SOCL vs. ITB
Compare and contrast key facts about Global X Social Media ETF (SOCL) and iShares U.S. Home Construction ETF (ITB).
SOCL and ITB 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. ITB is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Home Construction Index. It was launched on May 1, 2006. Both SOCL and ITB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SOCL or ITB.
Performance
SOCL vs. ITB - Performance Comparison
Returns By Period
In the year-to-date period, SOCL achieves a 3.47% return, which is significantly lower than ITB's 18.64% return. Over the past 10 years, SOCL has underperformed ITB with an annualized return of 8.43%, while ITB has yielded a comparatively higher 17.23% annualized return.
SOCL
3.47%
1.12%
-2.27%
6.57%
5.15%
8.43%
ITB
18.64%
-0.02%
15.00%
39.76%
22.65%
17.23%
Key characteristics
| SOCL | ITB | |
|---|---|---|
| Sharpe Ratio | 0.28 | 1.53 |
| Sortino Ratio | 0.57 | 2.17 |
| Omega Ratio | 1.07 | 1.27 |
| Calmar Ratio | 0.13 | 2.53 |
| Martin Ratio | 0.97 | 6.41 |
| Ulcer Index | 6.78% | 6.21% |
| Daily Std Dev | 23.50% | 26.01% |
| Max Drawdown | -68.70% | -86.53% |
| Current Drawdown | -46.01% | -6.98% |
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SOCL vs. ITB - Expense Ratio Comparison
SOCL has a 0.65% expense ratio, which is higher than ITB's 0.42% expense ratio.
Correlation
The correlation between SOCL and ITB is 0.44, 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.
Risk-Adjusted Performance
SOCL vs. ITB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Social Media ETF (SOCL) and iShares U.S. Home Construction ETF (ITB). 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.
Dividends
SOCL vs. ITB - Dividend Comparison
SOCL's dividend yield for the trailing twelve months is around 0.38%, which matches ITB's 0.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOCL Global X Social Media ETF | 0.38% | 0.61% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 1.49% | 0.18% | 0.01% | 0.05% | 0.00% |
ITB iShares U.S. Home Construction ETF | 0.38% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% | 0.12% |
Drawdowns
SOCL vs. ITB - Drawdown Comparison
The maximum SOCL drawdown since its inception was -68.70%, smaller than the maximum ITB drawdown of -86.53%. Use the drawdown chart below to compare losses from any high point for SOCL and ITB. For additional features, visit the drawdowns tool.
Volatility
SOCL vs. ITB - Volatility Comparison
Global X Social Media ETF (SOCL) has a higher volatility of 7.33% compared to iShares U.S. Home Construction ETF (ITB) at 6.32%. This indicates that SOCL's price experiences larger fluctuations and is considered to be riskier than ITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.