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SOYB.L vs. MOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SOYB.L vs. MOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Soybeans (SOYB.L) and VanEck Agribusiness ETF (MOO). The values are adjusted to include any dividend payments, if applicable.

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SOYB.L vs. MOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOYB.L
WisdomTree Soybeans
8.47%6.31%-22.14%0.92%27.00%7.10%31.50%-2.64%-11.79%-10.13%
MOO
VanEck Agribusiness ETF
16.24%15.61%-12.43%-8.57%-8.10%23.99%14.59%22.29%-6.03%21.75%

Returns By Period

In the year-to-date period, SOYB.L achieves a 8.47% return, which is significantly lower than MOO's 16.24% return. Over the past 10 years, SOYB.L has underperformed MOO with an annualized return of 3.16%, while MOO has yielded a comparatively higher 8.27% annualized return.


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%

MOO

1D
0.13%
1M
-0.69%
YTD
16.24%
6M
18.78%
1Y
27.51%
3Y*
2.07%
5Y*
1.70%
10Y*
8.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SOYB.L vs. MOO - Expense Ratio Comparison

SOYB.L has a 0.49% expense ratio, which is lower than MOO's 0.55% expense ratio.


Return for Risk

SOYB.L vs. MOO — 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: 3636
Overall Rank
SOYB.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SOYB.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
SOYB.L Omega Ratio Rank: 3333
Omega Ratio Rank
SOYB.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
SOYB.L Martin Ratio Rank: 3030
Martin Ratio Rank

MOO
MOO Risk / Return Rank: 8181
Overall Rank
MOO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
MOO Sortino Ratio Rank: 8585
Sortino Ratio Rank
MOO Omega Ratio Rank: 7878
Omega Ratio Rank
MOO Calmar Ratio Rank: 8282
Calmar Ratio Rank
MOO Martin Ratio Rank: 7979
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Soybeans (SOYB.L) and VanEck Agribusiness ETF (MOO). 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.LMOODifference

Sharpe ratio

Return per unit of total volatility

0.76

1.62

-0.86

Sortino ratio

Return per unit of downside risk

1.15

2.33

-1.17

Omega ratio

Gain probability vs. loss probability

1.15

1.31

-0.16

Calmar ratio

Return relative to maximum drawdown

1.21

2.42

-1.21

Martin ratio

Return relative to average drawdown

2.84

8.98

-6.14

SOYB.L vs. MOO - Sharpe Ratio Comparison

The current SOYB.L Sharpe Ratio is 0.76, which is lower than the MOO Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of SOYB.L and MOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SOYB.LMOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.62

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.10

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.46

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.24

+0.01

Correlation

The correlation between SOYB.L and MOO is 0.20, 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. MOO - Dividend Comparison

SOYB.L has not paid dividends to shareholders, while MOO's dividend yield for the trailing twelve months is around 2.12%.


TTM20252024202320222021202020192018201720162015
SOYB.L
WisdomTree Soybeans
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MOO
VanEck Agribusiness ETF
2.12%2.47%3.41%2.93%2.15%1.17%1.10%1.26%1.69%1.44%2.14%2.89%

Drawdowns

SOYB.L vs. MOO - Drawdown Comparison

The maximum SOYB.L drawdown since its inception was -50.99%, smaller than the maximum MOO drawdown of -69.53%. Use the drawdown chart below to compare losses from any high point for SOYB.L and MOO.


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Drawdown Indicators


SOYB.LMOODifference

Max Drawdown

Largest peak-to-trough decline

-50.99%

-69.53%

+18.54%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-11.13%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-31.36%

-39.52%

+8.16%

Max Drawdown (10Y)

Largest decline over 10 years

-44.61%

-39.52%

-5.09%

Current Drawdown

Current decline from peak

-17.77%

-12.90%

-4.87%

Average Drawdown

Average peak-to-trough decline

-21.97%

-16.99%

-4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.48%

3.09%

+1.39%

Volatility

SOYB.L vs. MOO - Volatility Comparison

WisdomTree Soybeans (SOYB.L) has a higher volatility of 6.06% compared to VanEck Agribusiness ETF (MOO) at 5.47%. This indicates that SOYB.L's price experiences larger fluctuations and is considered to be riskier than MOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOYB.LMOODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

5.47%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

11.06%

10.81%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

16.03%

17.03%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.06%

17.09%

+2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

18.20%

+0.58%