CATL.L vs. SOYB.L
Compare and contrast key facts about WisdomTree Live Cattle (CATL.L) and WisdomTree Soybeans (SOYB.L).
CATL.L and SOYB.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CATL.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Live Cattle. It was launched on Sep 22, 2006. SOYB.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Soybeans. It was launched on Sep 22, 2006. Both CATL.L and SOYB.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CATL.L or SOYB.L.
Key characteristics
| CATL.L | SOYB.L | |
|---|---|---|
| YTD Return | 13.99% | -22.07% |
| 1Y Return | 8.79% | -26.64% |
| 3Y Return (Ann) | 9.36% | 2.04% |
| 5Y Return (Ann) | 0.75% | 7.48% |
| 10Y Return (Ann) | -1.79% | 0.46% |
| Sharpe Ratio | 0.70 | -1.62 |
| Sortino Ratio | 1.07 | -2.30 |
| Omega Ratio | 1.14 | 0.75 |
| Calmar Ratio | 0.21 | -0.84 |
| Martin Ratio | 3.08 | -1.43 |
| Ulcer Index | 3.12% | 17.88% |
| Daily Std Dev | 13.70% | 15.84% |
| Max Drawdown | -59.64% | -50.99% |
| Current Drawdown | -36.77% | -28.63% |
Correlation
The correlation between CATL.L and SOYB.L is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CATL.L vs. SOYB.L - Performance Comparison
In the year-to-date period, CATL.L achieves a 13.99% return, which is significantly higher than SOYB.L's -22.07% return. Over the past 10 years, CATL.L has underperformed SOYB.L with an annualized return of -1.79%, while SOYB.L has yielded a comparatively higher 0.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CATL.L vs. SOYB.L - Expense Ratio Comparison
Both CATL.L and SOYB.L have an expense ratio of 0.49%.
Risk-Adjusted Performance
CATL.L vs. SOYB.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Live Cattle (CATL.L) and WisdomTree Soybeans (SOYB.L). 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.
Dividends
CATL.L vs. SOYB.L - Dividend Comparison
Neither CATL.L nor SOYB.L has paid dividends to shareholders.
Drawdowns
CATL.L vs. SOYB.L - Drawdown Comparison
The maximum CATL.L drawdown since its inception was -59.64%, which is greater than SOYB.L's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for CATL.L and SOYB.L. For additional features, visit the drawdowns tool.
Volatility
CATL.L vs. SOYB.L - Volatility Comparison
The current volatility for WisdomTree Live Cattle (CATL.L) is 2.60%, while WisdomTree Soybeans (SOYB.L) has a volatility of 3.66%. This indicates that CATL.L experiences smaller price fluctuations and is considered to be less risky than SOYB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.