SOCL vs. FPX

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Social Media ETF (SOCL) and First Trust US Equity Opportunities ETF (FPX).

SOCL and FPX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SOCL is a passively managed fund by Global X that tracks the performance of the Solactive Social Media Index. It was launched on Nov 14, 2011. FPX is a passively managed fund by First Trust that tracks the performance of the IPOX-100 U.S. Index. It was launched on Apr 12, 2006. Both SOCL and FPX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SOCL vs. FPX - Performance Comparison

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

SOCL vs. FPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
FPX First Trust US Equity Opportunities ETF	-2.88%	37.62%	24.75%	22.26%	-35.11%	3.69%	47.89%	30.37%	-8.35%	27.03%

Returns By Period

In the year-to-date period, SOCL achieves a -21.58% return, which is significantly lower than FPX's -2.88% return. Over the past 10 years, SOCL has underperformed FPX with an annualized return of 9.33%, while FPX has yielded a comparatively higher 12.79% 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%

FPX

• 1D: 4.38%
• 1M: -4.68%
• YTD: -2.88%
• 6M: -4.25%
• 1Y: 42.94%
• 3Y*: 23.97%
• 5Y*: 5.98%
• 10Y*: 12.79%

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

SOCL vs. FPX - Expense Ratio Comparison

SOCL has a 0.65% expense ratio, which is higher than FPX's 0.57% expense ratio.

SOCL

Global X Social Media ETF

FPX

First Trust US Equity Opportunities ETF

Return for Risk

SOCL vs. FPX — Risk / Return Rank

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

SOCL

SOCL Risk / Return Rank: 11
SOCL Sharpe Ratio Rank: 11
SOCL Sortino Ratio Rank: 12
SOCL Omega Ratio Rank: 12
SOCL Calmar Ratio Rank: 11
SOCL Martin Ratio Rank: 11

FPX

FPX Risk / Return Rank: 83
FPX Sharpe Ratio Rank: 81
FPX Sortino Ratio Rank: 81
FPX Omega Ratio Rank: 76
FPX Calmar Ratio Rank: 90
FPX Martin Ratio Rank: 87

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. FPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Social Media ETF (SOCL) and First Trust US Equity Opportunities ETF (FPX). 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	FPX	Difference
Sharpe ratio Return per unit of total volatility	-0.03	1.47	-1.50
Sortino ratio Return per unit of downside risk	0.15	2.04	-1.89
Omega ratio Gain probability vs. loss probability	1.02	1.28	-0.26
Calmar ratio Return relative to maximum drawdown	-0.04	2.99	-3.03
Martin ratio Return relative to average drawdown	-0.13	10.16	-10.28
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. FPX - Sharpe Ratio Comparison

The current SOCL Sharpe Ratio is -0.03, which is lower than the FPX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of SOCL and FPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SOCL	FPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.03	1.47	-1.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.29	0.23	-0.51
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	0.53	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.52	-0.22

Correlation

The correlation between SOCL and FPX is 0.69, 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. FPX - Dividend Comparison

SOCL's dividend yield for the trailing twelve months is around 0.55%, less than FPX's 0.59% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
FPX First Trust US Equity Opportunities ETF	0.59%	0.53%	0.09%	0.27%	1.08%	0.14%	0.28%	0.67%	0.88%	0.68%	0.77%	0.62%

Drawdowns

SOCL vs. FPX - Drawdown Comparison

The maximum SOCL drawdown since its inception was -68.70%, which is greater than FPX's maximum drawdown of -56.29%. Use the drawdown chart below to compare losses from any high point for SOCL and FPX.

Drawdown Indicators

	SOCL	FPX	Difference
Max Drawdown Largest peak-to-trough decline	-68.70%	-56.29%	-12.41%
Max Drawdown (1Y) Largest decline over 1 year	-33.52%	-14.19%	-19.33%
Max Drawdown (5Y) Largest decline over 5 years	-66.32%	-43.14%	-23.18%
Max Drawdown (10Y) Largest decline over 10 years	-68.70%	-43.14%	-25.56%
Current Drawdown Current decline from peak	-43.65%	-8.22%	-35.43%
Average Drawdown Average peak-to-trough decline	-21.73%	-11.43%	-10.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.34%	4.18%	+7.16%

Volatility

SOCL vs. FPX - Volatility Comparison

Global X Social Media ETF (SOCL) and First Trust US Equity Opportunities ETF (FPX) have volatilities of 9.51% and 9.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOCL	FPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.51%	9.13%	+0.38%
Volatility (6M) Calculated over the trailing 6-month period	17.42%	18.62%	-1.20%
Volatility (1Y) Calculated over the trailing 1-year period	26.60%	29.34%	-2.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.66%	26.54%	+3.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.42%	24.17%	+3.25%