SOYB.L vs. FAGR.L
SOYB.L (WisdomTree Soybeans) and FAGR.L (WisdomTree Agriculture Longer Dated) are both Agricultural Commodities funds from WisdomTree - SOYB.L tracks the Bloomberg Soybeans while FAGR.L tracks the Bloomberg Agriculture 3 Month Forward. Both are passively managed. Over the past 5 years, SOYB.L returned -0.21%/yr vs 2.39%/yr for FAGR.L. At a 0.40 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
SOYB.L vs. FAGR.L - Performance Comparison
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Returns By Period
In the year-to-date period, SOYB.L achieves a 4.56% return, which is significantly lower than FAGR.L's 5.54% 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%
FAGR.L
- 1D
- -2.30%
- 1M
- -4.13%
- YTD
- 5.54%
- 6M
- 2.04%
- 1Y
- 2.23%
- 3Y*
- 0.10%
- 5Y*
- 2.39%
- 10Y*
- —
SOYB.L vs. FAGR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SOYB.L WisdomTree Soybeans | 4.56% | 6.31% | -22.14% | 0.92% | 27.00% | 7.10% | 31.50% | 6.58% |
FAGR.L WisdomTree Agriculture Longer Dated | 5.54% | 0.20% | -7.02% | -4.05% | 16.44% | 29.51% | 11.44% | 6.28% |
Correlation
The correlation between SOYB.L and FAGR.L is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2019 | 0.40 |
Over the past year, SOYB.L and FAGR.L have become more correlated (0.76) than their long-term average of 0.40, meaning their price movements have been converging.
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Return for Risk
SOYB.L vs. FAGR.L — Risk / Return Rank
SOYB.L
FAGR.L
SOYB.L vs. FAGR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Soybeans (SOYB.L) and WisdomTree Agriculture Longer Dated (FAGR.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 | FAGR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.05 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 0.43 | +0.25 |
| Martin ratioReturn relative to average drawdown | 1.48 | 0.82 | +0.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOYB.L | FAGR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.27 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.21 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.76 | -0.52 |
Drawdowns
SOYB.L vs. FAGR.L - Drawdown Comparison
The maximum SOYB.L drawdown since its inception was -50.99%, which is greater than FAGR.L's maximum drawdown of -29.85%. Use the drawdown chart below to compare losses from any high point for SOYB.L and FAGR.L.
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Drawdown Indicators
| SOYB.L | FAGR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -29.85% | -21.14% |
Max Drawdown (1Y)Largest decline over 1 year | -10.53% | -7.81% | -2.72% |
Max Drawdown (3Y)Largest decline over 3 years | -31.36% | -22.43% | -8.93% |
Max Drawdown (5Y)Largest decline over 5 years | -31.36% | -29.85% | -1.51% |
Max Drawdown (10Y)Largest decline over 10 years | -44.61% | — | — |
Current DrawdownCurrent decline from peak | -20.74% | -19.52% | -1.22% |
Average DrawdownAverage peak-to-trough decline | -21.92% | -15.30% | -6.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.80% | 4.07% | +0.73% |
Volatility
SOYB.L vs. FAGR.L - Volatility Comparison
WisdomTree Soybeans (SOYB.L) has a higher volatility of 7.04% compared to WisdomTree Agriculture Longer Dated (FAGR.L) at 5.73%. This indicates that SOYB.L's price experiences larger fluctuations and is considered to be riskier than FAGR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOYB.L | FAGR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.04% | 5.73% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 12.00% | 9.37% | +2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.29% | 12.55% | +3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.94% | 22.75% | -2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.72% | 25.90% | -7.18% |
SOYB.L vs. FAGR.L - Expense Ratio Comparison
Both SOYB.L and FAGR.L have an expense ratio of 0.49%.
Dividends
SOYB.L vs. FAGR.L - Dividend Comparison
Neither SOYB.L nor FAGR.L has paid dividends to shareholders.
Frequently Asked Questions
SOYB.L and FAGR.L have a correlation of 0.76, 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 FAGR.L have the same expense ratio: 0.49% per year.
SOYB.L tracks Bloomberg Soybeans, while FAGR.L tracks Bloomberg Agriculture 3 Month Forward.
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