SOYB.L vs. SOYO.L
Compare and contrast key facts about WisdomTree Soybeans (SOYB.L) and WisdomTree Soybean Oil (SOYO.L).
SOYB.L and SOYO.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. SOYO.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Soybean Oil. It was launched on Sep 22, 2006. Both SOYB.L and SOYO.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.
Performance
SOYB.L vs. SOYO.L - Performance Comparison
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SOYB.L vs. SOYO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOYB.L WisdomTree Soybeans | 8.47% | 6.31% | -22.14% | 0.92% | 27.00% | 7.10% | 31.50% | -2.64% | -11.79% | -10.13% |
SOYO.L WisdomTree Soybean Oil | 35.87% | 20.93% | -16.19% | -20.85% | 31.60% | 49.66% | 13.00% | 19.09% | -18.74% | -9.81% |
Returns By Period
In the year-to-date period, SOYB.L achieves a 8.47% return, which is significantly lower than SOYO.L's 35.87% return. Over the past 10 years, SOYB.L has underperformed SOYO.L with an annualized return of 3.16%, while SOYO.L has yielded a comparatively higher 7.33% 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%
SOYO.L
- 1D
- -1.99%
- 1M
- 6.82%
- YTD
- 35.87%
- 6M
- 32.56%
- 1Y
- 41.55%
- 3Y*
- 8.75%
- 5Y*
- 11.31%
- 10Y*
- 7.33%
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SOYB.L vs. SOYO.L - Expense Ratio Comparison
Both SOYB.L and SOYO.L have an expense ratio of 0.49%.
Return for Risk
SOYB.L vs. SOYO.L — Risk / Return Rank
SOYB.L
SOYO.L
SOYB.L vs. SOYO.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Soybeans (SOYB.L) and WisdomTree Soybean Oil (SOYO.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 | SOYO.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 1.75 | -0.99 |
Sortino ratioReturn per unit of downside risk | 1.15 | 2.48 | -1.33 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.31 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 2.54 | -1.33 |
Martin ratioReturn relative to average drawdown | 2.84 | 5.33 | -2.49 |
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 | SOYO.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.75 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.38 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.29 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.09 | +0.16 |
Correlation
The correlation between SOYB.L and SOYO.L is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SOYB.L vs. SOYO.L - Dividend Comparison
Neither SOYB.L nor SOYO.L has paid dividends to shareholders.
Drawdowns
SOYB.L vs. SOYO.L - Drawdown Comparison
The maximum SOYB.L drawdown since its inception was -50.99%, smaller than the maximum SOYO.L drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for SOYB.L and SOYO.L.
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Drawdown Indicators
| SOYB.L | SOYO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -81.90% | +30.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.53% | -15.05% | +4.52% |
Max Drawdown (5Y)Largest decline over 5 years | -31.36% | -46.60% | +15.24% |
Max Drawdown (10Y)Largest decline over 10 years | -44.61% | -46.60% | +1.99% |
Current DrawdownCurrent decline from peak | -17.77% | -37.68% | +19.91% |
Average DrawdownAverage peak-to-trough decline | -21.97% | -57.32% | +35.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 7.17% | -2.69% |
Volatility
SOYB.L vs. SOYO.L - Volatility Comparison
The current volatility for WisdomTree Soybeans (SOYB.L) is 6.06%, while WisdomTree Soybean Oil (SOYO.L) has a volatility of 8.17%. This indicates that SOYB.L experiences smaller price fluctuations and is considered to be less risky than SOYO.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 | SOYO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 8.17% | -2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.06% | 14.44% | -3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.03% | 23.81% | -7.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.06% | 30.08% | -10.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.78% | 25.17% | -6.39% |