SOCL vs. OUSA

Last updated Aug 4, 2026

SOCL (Global X Social Media ETF) and OUSA (OShares U.S. Quality Dividend ETF) are both exchange-traded funds - SOCL is a Large Cap Growth Equities fund tracking the Solactive Social Media Index, while OUSA is a Quality Factor fund tracking the O'Shares US Quality Dividend Index. Both are passively managed. Over the past 10 years, SOCL returned 7.94%/yr vs 10.40%/yr for OUSA. Their 0.50 correlation means their historical movements had little consistent relationship. SOCL charges 0.65%/yr vs 0.48%/yr for OUSA.

Performance

SOCL vs. OUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Social Media ETF (SOCL) and OShares U.S. Quality Dividend ETF (OUSA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SOCL achieves a -15.30% return, which is significantly lower than OUSA's 7.09% return. Over the past 10 years, SOCL has underperformed OUSA with an annualized return of 7.94%, while OUSA has yielded a comparatively higher 10.40% annualized return.

SOCL

• 1D: 2.67%
• 1M: 3.26%
• 6M: -15.56%
• YTD: -15.30%
• 1Y: -13.52%
• 3Y*: 6.70%
• 5Y*: -6.29%
• 10Y*: 7.94%
• ALL TIME*: 8.35%

OUSA

• 1D: 0.53%
• 1M: 2.40%
• 6M: 3.84%
• YTD: 7.09%
• 1Y: 16.21%
• 3Y*: 13.56%
• 5Y*: 8.96%
• 10Y*: 10.40%
• ALL TIME*: 10.73%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
OUSA OShares U.S. Quality Dividend ETF	$872.37K	$1.31M	$1.44M
SOCL Global X Social Media ETF	$257.44K	$226.25K	$381.77K

SOCL vs. OUSA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SOCL Global X Social Media ETF	-15.30%	31.04%	5.08%	31.08%	-42.23%	-12.84%	78.35%	25.74%	-16.39%	54.65%
OUSA OShares U.S. Quality Dividend ETF	7.09%	10.23%	17.09%	13.44%	-9.33%	23.75%	6.96%	25.03%	-3.11%	18.81%

Correlation

The correlation between SOCL and OUSA is 0.33, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.33
Correlation (3Y) Balances recent behavior with more history.	0.43
Correlation (5Y) Shows whether the relationship held over a longer period.	0.48
Correlation (10Y) Provides a long-term view across more market conditions.	0.49
Correlation (All Time) Calculated using the full available price history since Jul 14, 2015	0.50

The correlation between SOCL and OUSA shifts across timeframes, from 0.33 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

SOCL vs. OUSA - Sectors Allocation Comparison

Sectors	SOCL	OUSA
Communication Services	95.4%	10.3%
Technology	3.5%	23.7%
Consumer Defensive	0.6%	7.4%
Industrials	0.4%	11.9%
Consumer Cyclical	0.1%	13.1%
Basic Materials	-	-
Energy	-	-
Financial Services	-	18.6%
Healthcare	-	15.1%
Real Estate	-	-
Utilities	-	-

Return for Risk

SOCL vs. OUSA — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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

OUSA

OUSA Risk / Return Rank: 62
OUSA Sharpe Ratio Rank: 67
OUSA Sortino Ratio Rank: 72
OUSA Omega Ratio Rank: 65
OUSA Calmar Ratio Rank: 53
OUSA Martin Ratio Rank: 55

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SOCL vs. OUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Social Media ETF (SOCL) and OShares U.S. Quality Dividend ETF (OUSA). 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	OUSA	Difference
Sharpe ratio: Return per unit of total volatility	-0.54	1.59	-2.13
Sortino ratio: Return per unit of downside risk	-0.63	2.41	-3.04
Omega ratio: Gain probability vs. loss probability	0.93	1.28	-0.36
Calmar ratio: Return relative to maximum drawdown	-0.40	1.95	-2.35
Martin ratio: Return relative to average drawdown	-0.71	6.80	-7.51

SOCL vs. OUSA - Sharpe Ratio Comparison

The current SOCL Sharpe Ratio is -0.54, which is lower than the OUSA Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of SOCL and OUSA, 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. OUSA - Drawdown Comparison

The maximum SOCL drawdown since its inception was -68.70%, which is greater than OUSA's maximum drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for SOCL and OUSA.

Drawdown Indicators

	SOCL	OUSA	Difference
Max Drawdown Largest peak-to-trough decline	-68.70%	-33.12%	-35.58%
Max Drawdown (1Y) Largest decline over 1 year	-33.52%	-8.36%	-25.16%
Max Drawdown (3Y) Largest decline over 3 years	-33.52%	-13.14%	-20.38%
Max Drawdown (5Y) Largest decline over 5 years	-64.06%	-19.54%	-44.52%
Max Drawdown (10Y) Largest decline over 10 years	-68.70%	-33.12%	-35.58%
Current Drawdown Current decline from peak	-39.14%	-0.23%	-38.91%
Average Drawdown Average peak-to-trough decline	-22.16%	-3.50%	-18.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.14%	2.39%	+16.75%

Volatility

SOCL vs. OUSA - Volatility Comparison

Global X Social Media ETF (SOCL) has a higher volatility of 7.01% compared to OShares U.S. Quality Dividend ETF (OUSA) at 3.65%. This indicates that SOCL's price experiences larger fluctuations and is considered to be riskier than OUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOCL	OUSA	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.01%	3.65%	+3.36%
Volatility (6M) Calculated over the trailing 6-month period	19.84%	8.12%	+11.72%
Volatility (1Y) Calculated over the trailing 1-year period	25.00%	10.25%	+14.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.90%	13.38%	+16.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.68%	15.19%	+12.49%

SOCL vs. OUSA - Expense Ratio Comparison

SOCL has a 0.65% expense ratio, which is higher than OUSA's 0.48% expense ratio.

Dividends

SOCL vs. OUSA - Dividend Comparison

SOCL's dividend yield for the trailing twelve months is around 0.46%, less than OUSA's 1.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OUSA OShares U.S. Quality Dividend ETF	1.35%	1.39%	1.50%	1.81%	1.92%	1.56%	2.03%	2.31%	3.06%	2.15%	2.32%	1.17%
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 OUSA in my portfolio?

SOCL and OUSA have a correlation of 0.33, 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 OUSA?

SOCL has higher volatility (7.01%) compared to OUSA (3.65%). In terms of maximum drawdown, SOCL dropped -68.70% vs OUSA's -33.12%.

Which ETF is better, SOCL or OUSA?

On 10-year performance, OUSA leads with 10.40% vs 7.94% for SOCL. On fees, OUSA is cheaper at 0.48% per year. On volatility, OUSA has been the lower-risk option at 3.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SOCL or OUSA?

Over the 10-year period, OUSA has performed better with a 10.40% return vs 7.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SOCL or OUSA?

OUSA is cheaper with a 0.48% expense ratio, compared with 0.65% for SOCL.

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

OUSA has the higher dividend yield at 1.35%, compared with 0.46% for SOCL.

What is the main difference between SOCL and OUSA?

SOCL is categorized as Large Cap Growth Equities, while OUSA is Quality Factor. SOCL tracks Solactive Social Media Index, while OUSA tracks O'Shares US Quality Dividend Index. They also come from different issuers: Global X and O'Shares Investments. Their fees differ too: 0.65% for SOCL and 0.48% for OUSA.

Which has better risk-adjusted returns?

OUSA currently has the higher Sharpe Ratio (1.59 vs -0.54), 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.