SOCL vs. IUSG

Last updated Jun 25, 2026

SOCL (Global X Social Media ETF) and IUSG (iShares Core S&P U.S. Growth ETF) are both Large Cap Growth Equities funds - SOCL tracks the Solactive Social Media Index while IUSG tracks the S&P 900 Growth Index. Both are passively managed. Over the past 10 years, SOCL returned 7.96%/yr vs 17.74%/yr for IUSG. A 0.68 correlation means they provide meaningful diversification when combined. SOCL charges 0.65%/yr vs 0.04%/yr for IUSG.

Performance

SOCL vs. IUSG - Performance Comparison

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

Returns By Period

In the year-to-date period, SOCL achieves a -23.22% return, which is significantly lower than IUSG's 8.94% return. Over the past 10 years, SOCL has underperformed IUSG with an annualized return of 7.96%, while IUSG has yielded a comparatively higher 17.74% annualized return.

SOCL

• 1D: -0.72%
• 1M: -4.36%
• YTD: -23.22%
• 6M: -22.97%
• 1Y: -20.93%
• 3Y*: 5.38%
• 5Y*: -9.67%
• 10Y*: 7.96%

IUSG

• 1D: -0.23%
• 1M: -2.08%
• YTD: 8.94%
• 6M: 7.38%
• 1Y: 24.89%
• 3Y*: 24.91%
• 5Y*: 13.70%
• 10Y*: 17.74%

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

SOCL vs. IUSG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SOCL Global X Social Media ETF	-23.22%	31.04%	5.08%	31.08%	-42.23%	-12.84%	78.35%	25.74%	-16.39%	54.65%
IUSG iShares Core S&P U.S. Growth ETF	8.94%	21.23%	34.70%	29.28%	-28.81%	31.26%	32.65%	30.62%	-0.79%	27.02%

Correlation

The correlation between SOCL and IUSG is 0.65, 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	0.65
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (10Y) Calculated over the trailing 10-year period	0.69
Correlation (All Time) Calculated using the full available price history since Nov 15, 2011	0.68

The correlation between SOCL and IUSG has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.

SOCL vs. IUSG - Sectors Allocation Comparison

Sectors	SOCL	IUSG
Communication Services	96.2%	15.2%
Technology	2.8%	50.8%
Consumer Defensive	0.5%	1.2%
Industrials	0.4%	6.6%
Consumer Cyclical	0.1%	8.4%
Basic Materials	-	0.5%
Energy	-	0.3%
Financial Services	-	8.7%
Healthcare	-	6.4%
Real Estate	-	0.8%
Utilities	-	1.1%

Return for Risk

SOCL vs. IUSG — Risk / Return Rank

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

SOCL

SOCL Risk / Return Rank: 3
SOCL Sharpe Ratio Rank: 2
SOCL Sortino Ratio Rank: 3
SOCL Omega Ratio Rank: 3
SOCL Calmar Ratio Rank: 4
SOCL Martin Ratio Rank: 3

IUSG

IUSG Risk / Return Rank: 45
IUSG Sharpe Ratio Rank: 47
IUSG Sortino Ratio Rank: 45
IUSG Omega Ratio Rank: 44
IUSG Calmar Ratio Rank: 42
IUSG Martin Ratio Rank: 50

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. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Social Media ETF (SOCL) and iShares Core S&P U.S. Growth ETF (IUSG). 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	IUSG	Difference
Sharpe ratio: Return per unit of total volatility	-0.88	1.49	-2.37
Sortino ratio: Return per unit of downside risk	-1.15	2.05	-3.21
Omega ratio: Gain probability vs. loss probability	0.87	1.26	-0.39
Calmar ratio: Return relative to maximum drawdown	-0.63	1.91	-2.54
Martin ratio: Return relative to average drawdown	-1.24	7.76	-8.99

SOCL vs. IUSG - Sharpe Ratio Comparison

The current SOCL Sharpe Ratio is -0.88, which is lower than the IUSG Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of SOCL and IUSG, 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. IUSG - Drawdown Comparison

The maximum SOCL drawdown since its inception was -68.70%, which is greater than IUSG's maximum drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for SOCL and IUSG.

Drawdown Indicators

	SOCL	IUSG	Difference
Max Drawdown Largest peak-to-trough decline	-68.70%	-63.41%	-5.29%
Max Drawdown (1Y) Largest decline over 1 year	-33.52%	-13.07%	-20.45%
Max Drawdown (3Y) Largest decline over 3 years	-33.52%	-22.28%	-11.24%
Max Drawdown (5Y) Largest decline over 5 years	-66.32%	-32.21%	-34.11%
Max Drawdown (10Y) Largest decline over 10 years	-68.70%	-32.35%	-36.35%
Current Drawdown Current decline from peak	-44.84%	-5.45%	-39.39%
Average Drawdown Average peak-to-trough decline	-22.03%	-21.40%	-0.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.95%	3.22%	+13.73%

Volatility

SOCL vs. IUSG - Volatility Comparison

Global X Social Media ETF (SOCL) has a higher volatility of 9.71% compared to iShares Core S&P U.S. Growth ETF (IUSG) at 7.16%. This indicates that SOCL's price experiences larger fluctuations and is considered to be riskier than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOCL	IUSG	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.71%	7.16%	+2.55%
Volatility (6M) Calculated over the trailing 6-month period	19.15%	13.61%	+5.54%
Volatility (1Y) Calculated over the trailing 1-year period	24.03%	16.89%	+7.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.84%	21.06%	+8.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.60%	20.48%	+7.12%

SOCL vs. IUSG - Expense Ratio Comparison

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

Dividends

SOCL vs. IUSG - Dividend Comparison

SOCL's dividend yield for the trailing twelve months is around 0.56%, more than IUSG's 0.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IUSG iShares Core S&P U.S. Growth ETF	0.51%	0.53%	0.59%	1.12%	1.07%	0.59%	0.93%	1.64%	1.32%	1.28%	1.48%	1.29%
SOCL Global X Social Media ETF	0.56%	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 IUSG in my portfolio?

SOCL and IUSG have a correlation of 0.65, 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 IUSG?

SOCL has higher volatility (9.71%) compared to IUSG (7.16%). In terms of maximum drawdown, SOCL dropped -68.70% vs IUSG's -63.41%.

Which ETF is better, SOCL or IUSG?

On 10-year performance, IUSG leads with 17.74% vs 7.96% for SOCL. On fees, IUSG is cheaper at 0.04% per year. On volatility, IUSG has been the lower-risk option at 7.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SOCL or IUSG?

Over the 10-year period, IUSG has performed better with a 17.74% return vs 7.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SOCL or IUSG?

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

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

SOCL has the higher dividend yield at 0.56%, compared with 0.51% for IUSG.

What is the main difference between SOCL and IUSG?

SOCL tracks Solactive Social Media Index, while IUSG tracks S&P 900 Growth Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.65% for SOCL and 0.04% for IUSG.

Which has better risk-adjusted returns?

IUSG currently has the higher Sharpe Ratio (1.49 vs -0.88), 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.