SOYB.L vs. AIGS.L
SOYB.L (WisdomTree Soybeans) and AIGS.L (WisdomTree Softs) are both Agricultural Commodities funds from WisdomTree - SOYB.L tracks the Bloomberg Soybeans while AIGS.L tracks the Bloomberg Softs. Both are passively managed. Over the past 10 years, SOYB.L returned 0.60%/yr vs 2.26%/yr for AIGS.L. At a 0.27 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
SOYB.L vs. AIGS.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SOYB.L achieves a 4.56% return, which is significantly higher than AIGS.L's -12.24% return. Over the past 10 years, SOYB.L has underperformed AIGS.L with an annualized return of 0.60%, while AIGS.L has yielded a comparatively higher 2.26% annualized return.
SOYB.L
- 1D
- -3.37%
- 1M
- -5.50%
- YTD
- 4.56%
- 6M
- -1.11%
- 1Y
- 6.74%
- 3Y*
- -1.51%
- 5Y*
- -0.21%
- 10Y*
- 0.60%
AIGS.L
- 1D
- -2.05%
- 1M
- -7.85%
- YTD
- -12.24%
- 6M
- -14.68%
- 1Y
- -14.36%
- 3Y*
- 4.76%
- 5Y*
- 9.62%
- 10Y*
- 2.26%
SOYB.L vs. AIGS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOYB.L WisdomTree Soybeans | 4.56% | 6.31% | -22.14% | 0.92% | 27.00% | 7.10% | 31.50% | -2.64% | -11.79% | -10.13% |
AIGS.L WisdomTree Softs | -12.24% | 2.96% | 25.45% | 20.14% | -4.35% | 43.50% | -0.54% | 3.02% | -21.88% | -16.48% |
Correlation
The correlation between SOYB.L and AIGS.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2006 | 0.27 |
The correlation between SOYB.L and AIGS.L shifts across timeframes, from 0.16 (3 years) to 0.28 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SOYB.L vs. AIGS.L — Risk / Return Rank
SOYB.L
AIGS.L
SOYB.L vs. AIGS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Soybeans (SOYB.L) and WisdomTree Softs (AIGS.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.
| SOYB.L | AIGS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.91 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | -0.55 | +1.23 |
| Martin ratioReturn relative to average drawdown | 1.48 | -1.07 | +2.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SOYB.L | AIGS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | -0.62 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.45 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | 0.11 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | -0.01 | +0.25 |
Drawdowns
SOYB.L vs. AIGS.L - Drawdown Comparison
The maximum SOYB.L drawdown since its inception was -50.99%, smaller than the maximum AIGS.L drawdown of -79.63%. Use the drawdown chart below to compare losses from any high point for SOYB.L and AIGS.L.
Loading charts...
Drawdown Indicators
| SOYB.L | AIGS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -79.63% | +28.64% |
Max Drawdown (1Y)Largest decline over 1 year | -10.53% | -23.61% | +13.08% |
Max Drawdown (3Y)Largest decline over 3 years | -31.36% | -27.19% | -4.17% |
Max Drawdown (5Y)Largest decline over 5 years | -31.36% | -27.19% | -4.17% |
Max Drawdown (10Y)Largest decline over 10 years | -44.61% | -55.98% | +11.37% |
Current DrawdownCurrent decline from peak | -20.74% | -50.04% | +29.30% |
Average DrawdownAverage peak-to-trough decline | -21.92% | -50.34% | +28.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.80% | 12.23% | -7.43% |
Volatility
SOYB.L vs. AIGS.L - Volatility Comparison
WisdomTree Soybeans (SOYB.L) and WisdomTree Softs (AIGS.L) have volatilities of 7.04% and 7.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SOYB.L | AIGS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.04% | 7.29% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 12.00% | 15.09% | -3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.29% | 21.18% | -4.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.94% | 21.25% | -1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.72% | 19.91% | -1.19% |
SOYB.L vs. AIGS.L - Expense Ratio Comparison
Both SOYB.L and AIGS.L have an expense ratio of 0.49%.
Dividends
SOYB.L vs. AIGS.L - Dividend Comparison
Neither SOYB.L nor AIGS.L has paid dividends to shareholders.
Frequently Asked Questions
SOYB.L and AIGS.L have a correlation of 0.17, 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.
SOYB.L and AIGS.L have the same expense ratio: 0.49% per year.
SOYB.L tracks Bloomberg Soybeans, while AIGS.L tracks Bloomberg Softs.
Find the right allocation for SOYB.L and AIGS.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer