SOYB vs. SOYB.L
Compare and contrast key facts about Teucrium Soybean Fund (SOYB) and WisdomTree Soybeans (SOYB.L).
SOYB and SOYB.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SOYB is a passively managed fund by Teucrium that tracks the performance of the Teucrium Soybean Fund Benchmark. It was launched on Sep 19, 2011. SOYB.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Soybeans. It was launched on Sep 22, 2006. Both SOYB and SOYB.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 or SOYB.L.
Key characteristics
| SOYB | SOYB.L | |
|---|---|---|
| YTD Return | -21.18% | -22.07% |
| 1Y Return | -26.20% | -26.64% |
| 3Y Return (Ann) | -0.99% | 2.04% |
| 5Y Return (Ann) | 6.60% | 7.48% |
| 10Y Return (Ann) | 0.03% | 0.46% |
| Sharpe Ratio | -1.70 | -1.62 |
| Sortino Ratio | -2.49 | -2.30 |
| Omega Ratio | 0.74 | 0.75 |
| Calmar Ratio | -0.94 | -0.84 |
| Martin Ratio | -1.53 | -1.43 |
| Ulcer Index | 17.20% | 17.88% |
| Daily Std Dev | 15.47% | 15.84% |
| Max Drawdown | -53.76% | -50.99% |
| Current Drawdown | -27.36% | -28.63% |
Correlation
The correlation between SOYB and SOYB.L is 0.61, 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.
Performance
SOYB vs. SOYB.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with SOYB having a -21.18% return and SOYB.L slightly lower at -22.07%. Over the past 10 years, SOYB has underperformed SOYB.L with an annualized return of 0.03%, while SOYB.L has yielded a comparatively higher 0.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SOYB vs. SOYB.L - Expense Ratio Comparison
SOYB has a 1.88% expense ratio, which is higher than SOYB.L's 0.49% expense ratio.
Risk-Adjusted Performance
SOYB vs. SOYB.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Soybean Fund (SOYB) and WisdomTree Soybeans (SOYB.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 vs. SOYB.L - Dividend Comparison
Neither SOYB nor SOYB.L has paid dividends to shareholders.
Drawdowns
SOYB vs. SOYB.L - Drawdown Comparison
The maximum SOYB drawdown since its inception was -53.76%, which is greater than SOYB.L's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for SOYB and SOYB.L. For additional features, visit the drawdowns tool.
Volatility
SOYB vs. SOYB.L - Volatility Comparison
Teucrium Soybean Fund (SOYB) has a higher volatility of 3.96% compared to WisdomTree Soybeans (SOYB.L) at 3.66%. This indicates that SOYB's price experiences larger fluctuations and is considered to be riskier than SOYB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.