SOCL vs. ILCG

Last updated Jul 17, 2026

SOCL (Global X Social Media ETF) and ILCG (iShares Morningstar Growth ETF) are both Large Cap Growth Equities funds - SOCL tracks the Solactive Social Media Index while ILCG tracks the Morningstar US Large-Mid Cap Broad Growth Index Gross. Both are passively managed. Over the past 10 years, SOCL returned 8.36%/yr vs 17.43%/yr for ILCG. A 0.69 correlation means they provide meaningful diversification when combined. SOCL charges 0.65%/yr vs 0.04%/yr for ILCG.

Performance

SOCL vs. ILCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Social Media ETF (SOCL) and iShares Morningstar Growth ETF (ILCG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SOCL achieves a -15.34% return, which is significantly lower than ILCG's 9.80% return. Over the past 10 years, SOCL has underperformed ILCG with an annualized return of 8.36%, while ILCG has yielded a comparatively higher 17.43% annualized return.

SOCL

• 1D: -0.62%
• 1M: 1.79%
• 6M: -17.84%
• YTD: -15.34%
• 1Y: -12.77%
• 3Y*: 5.60%
• 5Y*: -6.93%
• 10Y*: 8.36%

ILCG

• 1D: -1.70%
• 1M: -1.90%
• 6M: 8.84%
• YTD: 9.80%
• 1Y: 16.71%
• 3Y*: 21.94%
• 5Y*: 12.41%
• 10Y*: 17.43%

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

SOCL vs. ILCG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SOCL Global X Social Media ETF	-15.34%	31.04%	5.08%	31.08%	-42.23%	-12.84%	78.35%	25.74%	-16.39%	54.65%
ILCG iShares Morningstar Growth ETF	9.80%	16.71%	32.82%	40.41%	-31.75%	24.33%	38.56%	33.22%	2.06%	30.57%

Correlation

The correlation between SOCL and ILCG is 0.64, 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	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (10Y) Calculated over the trailing 10-year period	0.71
Correlation (All Time) Calculated using the full available price history since Nov 15, 2011	0.69

The correlation between SOCL and ILCG has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.

SOCL vs. ILCG - Sectors Allocation Comparison

Sectors	SOCL	ILCG
Communication Services	96.2%	13.5%
Technology	2.8%	53.1%
Consumer Defensive	0.5%	1.4%
Industrials	0.4%	7.7%
Consumer Cyclical	0.1%	10.1%
Basic Materials	-	1.0%
Energy	-	0.4%
Financial Services	-	5.5%
Healthcare	-	5.2%
Real Estate	-	1.3%
Utilities	-	0.7%

Return for Risk

SOCL vs. ILCG — Risk / Return Rank

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

SOCL

SOCL Risk / Return Rank: 5
SOCL Sharpe Ratio Rank: 5
SOCL Sortino Ratio Rank: 5
SOCL Omega Ratio Rank: 5
SOCL Calmar Ratio Rank: 6
SOCL Martin Ratio Rank: 6

ILCG

ILCG Risk / Return Rank: 29
ILCG Sharpe Ratio Rank: 31
ILCG Sortino Ratio Rank: 29
ILCG Omega Ratio Rank: 29
ILCG Calmar Ratio Rank: 27
ILCG Martin Ratio Rank: 31

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. ILCG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Social Media ETF (SOCL) and iShares Morningstar Growth ETF (ILCG). 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	ILCG	Difference
Sharpe ratio: Return per unit of total volatility	-0.52	0.92	-1.45
Sortino ratio: Return per unit of downside risk	-0.60	1.33	-1.93
Omega ratio: Gain probability vs. loss probability	0.93	1.17	-0.24
Calmar ratio: Return relative to maximum drawdown	-0.38	1.07	-1.45
Martin ratio: Return relative to average drawdown	-0.70	3.58	-4.28

SOCL vs. ILCG - Sharpe Ratio Comparison

The current SOCL Sharpe Ratio is -0.52, which is lower than the ILCG Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of SOCL and ILCG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SOCL vs. ILCG - Drawdown Comparison

The maximum SOCL drawdown since its inception was -68.70%, which is greater than ILCG's maximum drawdown of -52.98%. Use the drawdown chart below to compare losses from any high point for SOCL and ILCG.

Drawdown Indicators

	SOCL	ILCG	Difference
Max Drawdown Largest peak-to-trough decline	-68.70%	-52.98%	-15.72%
Max Drawdown (1Y) Largest decline over 1 year	-33.52%	-15.65%	-17.87%
Max Drawdown (3Y) Largest decline over 3 years	-33.52%	-23.10%	-10.42%
Max Drawdown (5Y) Largest decline over 5 years	-65.10%	-35.38%	-29.72%
Max Drawdown (10Y) Largest decline over 10 years	-68.70%	-35.38%	-33.32%
Current Drawdown Current decline from peak	-39.17%	-5.07%	-34.10%
Average Drawdown Average peak-to-trough decline	-22.10%	-8.20%	-13.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.23%	4.68%	+13.55%

Volatility

SOCL vs. ILCG - Volatility Comparison

Global X Social Media ETF (SOCL) has a higher volatility of 8.07% compared to iShares Morningstar Growth ETF (ILCG) at 6.57%. This indicates that SOCL's price experiences larger fluctuations and is considered to be riskier than ILCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOCL	ILCG	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.07%	6.57%	+1.50%
Volatility (6M) Calculated over the trailing 6-month period	19.60%	15.22%	+4.38%
Volatility (1Y) Calculated over the trailing 1-year period	24.45%	18.20%	+6.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.90%	22.32%	+7.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.61%	21.65%	+5.96%

SOCL vs. ILCG - Expense Ratio Comparison

SOCL has a 0.65% expense ratio, which is higher than ILCG's 0.04% expense ratio.

Dividends

SOCL vs. ILCG - Dividend Comparison

SOCL's dividend yield for the trailing twelve months is around 0.46%, more than ILCG's 0.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ILCG iShares Morningstar Growth ETF	0.42%	0.47%	0.50%	0.69%	0.75%	0.34%	0.28%	0.54%	0.81%	0.89%	0.95%	0.99%
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

Can I hold both SOCL and ILCG in my portfolio?

SOCL and ILCG have a correlation of 0.64, 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 ILCG?

SOCL has higher volatility (8.07%) compared to ILCG (6.57%). In terms of maximum drawdown, SOCL dropped -68.70% vs ILCG's -52.98%.

Which ETF is better, SOCL or ILCG?

On 10-year performance, ILCG leads with 17.43% vs 8.36% for SOCL. On fees, ILCG is cheaper at 0.04% per year. On volatility, ILCG has been the lower-risk option at 6.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SOCL or ILCG?

Over the 10-year period, ILCG has performed better with a 17.43% return vs 8.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SOCL or ILCG?

ILCG is cheaper with a 0.04% expense ratio, compared with 0.65% for SOCL.

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

SOCL has the higher dividend yield at 0.46%, compared with 0.42% for ILCG.

What is the main difference between SOCL and ILCG?

SOCL tracks Solactive Social Media Index, while ILCG tracks Morningstar US Large-Mid Cap Broad Growth Index Gross. They also come from different issuers: Global X and iShares. Their fees differ too: 0.65% for SOCL and 0.04% for ILCG.

Which has better risk-adjusted returns?

ILCG currently has the higher Sharpe Ratio (0.92 vs -0.52), 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.