SOCL vs. DBO
SOCL (Global X Social Media ETF) and DBO (Invesco DB Oil Fund) are both exchange-traded funds - SOCL is a Large Cap Growth Equities fund tracking the Solactive Social Media Index, while DBO is a Oil & Gas fund tracking the DBIQ Optimum Yield Crude Oil Index Excess Return. Both are passively managed. Over the past 10 years, SOCL returned 7.94%/yr vs 11.43%/yr for DBO. Their 0.18 correlation means their historical movements had little consistent relationship. SOCL charges 0.65%/yr vs 0.78%/yr for DBO.
Performance
SOCL vs. DBO - Performance Comparison
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Returns By Period
In the year-to-date period, SOCL achieves a -15.30% return, which is significantly lower than DBO's 66.72% return. Over the past 10 years, SOCL has underperformed DBO with an annualized return of 7.94%, while DBO has yielded a comparatively higher 11.43% annualized return.
SOCL
- 1D
- 2.67%
- 1M
- 3.26%
- 6M
- -15.56%
- YTD
- -15.30%
- 1Y
- -13.52%
- 3Y*
- 6.70%
- 5Y*
- -6.29%
- 10Y*
- 7.94%
- ALL TIME*
- 8.35%
DBO
- 1D
- -5.53%
- 1M
- 17.71%
- 6M
- 53.16%
- YTD
- 66.72%
- 1Y
- 51.44%
- 3Y*
- 12.33%
- 5Y*
- 13.64%
- 10Y*
- 11.43%
- ALL TIME*
- 0.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $11.34M | $10.71M | $13.49M | |
| $257.44K | $226.25K | $381.77K |
SOCL vs. DBO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOCL Global X Social Media ETF | -15.30% | 31.04% | 5.08% | 31.08% | -42.23% | -12.84% | 78.35% | 25.74% | -16.39% | 54.65% |
DBO Invesco DB Oil Fund | 66.72% | -11.71% | 7.85% | -4.44% | 13.04% | 60.74% | -20.99% | 28.05% | -15.22% | 4.86% |
Correlation
The correlation between SOCL and DBO is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.20 |
Correlation (3Y) Balances recent behavior with more history. | -0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2011 | 0.18 |
The correlation between SOCL and DBO shifts across timeframes, from -0.20 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SOCL vs. DBO — Risk / Return Rank
SOCL
DBO
SOCL vs. DBO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Social Media ETF (SOCL) and Invesco DB Oil Fund (DBO). 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 | DBO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.55 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.23 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 1.86 | -2.27 |
| Martin ratioReturn relative to average drawdown | -0.71 | 5.64 | -6.35 |
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Drawdowns
SOCL vs. DBO - Drawdown Comparison
The maximum SOCL drawdown since its inception was -68.70%, smaller than the maximum DBO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for SOCL and DBO.
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Drawdown Indicators
| SOCL | DBO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.70% | -90.18% | +21.48% |
Max Drawdown (1Y)Largest decline over 1 year | -33.52% | -27.73% | -5.79% |
Max Drawdown (3Y)Largest decline over 3 years | -33.52% | -28.20% | -5.32% |
Max Drawdown (5Y)Largest decline over 5 years | -64.06% | -37.68% | -26.38% |
Max Drawdown (10Y)Largest decline over 10 years | -68.70% | -61.69% | -7.01% |
Current DrawdownCurrent decline from peak | -39.14% | -56.13% | +16.99% |
Average DrawdownAverage peak-to-trough decline | -22.16% | -62.20% | +40.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.14% | 9.16% | +9.98% |
Volatility
SOCL vs. DBO - Volatility Comparison
The current volatility for Global X Social Media ETF (SOCL) is 7.01%, while Invesco DB Oil Fund (DBO) has a volatility of 18.99%. This indicates that SOCL experiences smaller price fluctuations and is considered to be less risky than DBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOCL | DBO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.01% | 18.99% | -11.98% |
Volatility (6M)Calculated over the trailing 6-month period | 19.84% | 34.30% | -14.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.00% | 38.86% | -13.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.90% | 33.43% | -3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.68% | 32.24% | -4.56% |
SOCL vs. DBO - Expense Ratio Comparison
SOCL has a 0.65% expense ratio, which is lower than DBO's 0.78% expense ratio.
Dividends
SOCL vs. DBO - Dividend Comparison
SOCL's dividend yield for the trailing twelve months is around 0.46%, less than DBO's 2.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBO Invesco DB Oil Fund | 2.11% | 3.51% | 4.68% | 4.59% | 0.66% | 0.00% | 0.00% | 1.63% | 1.58% | 0.00% | 0.00% | 0.00% |
SOCL Global X Social Media ETF | 0.46% | 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 DBO have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBO has higher volatility (18.99%) compared to SOCL (7.01%). In terms of maximum drawdown, SOCL dropped -68.70% vs DBO's -90.18%.
On 10-year performance, DBO leads with 11.43% vs 7.94% for SOCL. On fees, SOCL is cheaper at 0.65% per year. On volatility, SOCL has been the lower-risk option at 7.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DBO has performed better with a 11.43% return vs 7.94%. 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 0.78% for DBO.
DBO has the higher dividend yield at 2.11%, compared with 0.46% for SOCL.
SOCL is categorized as Large Cap Growth Equities, while DBO is Oil & Gas. SOCL tracks Solactive Social Media Index, while DBO tracks DBIQ Optimum Yield Crude Oil Index Excess Return. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.65% for SOCL and 0.78% for DBO.
DBO currently has the higher Sharpe Ratio (1.33 vs -0.54), 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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