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FAGR.L vs. SOYO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAGR.L vs. SOYO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Agriculture Longer Dated (FAGR.L) and WisdomTree Soybean Oil (SOYO.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FAGR.L achieves a 5.54% return, which is significantly lower than SOYO.L's 55.41% return.


FAGR.L

1D
-2.30%
1M
-5.58%
YTD
5.54%
6M
1.56%
1Y
3.36%
3Y*
0.10%
5Y*
2.39%
10Y*

SOYO.L

1D
-3.45%
1M
-0.26%
YTD
55.41%
6M
47.62%
1Y
62.54%
3Y*
18.64%
5Y*
6.66%
10Y*
9.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAGR.L vs. SOYO.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FAGR.L
WisdomTree Agriculture Longer Dated
5.54%0.20%-7.02%-4.05%16.44%29.51%11.44%6.28%
SOYO.L
WisdomTree Soybean Oil
55.41%20.93%-16.19%-20.85%31.60%49.66%13.00%22.92%

Correlation

The correlation between FAGR.L and SOYO.L is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.32

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

0.32

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2019

0.28

Over the past year, FAGR.L and SOYO.L have become more correlated (0.51) than their long-term average of 0.28, meaning their price movements have been converging.

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Return for Risk

FAGR.L vs. SOYO.L — Risk / Return Rank

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

FAGR.L
FAGR.L Risk / Return Rank: 1313
Overall Rank
FAGR.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FAGR.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
FAGR.L Omega Ratio Rank: 1212
Omega Ratio Rank
FAGR.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
FAGR.L Martin Ratio Rank: 1313
Martin Ratio Rank

SOYO.L
SOYO.L Risk / Return Rank: 7474
Overall Rank
SOYO.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SOYO.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
SOYO.L Omega Ratio Rank: 7474
Omega Ratio Rank
SOYO.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SOYO.L Martin Ratio Rank: 5353
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.

FAGR.L vs. SOYO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Agriculture Longer Dated (FAGR.L) and WisdomTree Soybean Oil (SOYO.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.


FAGR.LSOYO.LDifference
Sharpe ratioReturn per unit of total volatility

-2.36

Sortino ratioReturn per unit of downside risk

-3.06

Omega ratioGain probability vs. loss probability

1.05

1.43

-0.38

Calmar ratioReturn relative to maximum drawdown

0.43

4.13

-3.71

Martin ratioReturn relative to average drawdown

0.82

9.03

-8.21

FAGR.L vs. SOYO.L - Sharpe Ratio Comparison

The current FAGR.L Sharpe Ratio is 0.27, which is lower than the SOYO.L Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of FAGR.L and SOYO.L, 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


FAGR.LSOYO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

2.62

-2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.22

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.12

+0.64

Drawdowns

FAGR.L vs. SOYO.L - Drawdown Comparison

The maximum FAGR.L drawdown since its inception was -29.85%, smaller than the maximum SOYO.L drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for FAGR.L and SOYO.L.


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Drawdown Indicators


FAGR.LSOYO.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.85%

-81.90%

+52.05%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

-15.05%

+7.24%

Max Drawdown (3Y)

Largest decline over 3 years

-22.43%

-39.69%

+17.26%

Max Drawdown (5Y)

Largest decline over 5 years

-29.85%

-46.60%

+16.75%

Max Drawdown (10Y)

Largest decline over 10 years

-46.60%

Current Drawdown

Current decline from peak

-19.52%

-28.72%

+9.20%

Average Drawdown

Average peak-to-trough decline

-15.30%

-57.06%

+41.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

6.90%

-2.83%

Volatility

FAGR.L vs. SOYO.L - Volatility Comparison

The current volatility for WisdomTree Agriculture Longer Dated (FAGR.L) is 5.73%, while WisdomTree Soybean Oil (SOYO.L) has a volatility of 7.90%. This indicates that FAGR.L experiences smaller price fluctuations and is considered to be less risky than SOYO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAGR.LSOYO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

7.90%

-2.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

16.77%

-7.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.55%

23.73%

-11.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.75%

29.83%

-7.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.90%

25.32%

+0.58%

FAGR.L vs. SOYO.L - Expense Ratio Comparison

Both FAGR.L and SOYO.L have an expense ratio of 0.49%.


Dividends

FAGR.L vs. SOYO.L - Dividend Comparison

Neither FAGR.L nor SOYO.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FAGR.L and SOYO.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FAGR.L and SOYO.L have the same expense ratio: 0.49% per year.

FAGR.L tracks Bloomberg Agriculture 3 Month Forward, while SOYO.L tracks Bloomberg Soybean Oil.

Portfolio Optimizer

Find the right allocation for FAGR.L and SOYO.L

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