Estimating the contributions of genetic and environmental factors is key to understanding differences in socioeconomic status (SES). However, the heritability of SES varies by measure, method, and context. Here, we estimate genetic and environmental sources of variance and commonality in the 'big four' SES indicators. We use high-quality administrative data on educational attainment, occupational prestige, income, and wealth, and employ four family-based and unrelated genotype-based heritability methods, all drawn from the same population-wide cohort of >170,000 Norwegians aged 35-45. By drawing subsamples from a consistent sample and using registry-based data, we reduce differences in estimates due to population characteristics and measurement error. Our results show that genetic variation consistently explains more for educational attainment and occupational prestige. Family-shared environmental contributions explained more for educational attainment and wealth. Our results highlight considerable common influences on the four SES indicators among genetic and shared environmental factors, but not among non-shared environmental factors. Overall, we show how the relative importance of genetic and environmental factors to SES differences in Norway varies by method and type of socioeconomic attainment. This study is a reliable source for comparing heritability methods, and for comparing SES indicators and their genetic and environmental commonality in a social-democratic welfare state.