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SOCL vs. ESPO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SOCL vs. ESPO

Last updated Jun 4, 2026

SOCL (Global X Social Media ETF) and ESPO (VanEck Vectors Video Gaming and eSports ETF) are both Large Cap Growth Equities funds - SOCL tracks the Solactive Social Media Index while ESPO tracks the MVIS Global Video Gaming and eSports Index. Both are passively managed. Over the past 5 years, SOCL returned -6.44%/yr vs 6.23%/yr for ESPO. Their correlation of 0.81 suggests significant overlap in exposure. SOCL charges 0.65%/yr vs 0.55%/yr for ESPO.

Performance

SOCL vs. ESPO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Social Media ETF (SOCL) and VanEck Vectors Video Gaming and eSports ETF (ESPO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SOCL achieves a -14.38% return, which is significantly lower than ESPO's -13.31% 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%

ESPO

1D
-2.20%
1M
-1.23%
YTD
-13.31%
6M
-16.99%
1Y
-11.55%
3Y*
19.46%
5Y*
6.23%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOCL vs. ESPO - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
SOCL
Global X Social Media ETF		-14.38%31.04%5.08%31.08%-42.23%-12.84%78.35%25.74%-7.74%
ESPO
VanEck Vectors Video Gaming and eSports ETF		-13.31%25.79%47.61%33.64%-34.71%-2.13%83.93%42.36%-12.57%

Correlation

The correlation between SOCL and ESPO is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2018

0.81

The correlation between SOCL and ESPO shifts across timeframes, from 0.71 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

SOCL vs. ESPO - Sectors Allocation Comparison

Sectors
SOCL
ESPO

Communication Services

95.9%
78.1%

Technology

3.0%
8.2%

Consumer Defensive

0.6%

-

Industrials

0.5%

-

Consumer Cyclical

0.1%
13.8%

Basic Materials

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Real Estate

-

-

Utilities

-

-

Communication Services

SOCL
95.9%
ESPO
78.1%

Technology

SOCL
3.0%
ESPO
8.2%

Consumer Defensive

SOCL
0.6%
ESPO

-

Industrials

SOCL
0.5%
ESPO

-

Consumer Cyclical

SOCL
0.1%
ESPO
13.8%

Basic Materials

SOCL

-

ESPO

-

Energy

SOCL

-

ESPO

-

Financial Services

SOCL

-

ESPO

-

Healthcare

SOCL

-

ESPO

-

Real Estate

SOCL

-

ESPO

-

Utilities

SOCL

-

ESPO

-

Compare stocks, funds, or ETFs

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Global X Social Media ETF

VanEck Vectors Video Gaming and eSports ETF

Often compared with SOCL:
SOCL vs. SOXLSOCL vs. XLCSOCL vs. TQQQSOCL vs. BOILSOCL vs. IGVSOCL vs. FXAIXSOCL vs. TECL
Often compared with ESPO:
ESPO vs. HEROESPO vs. ESGB.LESPO vs. GAMRESPO vs. NERDESPO vs. VGTESPO vs. MDLZESPO vs. SNSR

Return for Risk

SOCL vs. ESPO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SOCL
SOCL Risk / Return Rank: 99
Overall Rank
SOCL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SOCL Sortino Ratio Rank: 99
Sortino Ratio Rank
SOCL Omega Ratio Rank: 99
Omega Ratio Rank
SOCL Calmar Ratio Rank: 99
Calmar Ratio Rank
SOCL Martin Ratio Rank: 99
Martin Ratio Rank
ESPO
ESPO Risk / Return Rank: 44
Overall Rank
ESPO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ESPO Sortino Ratio Rank: 44
Sortino Ratio Rank
ESPO Omega Ratio Rank: 44
Omega Ratio Rank
ESPO Calmar Ratio Rank: 55
Calmar Ratio Rank
ESPO Martin Ratio Rank: 55
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. ESPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Social Media ETF (SOCL) and VanEck Vectors Video Gaming and eSports ETF (ESPO). 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.

SOCLESPODifference
Sharpe ratioReturn per unit of total volatility
0.01
-0.62

+0.62

Sortino ratioReturn per unit of downside risk
0.18
-0.75

+0.93

Omega ratioGain probability vs. loss probability

1.02

0.91

+0.11

Calmar ratioReturn relative to maximum drawdown

0.01

-0.42

+0.42

Martin ratioReturn relative to average drawdown

0.01

-0.76

+0.77

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. ESPO - Sharpe Ratio Comparison

The current SOCL Sharpe Ratio is 0.01, which is higher than the ESPO Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of SOCL and ESPO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

SOCLESPODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

-0.62

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.25

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.63

-0.31

Drawdowns

SOCL vs. ESPO - Drawdown Comparison

The maximum SOCL drawdown since its inception was -68.70%, which is greater than ESPO's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for SOCL and ESPO.

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Drawdown Indicators

SOCLESPODifference

Max Drawdown

Largest peak-to-trough decline

-68.70%

-50.99%

-17.71%

Max Drawdown (1Y)

Largest decline over 1 year

-33.52%

-27.81%

-5.71%

Max Drawdown (3Y)

Largest decline over 3 years

-33.52%

-27.81%

-5.71%

Max Drawdown (5Y)

Largest decline over 5 years

-66.32%

-48.33%

-17.99%

Max Drawdown (10Y)

Largest decline over 10 years

-68.70%

—

—

Current Drawdown

Current decline from peak

-38.48%

-25.66%

-12.82%

Average Drawdown

Average peak-to-trough decline

-21.95%

-15.03%

-6.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.68%

15.30%

+0.38%

Volatility

SOCL vs. ESPO - Volatility Comparison

Global X Social Media ETF (SOCL) has a higher volatility of 6.88% compared to VanEck Vectors Video Gaming and eSports ETF (ESPO) at 5.00%. This indicates that SOCL's price experiences larger fluctuations and is considered to be riskier than ESPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SOCLESPODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

5.00%

+1.88%

Volatility (6M)

Calculated over the trailing 6-month period

17.76%

14.58%

+3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

23.24%

18.85%

+4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.68%

25.12%

+4.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.55%

25.75%

+1.80%

SOCL vs. ESPO - Expense Ratio Comparison

SOCL has a 0.65% expense ratio, which is higher than ESPO's 0.55% expense ratio.

Dividends

SOCL vs. ESPO - Dividend Comparison

SOCL's dividend yield for the trailing twelve months is around 0.50%, less than ESPO's 1.44% yield.

PositionTTM20252024202320222021202020192018201720162015
ESPO
VanEck Vectors Video Gaming and eSports ETF		1.44%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%0.00%0.00%0.00%
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

SOCL and ESPO have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOCL has higher volatility (6.88%) compared to ESPO (5.00%). In terms of maximum drawdown, SOCL dropped -68.70% vs ESPO's -50.99%.

On 5-year performance, ESPO leads with 6.23% vs -6.44% for SOCL. On fees, ESPO is cheaper at 0.55% per year. On volatility, ESPO has been the lower-risk option at 5.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ESPO has performed better with a 6.23% return vs -6.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ESPO is cheaper with a 0.55% expense ratio, compared with 0.65% for SOCL.

ESPO has the higher dividend yield at 1.44%, compared with 0.50% for SOCL.

SOCL tracks Solactive Social Media Index, while ESPO tracks MVIS Global Video Gaming and eSports Index. They also come from different issuers: Global X and VanEck. Their fees differ too: 0.65% for SOCL and 0.55% for ESPO.

SOCL currently has the higher Sharpe Ratio (0.01 vs -0.62), 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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