Recent empirical research has shown that improving socio-emotional skills such as grit, conscientiousness and self-control leads to higher academic achievement and better life outcomes. However, both theoretical and empirical works have raised concerns about the reliability of the different methods used to measure socio-emotional skills. We compared the reliability and validity of the three leading measurements methods - a student-reported questionnaire, a teacher-reported questionnaire, and a behavioral task - in a sample of 3,997 French students. Before analyzing the data, we polled 114 experts in cognitive development and education economics; most experts in both fields predicted that the behavioral task would be the best method. We found instead that the teacher questionnaire was more predictive of students' behavioral outcomes and of their grade progression, while the behavioral task was the least predictive. This work suggests that researchers may not be using optimal tools to measure socio-emotional skills in children.