SOYO.L vs. COTN.L
Compare and contrast key facts about WisdomTree Soybean Oil (SOYO.L) and WisdomTree Cotton (COTN.L).
SOYO.L and COTN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. COTN.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Cotton. It was launched on Sep 22, 2006. Both SOYO.L and COTN.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
SOYO.L vs. COTN.L - Performance Comparison
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SOYO.L vs. COTN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
COTN.L WisdomTree Cotton | 5.57% | -11.34% | -16.60% | -1.06% | -8.04% | 41.68% | 7.77% | -7.05% | -7.59% | 10.38% |
Returns By Period
In the year-to-date period, SOYO.L achieves a 35.87% return, which is significantly higher than COTN.L's 5.57% return. Over the past 10 years, SOYO.L has outperformed COTN.L with an annualized return of 7.33%, while COTN.L has yielded a comparatively lower 2.03% annualized return.
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%
COTN.L
- 1D
- -1.50%
- 1M
- 8.14%
- YTD
- 5.57%
- 6M
- 2.28%
- 1Y
- -4.62%
- 3Y*
- -8.13%
- 5Y*
- 0.51%
- 10Y*
- 2.03%
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SOYO.L vs. COTN.L - Expense Ratio Comparison
Both SOYO.L and COTN.L have an expense ratio of 0.49%.
Return for Risk
SOYO.L vs. COTN.L — Risk / Return Rank
SOYO.L
COTN.L
SOYO.L vs. COTN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Soybean Oil (SOYO.L) and WisdomTree Cotton (COTN.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 | COTN.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | -0.29 | +2.04 |
Sortino ratioReturn per unit of downside risk | 2.48 | -0.31 | +2.79 |
Omega ratioGain probability vs. loss probability | 1.31 | 0.96 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 2.54 | -0.34 | +2.88 |
Martin ratioReturn relative to average drawdown | 5.33 | -0.59 | +5.92 |
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 | COTN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | -0.29 | +2.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.02 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.08 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | -0.01 | +0.10 |
Correlation
The correlation between SOYO.L and COTN.L is 0.23, 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
SOYO.L vs. COTN.L - Dividend Comparison
Neither SOYO.L nor COTN.L has paid dividends to shareholders.
Drawdowns
SOYO.L vs. COTN.L - Drawdown Comparison
The maximum SOYO.L drawdown since its inception was -81.90%, which is greater than COTN.L's maximum drawdown of -73.59%. Use the drawdown chart below to compare losses from any high point for SOYO.L and COTN.L.
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Drawdown Indicators
| SOYO.L | COTN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.90% | -73.59% | -8.31% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -14.45% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -46.60% | -53.70% | +7.10% |
Max Drawdown (10Y)Largest decline over 10 years | -46.60% | -53.70% | +7.10% |
Current DrawdownCurrent decline from peak | -37.68% | -58.93% | +21.25% |
Average DrawdownAverage peak-to-trough decline | -57.32% | -49.73% | -7.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.17% | 8.37% | -1.20% |
Volatility
SOYO.L vs. COTN.L - Volatility Comparison
WisdomTree Soybean Oil (SOYO.L) has a higher volatility of 8.17% compared to WisdomTree Cotton (COTN.L) at 5.67%. This indicates that SOYO.L's price experiences larger fluctuations and is considered to be riskier than COTN.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 | COTN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.17% | 5.67% | +2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 14.44% | 9.81% | +4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.81% | 16.01% | +7.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.08% | 27.44% | +2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.17% | 24.87% | +0.30% |