SOCL vs. SGRT

Last updated Jun 4, 2026

SOCL (Global X Social Media ETF) and SGRT (SMART Earnings Growth 30 ETF) are both Large Cap Growth Equities funds. SOCL is passively managed, while SGRT is actively managed. A 0.50 correlation means they provide meaningful diversification when combined. SOCL charges 0.65%/yr vs 0.59%/yr for SGRT.

Performance

SOCL vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Social Media ETF (SOCL) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SOCL achieves a -14.38% return, which is significantly lower than SGRT's 51.46% 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%

SGRT

• 1D: 0.03%
• 1M: 14.68%
• YTD: 51.46%
• 6M: 56.17%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SOCL vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
SOCL Global X Social Media ETF	-14.38%	-2.84%
SGRT SMART Earnings Growth 30 ETF	51.46%	25.25%

Correlation

The correlation between SOCL and SGRT is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 21, 2025	0.50

Return for Risk

SOCL vs. SGRT — Risk / Return Rank

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

SOCL

SOCL Risk / Return Rank: 9
SOCL Sharpe Ratio Rank: 9
SOCL Sortino Ratio Rank: 9
SOCL Omega Ratio Rank: 9
SOCL Calmar Ratio Rank: 9
SOCL Martin Ratio Rank: 9

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. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Social Media ETF (SOCL) and SMART Earnings Growth 30 ETF (SGRT). 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	SGRT	Difference
Sharpe ratio: Return per unit of total volatility	0.01	—	—
Sortino ratio: Return per unit of downside risk	0.18	—	—
Omega ratio: Gain probability vs. loss probability	1.02	—	—
Calmar ratio: Return relative to maximum drawdown	0.01	—	—
Martin ratio: Return 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.

Sharpe Ratios by Period

	SOCL	SGRT	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	3.81	-3.48

Drawdowns

SOCL vs. SGRT - Drawdown Comparison

The maximum SOCL drawdown since its inception was -68.70%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for SOCL and SGRT.

Drawdown Indicators

	SOCL	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-68.70%	-17.87%	-50.83%
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 Drawdown Current decline from peak	-38.48%	0.00%	-38.48%
Average Drawdown Average peak-to-trough decline	-21.95%	-3.11%	-18.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.68%	—	—

Volatility

Volatility by Period

	SOCL	SGRT	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%	33.41%	-10.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.68%	33.41%	-3.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.55%	33.41%	-5.86%

SOCL vs. SGRT - Expense Ratio Comparison

SOCL has a 0.65% expense ratio, which is higher than SGRT's 0.59% expense ratio.

Dividends

SOCL vs. SGRT - Dividend Comparison

SOCL's dividend yield for the trailing twelve months is around 0.50%, more than SGRT's 0.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SGRT SMART Earnings Growth 30 ETF	0.11%	0.16%	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

Can I hold both SOCL and SGRT in my portfolio?

SOCL and SGRT have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SOCL or SGRT?

On fees, SGRT is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SOCL or SGRT?

SGRT is cheaper with a 0.59% expense ratio, compared with 0.65% for SOCL.

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

SOCL has the higher dividend yield at 0.50%, compared with 0.11% for SGRT.

What is the main difference between SOCL and SGRT?

Their fees differ too: 0.65% for SOCL and 0.59% for SGRT.