SOYB.L vs. CATL.L
Compare and contrast key facts about WisdomTree Soybeans (SOYB.L) and WisdomTree Live Cattle (CATL.L).
SOYB.L and CATL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SOYB.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Soybeans. It was launched on Sep 22, 2006. 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. Both SOYB.L and CATL.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: SOYB.L or CATL.L.
Key characteristics
| SOYB.L | CATL.L | |
|---|---|---|
| YTD Return | -22.07% | 13.99% |
| 1Y Return | -26.64% | 8.79% |
| 3Y Return (Ann) | 2.04% | 9.36% |
| 5Y Return (Ann) | 7.48% | 0.75% |
| 10Y Return (Ann) | 0.46% | -1.79% |
| Sharpe Ratio | -1.62 | 0.70 |
| Sortino Ratio | -2.30 | 1.07 |
| Omega Ratio | 0.75 | 1.14 |
| Calmar Ratio | -0.84 | 0.21 |
| Martin Ratio | -1.43 | 3.08 |
| Ulcer Index | 17.88% | 3.12% |
| Daily Std Dev | 15.84% | 13.70% |
| Max Drawdown | -50.99% | -59.64% |
| Current Drawdown | -28.63% | -36.77% |
Correlation
The correlation between SOYB.L and CATL.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
SOYB.L vs. CATL.L - Performance Comparison
In the year-to-date period, SOYB.L achieves a -22.07% return, which is significantly lower than CATL.L's 13.99% return. Over the past 10 years, SOYB.L has outperformed CATL.L with an annualized return of 0.46%, while CATL.L has yielded a comparatively lower -1.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SOYB.L vs. CATL.L - Expense Ratio Comparison
Both SOYB.L and CATL.L have an expense ratio of 0.49%.
Risk-Adjusted Performance
SOYB.L vs. CATL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Soybeans (SOYB.L) and WisdomTree Live Cattle (CATL.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
SOYB.L vs. CATL.L - Dividend Comparison
Neither SOYB.L nor CATL.L has paid dividends to shareholders.
Drawdowns
SOYB.L vs. CATL.L - Drawdown Comparison
The maximum SOYB.L drawdown since its inception was -50.99%, smaller than the maximum CATL.L drawdown of -59.64%. Use the drawdown chart below to compare losses from any high point for SOYB.L and CATL.L. For additional features, visit the drawdowns tool.
Volatility
SOYB.L vs. CATL.L - Volatility Comparison
WisdomTree Soybeans (SOYB.L) has a higher volatility of 3.66% compared to WisdomTree Live Cattle (CATL.L) at 2.60%. This indicates that SOYB.L's price experiences larger fluctuations and is considered to be riskier than CATL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.