SOYO.L vs. AIGS.L
SOYO.L (WisdomTree Soybean Oil) and AIGS.L (WisdomTree Softs) are both Agricultural Commodities funds from WisdomTree - SOYO.L tracks the Bloomberg Soybean Oil while AIGS.L tracks the Bloomberg Softs. Both are passively managed. Over the past 10 years, SOYO.L returned 9.57%/yr vs 2.26%/yr for AIGS.L. At a 0.22 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
SOYO.L vs. AIGS.L - Performance Comparison
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Returns By Period
In the year-to-date period, SOYO.L achieves a 55.41% return, which is significantly higher than AIGS.L's -12.24% return. Over the past 10 years, SOYO.L has outperformed AIGS.L with an annualized return of 9.57%, while AIGS.L has yielded a comparatively lower 2.26% annualized return.
SOYO.L
- 1D
- -3.45%
- 1M
- 2.05%
- YTD
- 55.41%
- 6M
- 46.52%
- 1Y
- 62.00%
- 3Y*
- 18.64%
- 5Y*
- 6.66%
- 10Y*
- 9.57%
AIGS.L
- 1D
- -2.05%
- 1M
- -7.85%
- YTD
- -12.24%
- 6M
- -14.68%
- 1Y
- -14.36%
- 3Y*
- 4.76%
- 5Y*
- 9.62%
- 10Y*
- 2.26%
SOYO.L vs. AIGS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOYO.L WisdomTree Soybean Oil | 55.41% | 20.93% | -16.19% | -20.85% | 31.60% | 49.66% | 13.00% | 19.09% | -18.74% | -9.81% |
AIGS.L WisdomTree Softs | -12.24% | 2.96% | 25.45% | 20.14% | -4.35% | 43.50% | -0.54% | 3.02% | -21.88% | -16.48% |
Correlation
The correlation between SOYO.L and AIGS.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2006 | 0.22 |
The correlation between SOYO.L and AIGS.L shifts across timeframes, from 0.08 (1 year) to 0.22 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SOYO.L vs. AIGS.L — Risk / Return Rank
SOYO.L
AIGS.L
SOYO.L vs. AIGS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Soybean Oil (SOYO.L) and WisdomTree Softs (AIGS.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.
| SOYO.L | AIGS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.24 | ||
| Sortino ratioReturn per unit of downside risk | +4.26 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.91 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 4.13 | -0.55 | +4.69 |
| Martin ratioReturn relative to average drawdown | 9.03 | -1.07 | +10.10 |
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
| SOYO.L | AIGS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.62 | -0.62 | +3.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.45 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.11 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | -0.01 | +0.13 |
Drawdowns
SOYO.L vs. AIGS.L - Drawdown Comparison
The maximum SOYO.L drawdown since its inception was -81.90%, roughly equal to the maximum AIGS.L drawdown of -79.63%. Use the drawdown chart below to compare losses from any high point for SOYO.L and AIGS.L.
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Drawdown Indicators
| SOYO.L | AIGS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.90% | -79.63% | -2.27% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -23.61% | +8.56% |
Max Drawdown (3Y)Largest decline over 3 years | -39.69% | -27.19% | -12.50% |
Max Drawdown (5Y)Largest decline over 5 years | -46.60% | -27.19% | -19.41% |
Max Drawdown (10Y)Largest decline over 10 years | -46.60% | -55.98% | +9.38% |
Current DrawdownCurrent decline from peak | -28.72% | -50.04% | +21.32% |
Average DrawdownAverage peak-to-trough decline | -57.06% | -50.34% | -6.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.90% | 12.23% | -5.33% |
Volatility
SOYO.L vs. AIGS.L - Volatility Comparison
WisdomTree Soybean Oil (SOYO.L) has a higher volatility of 7.90% compared to WisdomTree Softs (AIGS.L) at 7.29%. This indicates that SOYO.L's price experiences larger fluctuations and is considered to be riskier than AIGS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOYO.L | AIGS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.90% | 7.29% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 16.77% | 15.09% | +1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.73% | 21.18% | +2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.83% | 21.25% | +8.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.32% | 19.91% | +5.41% |
SOYO.L vs. AIGS.L - Expense Ratio Comparison
Both SOYO.L and AIGS.L have an expense ratio of 0.49%.
Dividends
SOYO.L vs. AIGS.L - Dividend Comparison
Neither SOYO.L nor AIGS.L has paid dividends to shareholders.
Frequently Asked Questions
SOYO.L and AIGS.L have a correlation of 0.08, 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.
SOYO.L and AIGS.L have the same expense ratio: 0.49% per year.
SOYO.L tracks Bloomberg Soybean Oil, while AIGS.L tracks Bloomberg Softs.
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