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WisdomTree Soybean Oil (SOYO.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINGB00B15KY435
WKNA0KRK3
IssuerWisdomTree
Inception DateSep 22, 2006
CategoryAgricultural Commodities
Index TrackedBloomberg Soybean Oil
DomicileJersey
Distribution PolicyAccumulating
Asset ClassCommodity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

SOYO.L has a high expense ratio of 0.49%, indicating higher-than-average management fees.


Expense ratio chart for SOYO.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WisdomTree Soybean Oil

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree Soybean Oil, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%December2024FebruaryMarchAprilMay
-2.22%
266.68%
SOYO.L (WisdomTree Soybean Oil)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree Soybean Oil had a return of -10.39% year-to-date (YTD) and -10.83% in the last 12 months. Over the past 10 years, WisdomTree Soybean Oil had an annualized return of 0.15%, while the S&P 500 had an annualized return of 10.33%, indicating that WisdomTree Soybean Oil did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-10.39%5.21%
1 month-9.90%-4.30%
6 months-14.19%18.42%
1 year-10.83%21.82%
5 years (annualized)14.27%11.27%
10 years (annualized)0.15%10.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.00%-1.92%5.64%-10.90%
2023-7.86%2.03%-7.43%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SOYO.L is 9, indicating that it is in the bottom 9% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SOYO.L is 99
WisdomTree Soybean Oil(SOYO.L)
The Sharpe Ratio Rank of SOYO.L is 88Sharpe Ratio Rank
The Sortino Ratio Rank of SOYO.L is 99Sortino Ratio Rank
The Omega Ratio Rank of SOYO.L is 99Omega Ratio Rank
The Calmar Ratio Rank of SOYO.L is 77Calmar Ratio Rank
The Martin Ratio Rank of SOYO.L is 99Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree Soybean Oil (SOYO.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SOYO.L
Sharpe ratio
The chart of Sharpe ratio for SOYO.L, currently valued at -0.34, compared to the broader market-1.000.001.002.003.004.005.00-0.34
Sortino ratio
The chart of Sortino ratio for SOYO.L, currently valued at -0.30, compared to the broader market-2.000.002.004.006.008.00-0.30
Omega ratio
The chart of Omega ratio for SOYO.L, currently valued at 0.97, compared to the broader market0.501.001.502.002.500.97
Calmar ratio
The chart of Calmar ratio for SOYO.L, currently valued at -0.17, compared to the broader market0.002.004.006.008.0010.0012.00-0.17
Martin ratio
The chart of Martin ratio for SOYO.L, currently valued at -0.57, compared to the broader market0.0020.0040.0060.0080.00-0.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.005.001.74
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.002.53
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.502.002.501.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.79, compared to the broader market0.0020.0040.0060.0080.006.79

Sharpe Ratio

The current WisdomTree Soybean Oil Sharpe ratio is -0.34. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree Soybean Oil with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.34
1.74
SOYO.L (WisdomTree Soybean Oil)
Benchmark (^GSPC)

Dividends

Dividend History


WisdomTree Soybean Oil doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-59.44%
-4.49%
SOYO.L (WisdomTree Soybean Oil)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Soybean Oil. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Soybean Oil was 81.90%, occurring on Apr 27, 2020. The portfolio has not yet recovered.

The current WisdomTree Soybean Oil drawdown is 59.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.9%Mar 4, 20082365Apr 27, 2020
-10.14%Jul 16, 200714Aug 16, 200713Sep 12, 200727
-7.1%Jan 3, 20075Jan 19, 200710Mar 29, 200715
-6.54%Jan 15, 20088Jan 24, 20086Feb 1, 200814
-4.72%Nov 30, 20075Dec 6, 200710Dec 27, 200715

Volatility

Volatility Chart

The current WisdomTree Soybean Oil volatility is 7.26%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
7.26%
3.91%
SOYO.L (WisdomTree Soybean Oil)
Benchmark (^GSPC)