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SOCL vs. COPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SOCL vs. COPX - Performance Comparison

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

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SOCL vs. COPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
COPX
Global X Copper Miners ETF
6.35%93.50%3.57%8.38%-0.76%23.39%51.66%12.48%-31.31%38.92%

Returns By Period

In the year-to-date period, SOCL achieves a -21.58% return, which is significantly lower than COPX's 6.35% return. Over the past 10 years, SOCL has underperformed COPX with an annualized return of 9.33%, while COPX has yielded a comparatively higher 20.82% 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%

COPX

1D
7.92%
1M
-20.22%
YTD
6.35%
6M
30.65%
1Y
101.10%
3Y*
28.34%
5Y*
18.72%
10Y*
20.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SOCL vs. COPX - Expense Ratio Comparison

Both SOCL and COPX have an expense ratio of 0.65%.


Return for Risk

SOCL vs. COPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SOCL
SOCL Risk / Return Rank: 1111
Overall Rank
SOCL Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SOCL Sortino Ratio Rank: 1212
Sortino Ratio Rank
SOCL Omega Ratio Rank: 1212
Omega Ratio Rank
SOCL Calmar Ratio Rank: 1111
Calmar Ratio Rank
SOCL Martin Ratio Rank: 1111
Martin Ratio Rank

COPX
COPX Risk / Return Rank: 9494
Overall Rank
COPX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
COPX Sortino Ratio Rank: 9393
Sortino Ratio Rank
COPX Omega Ratio Rank: 9191
Omega Ratio Rank
COPX Calmar Ratio Rank: 9494
Calmar Ratio Rank
COPX Martin Ratio Rank: 9494
Martin Ratio Rank
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. COPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Social Media ETF (SOCL) and Global X Copper Miners ETF (COPX). 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.


SOCLCOPXDifference

Sharpe ratio

Return per unit of total volatility

-0.03

2.41

-2.44

Sortino ratio

Return per unit of downside risk

0.15

2.75

-2.60

Omega ratio

Gain probability vs. loss probability

1.02

1.38

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.04

3.46

-3.51

Martin ratio

Return relative to average drawdown

-0.13

13.40

-13.52

SOCL vs. COPX - Sharpe Ratio Comparison

The current SOCL Sharpe Ratio is -0.03, which is lower than the COPX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of SOCL and COPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SOCLCOPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

2.41

-2.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

0.52

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.59

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.16

+0.14

Correlation

The correlation between SOCL and COPX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SOCL vs. COPX - Dividend Comparison

SOCL's dividend yield for the trailing twelve months is around 0.55%, less than COPX's 2.52% yield.


TTM20252024202320222021202020192018201720162015
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%
COPX
Global X Copper Miners ETF
2.52%2.68%1.80%2.39%3.14%1.48%1.30%1.37%2.59%1.57%0.60%1.20%

Drawdowns

SOCL vs. COPX - Drawdown Comparison

The maximum SOCL drawdown since its inception was -68.70%, smaller than the maximum COPX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for SOCL and COPX.


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Drawdown Indicators


SOCLCOPXDifference

Max Drawdown

Largest peak-to-trough decline

-68.70%

-83.16%

+14.46%

Max Drawdown (1Y)

Largest decline over 1 year

-33.52%

-27.82%

-5.70%

Max Drawdown (5Y)

Largest decline over 5 years

-66.32%

-42.12%

-24.20%

Max Drawdown (10Y)

Largest decline over 10 years

-68.70%

-65.41%

-3.29%

Current Drawdown

Current decline from peak

-43.65%

-20.22%

-23.43%

Average Drawdown

Average peak-to-trough decline

-21.73%

-39.60%

+17.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.34%

7.20%

+4.14%

Volatility

SOCL vs. COPX - Volatility Comparison

The current volatility for Global X Social Media ETF (SOCL) is 9.51%, while Global X Copper Miners ETF (COPX) has a volatility of 18.96%. This indicates that SOCL experiences smaller price fluctuations and is considered to be less risky than COPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOCLCOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.51%

18.96%

-9.45%

Volatility (6M)

Calculated over the trailing 6-month period

17.42%

33.75%

-16.33%

Volatility (1Y)

Calculated over the trailing 1-year period

26.60%

42.22%

-15.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.66%

36.05%

-6.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.42%

35.51%

-8.09%