SOCL vs. GQGU
SOCL (Global X Social Media ETF) and GQGU (GQG US Equity ETF) are both Large Cap Growth Equities funds. SOCL is passively managed, while GQGU is actively managed. At a correlation of -0.21, they often move in opposite directions. SOCL charges 0.65%/yr vs 0.49%/yr for GQGU.
Performance
SOCL vs. GQGU - Performance Comparison
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Returns By Period
In the year-to-date period, SOCL achieves a -14.38% return, which is significantly lower than GQGU's 6.60% 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%
GQGU
- 1D
- -1.06%
- 1M
- -1.65%
- YTD
- 6.60%
- 6M
- 7.16%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOCL vs. GQGU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SOCL Global X Social Media ETF | -14.38% | 3.59% |
GQGU GQG US Equity ETF | 6.60% | -1.14% |
Correlation
The correlation between SOCL and GQGU is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025 | -0.21 |
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Return for Risk
SOCL vs. GQGU — Risk / Return Rank
SOCL
GQGU
SOCL vs. GQGU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Social Media ETF (SOCL) and GQG US Equity ETF (GQGU). 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 | GQGU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.02 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | — | — |
| Martin ratioReturn relative to average drawdown | 0.01 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOCL | GQGU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | — | — |
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 | 0.60 | -0.28 |
Drawdowns
SOCL vs. GQGU - Drawdown Comparison
The maximum SOCL drawdown since its inception was -68.70%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for SOCL and GQGU.
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Drawdown Indicators
| SOCL | GQGU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.70% | -6.65% | -62.05% |
Max Drawdown (1Y)Largest decline over 1 year | -33.52% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -33.52% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -66.32% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -68.70% | — | — |
Current DrawdownCurrent decline from peak | -38.48% | -4.66% | -33.82% |
Average DrawdownAverage peak-to-trough decline | -21.95% | -2.54% | -19.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.68% | — | — |
Volatility
SOCL vs. GQGU - Volatility Comparison
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Volatility by Period
| SOCL | GQGU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 17.76% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 23.24% | 10.14% | +13.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.68% | 10.14% | +19.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.55% | 10.14% | +17.41% |
SOCL vs. GQGU - Expense Ratio Comparison
SOCL has a 0.65% expense ratio, which is higher than GQGU's 0.49% expense ratio.
Dividends
SOCL vs. GQGU - Dividend Comparison
SOCL's dividend yield for the trailing twelve months is around 0.50%, less than GQGU's 0.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQGU GQG US Equity ETF | 0.96% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 GQGU have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GQGU is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GQGU is cheaper with a 0.49% expense ratio, compared with 0.65% for SOCL.
GQGU has the higher dividend yield at 0.96%, compared with 0.50% for SOCL.
They also come from different issuers: Global X and GQG Partners. Their fees differ too: 0.65% for SOCL and 0.49% for GQGU.
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