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SOCL vs. SIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOCL vs. SIL - Performance Comparison

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

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Returns By Period

In the year-to-date period, SOCL achieves a -14.38% return, which is significantly lower than SIL's 4.75% return. Over the past 10 years, SOCL has underperformed SIL with an annualized return of 9.37%, while SIL has yielded a comparatively higher 10.69% annualized 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%

SIL

1D
-4.96%
1M
0.68%
YTD
4.75%
6M
15.66%
1Y
91.23%
3Y*
49.15%
5Y*
13.96%
10Y*
10.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOCL vs. SIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOCL
Global X Social Media ETF
-14.38%31.04%5.08%31.08%-42.23%-12.84%78.35%25.74%-16.39%54.65%
SIL
Global X Silver Miners ETF
4.75%166.16%14.62%1.31%-22.83%-18.35%40.30%34.78%-22.42%1.67%

Correlation

The correlation between SOCL and SIL is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2011

0.27

SOCL vs. SIL - Sectors Allocation Comparison


Sectors
SOCL
SIL

Communication Services

95.9%

-

Technology

3.0%

-

Consumer Defensive

0.6%
0.2%

Industrials

0.5%

-

Consumer Cyclical

0.1%

-

Basic Materials

-

99.8%

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Real Estate

-

-

Utilities

-

-

Communication Services

SOCL
95.9%
SIL

-

Technology

SOCL
3.0%
SIL

-

Consumer Defensive

SOCL
0.6%
SIL
0.2%

Industrials

SOCL
0.5%
SIL

-

Consumer Cyclical

SOCL
0.1%
SIL

-

Basic Materials

SOCL

-

SIL
99.8%

Energy

SOCL

-

SIL

-

Financial Services

SOCL

-

SIL

-

Healthcare

SOCL

-

SIL

-

Real Estate

SOCL

-

SIL

-

Utilities

SOCL

-

SIL

-

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Return for Risk

SOCL vs. SIL — Risk / Return Rank

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

SOCL
SOCL Risk / Return Rank: 99
Overall Rank
SOCL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SOCL Sortino Ratio Rank: 99
Sortino Ratio Rank
SOCL Omega Ratio Rank: 99
Omega Ratio Rank
SOCL Calmar Ratio Rank: 99
Calmar Ratio Rank
SOCL Martin Ratio Rank: 99
Martin Ratio Rank

SIL
SIL Risk / Return Rank: 4848
Overall Rank
SIL Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SIL Sortino Ratio Rank: 4343
Sortino Ratio Rank
SIL Omega Ratio Rank: 4646
Omega Ratio Rank
SIL Calmar Ratio Rank: 5555
Calmar Ratio Rank
SIL Martin Ratio Rank: 4343
Martin Ratio Rank
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. SIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Social Media ETF (SOCL) and Global X Silver Miners ETF (SIL). 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.


SOCLSILDifference
Sharpe ratioReturn per unit of total volatility

-1.83

Sortino ratioReturn per unit of downside risk

-2.00

Omega ratioGain probability vs. loss probability

1.02

1.30

-0.28

Calmar ratioReturn relative to maximum drawdown

0.01

2.79

-2.78

Martin ratioReturn relative to average drawdown

0.01

7.14

-7.13

SOCL vs. SIL - Sharpe Ratio Comparison

The current SOCL Sharpe Ratio is 0.01, which is lower than the SIL Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of SOCL and SIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SOCLSILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

1.83

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.36

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.27

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.14

+0.19

Drawdowns

SOCL vs. SIL - Drawdown Comparison

The maximum SOCL drawdown since its inception was -68.70%, smaller than the maximum SIL drawdown of -82.99%. Use the drawdown chart below to compare losses from any high point for SOCL and SIL.


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Drawdown Indicators


SOCLSILDifference

Max Drawdown

Largest peak-to-trough decline

-68.70%

-82.99%

+14.29%

Max Drawdown (1Y)

Largest decline over 1 year

-33.52%

-32.91%

-0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-33.52%

-32.91%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-66.32%

-55.08%

-11.24%

Max Drawdown (10Y)

Largest decline over 10 years

-68.70%

-63.04%

-5.66%

Current Drawdown

Current decline from peak

-38.48%

-25.87%

-12.61%

Average Drawdown

Average peak-to-trough decline

-21.95%

-51.45%

+29.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.68%

12.82%

+2.86%

Volatility

SOCL vs. SIL - Volatility Comparison

The current volatility for Global X Social Media ETF (SOCL) is 6.88%, while Global X Silver Miners ETF (SIL) has a volatility of 17.66%. This indicates that SOCL experiences smaller price fluctuations and is considered to be less risky than SIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOCLSILDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

17.66%

-10.78%

Volatility (6M)

Calculated over the trailing 6-month period

17.76%

41.57%

-23.81%

Volatility (1Y)

Calculated over the trailing 1-year period

23.24%

50.01%

-26.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.68%

39.21%

-9.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.55%

39.60%

-12.05%

SOCL vs. SIL - Expense Ratio Comparison

Both SOCL and SIL have an expense ratio of 0.65%.


Dividends

SOCL vs. SIL - Dividend Comparison

SOCL's dividend yield for the trailing twelve months is around 0.50%, less than SIL's 1.13% yield.


PositionTTM20252024202320222021202020192018201720162015
SIL
Global X Silver Miners ETF
1.13%1.18%2.40%0.59%0.48%1.59%1.92%1.53%1.21%0.02%3.34%0.38%
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


SOCL and SIL have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIL has higher volatility (17.66%) compared to SOCL (6.88%). In terms of maximum drawdown, SOCL dropped -68.70% vs SIL's -82.99%.

On 10-year performance, SIL leads with 10.69% vs 9.37% for SOCL. Both ETFs have the same 0.65% expense ratio. On volatility, SOCL has been the lower-risk option at 6.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SIL has performed better with a 10.69% return vs 9.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SOCL and SIL have the same expense ratio: 0.65% per year.

SIL has the higher dividend yield at 1.13%, compared with 0.50% for SOCL.

SOCL is categorized as Large Cap Growth Equities, while SIL is Silver. SOCL tracks Solactive Social Media Index, while SIL tracks Solactive Global Silver Miners Total Return Index.

SIL currently has the higher Sharpe Ratio (1.83 vs 0.01), 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.

Portfolio Optimizer

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