SOYB.L vs. ACOPY

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Soybeans (SOYB.L) and The A2 Milk Company Ltd (ACOPY).

SOYB.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Soybeans. It was launched on Sep 22, 2006.

Performance

SOYB.L vs. ACOPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Soybeans (SOYB.L) and The A2 Milk Company Ltd (ACOPY). The values are adjusted to include any dividend payments, if applicable.

SOYB.L vs. ACOPY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SOYB.L WisdomTree Soybeans	8.47%	6.31%	-22.14%	0.92%	27.00%	7.10%	31.50%	6.97%
ACOPY The A2 Milk Company Ltd	8.30%	86.80%	25.63%	-40.24%	15.42%	-55.85%	-14.13%	-6.73%

Returns By Period

The year-to-date returns for both stocks are quite close, with SOYB.L having a 8.47% return and ACOPY slightly lower at 8.30%.

SOYB.L

• 1D: -0.41%
• 1M: -0.18%
• YTD: 8.47%
• 6M: 13.01%
• 1Y: 12.31%
• 3Y*: -2.77%
• 5Y*: 2.74%
• 10Y*: 3.16%

ACOPY

• 1D: 0.00%
• 1M: -1.00%
• YTD: 8.30%
• 6M: 16.62%
• 1Y: 40.87%
• 3Y*: 21.20%
• 5Y*: 2.56%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SOYB.L vs. ACOPY — Risk / Return Rank

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

SOYB.L

SOYB.L Risk / Return Rank: 36
SOYB.L Sharpe Ratio Rank: 38
SOYB.L Sortino Ratio Rank: 38
SOYB.L Omega Ratio Rank: 33
SOYB.L Calmar Ratio Rank: 43
SOYB.L Martin Ratio Rank: 30

ACOPY

ACOPY Risk / Return Rank: 76
ACOPY Sharpe Ratio Rank: 73
ACOPY Sortino Ratio Rank: 68
ACOPY Omega Ratio Rank: 86
ACOPY Calmar Ratio Rank: 75
ACOPY Martin Ratio Rank: 81

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.

SOYB.L vs. ACOPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Soybeans (SOYB.L) and The A2 Milk Company Ltd (ACOPY). 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.

	SOYB.L	ACOPY	Difference
Sharpe ratio Return per unit of total volatility	0.76	1.00	-0.24
Sortino ratio Return per unit of downside risk	1.15	1.56	-0.41
Omega ratio Gain probability vs. loss probability	1.15	1.35	-0.21
Calmar ratio Return relative to maximum drawdown	1.21	1.95	-0.75
Martin ratio Return relative to average drawdown	2.84	6.63	-3.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SOYB.L vs. ACOPY - Sharpe Ratio Comparison

The current SOYB.L Sharpe Ratio is 0.76, which is comparable to the ACOPY Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of SOYB.L and ACOPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SOYB.L	ACOPY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.76	1.00	-0.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	0.05	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	-0.13	+0.38

Correlation

The correlation between SOYB.L and ACOPY is 0.03, 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.

Dividends

SOYB.L vs. ACOPY - Dividend Comparison

SOYB.L has not paid dividends to shareholders, while ACOPY's dividend yield for the trailing twelve months is around 2.05%.

	TTM	2025
SOYB.L WisdomTree Soybeans	0.00%	0.00%
ACOPY The A2 Milk Company Ltd	2.05%	1.87%

Drawdowns

SOYB.L vs. ACOPY - Drawdown Comparison

The maximum SOYB.L drawdown since its inception was -50.99%, smaller than the maximum ACOPY drawdown of -84.50%. Use the drawdown chart below to compare losses from any high point for SOYB.L and ACOPY.

Drawdown Indicators

	SOYB.L	ACOPY	Difference
Max Drawdown Largest peak-to-trough decline	-50.99%	-84.50%	+33.51%
Max Drawdown (1Y) Largest decline over 1 year	-10.53%	-20.91%	+10.38%
Max Drawdown (5Y) Largest decline over 5 years	-31.36%	-63.52%	+32.16%
Max Drawdown (10Y) Largest decline over 10 years	-44.61%	—	—
Current Drawdown Current decline from peak	-17.77%	-55.23%	+37.46%
Average Drawdown Average peak-to-trough decline	-21.97%	-60.03%	+38.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.48%	6.16%	-1.68%

Volatility

SOYB.L vs. ACOPY - Volatility Comparison

WisdomTree Soybeans (SOYB.L) has a higher volatility of 6.06% compared to The A2 Milk Company Ltd (ACOPY) at 2.30%. This indicates that SOYB.L's price experiences larger fluctuations and is considered to be riskier than ACOPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOYB.L	ACOPY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.06%	2.30%	+3.76%
Volatility (6M) Calculated over the trailing 6-month period	11.06%	25.36%	-14.30%
Volatility (1Y) Calculated over the trailing 1-year period	16.03%	41.06%	-25.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.06%	47.36%	-27.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.78%	53.03%	-34.25%