.01%
- 5Y*
- 12.25%
- 10Y*
- 59.71%
SOCL vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOCL Global X Social Media ETF | -12.77% | 31.04% | 5.08% | 31.08% | -42.23% | -12.84% | 78.35% | 25.74% | -16.39% | 54.65% |
BTC-USD Bitcoin | -27.60% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between SOCL and BTC-USD is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.12 |
The correlation between SOCL and BTC-USD shifts across timeframes, from 0.12 (all time) to 0.28 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SOCL vs. BTC-USD — Risk / Return Rank
SOCL
BTC-USD
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 ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.87 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | -0.80 | +0.80 |
| Martin ratioReturn relative to average drawdown | 0.01 | -1.39 | +1.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOCL | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | -0.92 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.23 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.88 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 1.13 | -0.80 |
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.
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Drawdown Indicators
| SOCL | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -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 DrawdownCurrent decline from peak | -37.33% | -49.21% | +11.88% |
Average DrawdownAverage peak-to-trough decline | -21.96% | -42.28% | +20.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.75% | 33.87% | -18.12% |
Volatility
SOCL vs. BTC-USD - Volatility Comparison
The current volatility for Global X Social Media ETF (SOCL) is 7.11%, while Bitcoin (BTC-USD) has a volatility of 10.14%. 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.
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Volatility by Period
| SOCL | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.11% | 10.14% | -3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 17.87% | 34.17% | -16.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.31% | 35.51% | -12.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.69% | 44.98% | -15.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.56% | 56.69% | -29.13% |
Frequently Asked Questions
SOCL and BTC-USD have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (10.14%) compared to SOCL (7.11%). In terms of maximum drawdown, SOCL dropped -68.70% vs BTC-USD's -85.30%.
SOCL currently has the higher Sharpe Ratio (0.01 vs -0.92), 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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