SOCL vs. DLN

Last updated Jun 4, 2026

SOCL (Global X Social Media ETF) and DLN (WisdomTree US LargeCap Dividend ETF) are both Large Cap Growth Equities funds - SOCL tracks the Solactive Social Media Index while DLN tracks the WisdomTree LargeCap Dividend Index. Both are passively managed. Over the past 10 years, SOCL returned 9.37%/yr vs 12.68%/yr for DLN. A 0.52 correlation means they provide meaningful diversification when combined. SOCL charges 0.65%/yr vs 0.28%/yr for DLN.

Performance

SOCL vs. DLN - Performance Comparison

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

Returns By Period

In the year-to-date period, SOCL achieves a -14.38% return, which is significantly lower than DLN's 9.93% return. Over the past 10 years, SOCL has underperformed DLN with an annualized return of 9.37%, while DLN has yielded a comparatively higher 12.68% annualized return.

SOCL

• 1D: -2.45%
• 1M: 1.38%
• YTD: -14.38%
• 6M: -14.22%
• 1Y: 0.20%
• 3Y*: 9.38%
• 5Y*: -6.44%
• 10Y*: 9.37%

DLN

• 1D: -0.51%
• 1M: 2.93%
• YTD: 9.93%
• 6M: 9.96%
• 1Y: 22.38%
• 3Y*: 18.35%
• 5Y*: 12.22%
• 10Y*: 12.68%

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

SOCL vs. DLN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SOCL Global X Social Media ETF	-14.38%	31.04%	5.08%	31.08%	-42.23%	-12.84%	78.35%	25.74%	-16.39%	54.65%
DLN WisdomTree US LargeCap Dividend ETF	9.93%	15.53%	19.66%	9.95%	-3.78%	25.60%	4.59%	28.91%	-5.82%	18.22%

Correlation

The correlation between SOCL and DLN is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (10Y) Calculated over the trailing 10-year period	0.50
Correlation (All Time) Calculated using the full available price history since Nov 16, 2011	0.52

The correlation between SOCL and DLN shifts across timeframes, from 0.37 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.

SOCL vs. DLN - Sectors Allocation Comparison

Sectors	SOCL	DLN
Communication Services	95.9%	7.8%
Technology	3.0%	20.1%
Consumer Defensive	0.6%	9.3%
Industrials	0.5%	7.9%
Consumer Cyclical	0.1%	5.0%
Basic Materials	-	1.0%
Energy	-	8.5%
Financial Services	-	18.0%
Healthcare	-	12.6%
Real Estate	-	4.0%
Utilities	-	5.9%

Return for Risk

SOCL vs. DLN — Risk / Return Rank

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

SOCL

SOCL Risk / Return Rank: 9
SOCL Sharpe Ratio Rank: 9
SOCL Sortino Ratio Rank: 9
SOCL Omega Ratio Rank: 9
SOCL Calmar Ratio Rank: 9
SOCL Martin Ratio Rank: 9

DLN

DLN Risk / Return Rank: 77
DLN Sharpe Ratio Rank: 76
DLN Sortino Ratio Rank: 80
DLN Omega Ratio Rank: 75
DLN Calmar Ratio Rank: 73
DLN Martin Ratio Rank: 79

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. DLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Social Media ETF (SOCL) and WisdomTree US LargeCap Dividend ETF (DLN). 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	DLN	Difference
Sharpe ratio: Return per unit of total volatility	0.01	2.53	-2.53
Sortino ratio: Return per unit of downside risk	0.18	3.64	-3.47
Omega ratio: Gain probability vs. loss probability	1.02	1.46	-0.44
Calmar ratio: Return relative to maximum drawdown	0.01	3.69	-3.68
Martin ratio: Return relative to average drawdown	0.01	15.59	-15.57
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. DLN - Sharpe Ratio Comparison

The current SOCL Sharpe Ratio is 0.01, which is lower than the DLN Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of SOCL and DLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SOCL	DLN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.01	2.53	-2.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.22	0.93	-1.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	0.79	-0.45
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.53	-0.21

Drawdowns

SOCL vs. DLN - Drawdown Comparison

The maximum SOCL drawdown since its inception was -68.70%, which is greater than DLN's maximum drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for SOCL and DLN.

Drawdown Indicators

	SOCL	DLN	Difference
Max Drawdown Largest peak-to-trough decline	-68.70%	-57.84%	-10.86%
Max Drawdown (1Y) Largest decline over 1 year	-33.52%	-6.10%	-27.42%
Max Drawdown (3Y) Largest decline over 3 years	-33.52%	-13.71%	-19.81%
Max Drawdown (5Y) Largest decline over 5 years	-66.32%	-16.26%	-50.06%
Max Drawdown (10Y) Largest decline over 10 years	-68.70%	-35.82%	-32.88%
Current Drawdown Current decline from peak	-38.48%	-0.51%	-37.97%
Average Drawdown Average peak-to-trough decline	-21.95%	-7.52%	-14.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.68%	1.44%	+14.24%

Volatility

SOCL vs. DLN - Volatility Comparison

Global X Social Media ETF (SOCL) has a higher volatility of 6.88% compared to WisdomTree US LargeCap Dividend ETF (DLN) at 2.17%. This indicates that SOCL's price experiences larger fluctuations and is considered to be riskier than DLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOCL	DLN	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.88%	2.17%	+4.71%
Volatility (6M) Calculated over the trailing 6-month period	17.76%	6.77%	+10.99%
Volatility (1Y) Calculated over the trailing 1-year period	23.24%	8.87%	+14.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.68%	13.26%	+16.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.55%	16.16%	+11.39%

SOCL vs. DLN - Expense Ratio Comparison

SOCL has a 0.65% expense ratio, which is higher than DLN's 0.28% expense ratio.

Dividends

SOCL vs. DLN - Dividend Comparison

SOCL's dividend yield for the trailing twelve months is around 0.50%, less than DLN's 1.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DLN WisdomTree US LargeCap Dividend ETF	1.79%	1.90%	2.00%	2.43%	2.53%	2.01%	2.66%	2.51%	2.90%	2.33%	2.64%	2.80%
SOCL Global X Social Media ETF	0.50%	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

Can I hold both SOCL and DLN in my portfolio?

SOCL and DLN have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SOCL or DLN?

SOCL has higher volatility (6.88%) compared to DLN (2.17%). In terms of maximum drawdown, SOCL dropped -68.70% vs DLN's -57.84%.

Which ETF is better, SOCL or DLN?

On 10-year performance, DLN leads with 12.68% vs 9.37% for SOCL. On fees, DLN is cheaper at 0.28% per year. On volatility, DLN has been the lower-risk option at 2.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SOCL or DLN?

Over the 10-year period, DLN has performed better with a 12.68% return vs 9.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SOCL or DLN?

DLN is cheaper with a 0.28% expense ratio, compared with 0.65% for SOCL.

Which ETF pays a higher dividend yield, SOCL or DLN?

DLN has the higher dividend yield at 1.79%, compared with 0.50% for SOCL.

What is the main difference between SOCL and DLN?

SOCL tracks Solactive Social Media Index, while DLN tracks WisdomTree LargeCap Dividend Index. They also come from different issuers: Global X and WisdomTree. Their fees differ too: 0.65% for SOCL and 0.28% for DLN.

Which has better risk-adjusted returns?

DLN currently has the higher Sharpe Ratio (2.53 vs 0.01), 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.