SOYO.L vs. FAGR.L
SOYO.L (WisdomTree Soybean Oil) and FAGR.L (WisdomTree Agriculture Longer Dated) are both Agricultural Commodities funds from WisdomTree - SOYO.L tracks the Bloomberg Soybean Oil while FAGR.L tracks the Bloomberg Agriculture 3 Month Forward. Both are passively managed. Over the past 5 years, SOYO.L returned 6.66%/yr vs 2.39%/yr for FAGR.L. At a 0.28 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
SOYO.L vs. FAGR.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 FAGR.L's 5.54% 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%
FAGR.L
- 1D
- -2.30%
- 1M
- -4.13%
- YTD
- 5.54%
- 6M
- 2.04%
- 1Y
- 2.23%
- 3Y*
- 0.10%
- 5Y*
- 2.39%
- 10Y*
- —
SOYO.L vs. FAGR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SOYO.L WisdomTree Soybean Oil | 55.41% | 20.93% | -16.19% | -20.85% | 31.60% | 49.66% | 13.00% | 22.92% |
FAGR.L WisdomTree Agriculture Longer Dated | 5.54% | 0.20% | -7.02% | -4.05% | 16.44% | 29.51% | 11.44% | 6.28% |
Correlation
The correlation between SOYO.L and FAGR.L is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2019 | 0.28 |
Over the past year, SOYO.L and FAGR.L have become more correlated (0.51) than their long-term average of 0.28, meaning their price movements have been converging.
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Return for Risk
SOYO.L vs. FAGR.L — Risk / Return Rank
SOYO.L
FAGR.L
SOYO.L vs. FAGR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Soybean Oil (SOYO.L) and WisdomTree Agriculture Longer Dated (FAGR.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 | FAGR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.36 | ||
| Sortino ratioReturn per unit of downside risk | +3.06 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.05 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 4.13 | 0.43 | +3.71 |
| Martin ratioReturn relative to average drawdown | 9.03 | 0.82 | +8.21 |
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 | FAGR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.62 | 0.27 | +2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.21 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.76 | -0.64 |
Drawdowns
SOYO.L vs. FAGR.L - Drawdown Comparison
The maximum SOYO.L drawdown since its inception was -81.90%, which is greater than FAGR.L's maximum drawdown of -29.85%. Use the drawdown chart below to compare losses from any high point for SOYO.L and FAGR.L.
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Drawdown Indicators
| SOYO.L | FAGR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.90% | -29.85% | -52.05% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -7.81% | -7.24% |
Max Drawdown (3Y)Largest decline over 3 years | -39.69% | -22.43% | -17.26% |
Max Drawdown (5Y)Largest decline over 5 years | -46.60% | -29.85% | -16.75% |
Max Drawdown (10Y)Largest decline over 10 years | -46.60% | — | — |
Current DrawdownCurrent decline from peak | -28.72% | -19.52% | -9.20% |
Average DrawdownAverage peak-to-trough decline | -57.06% | -15.30% | -41.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.90% | 4.07% | +2.83% |
Volatility
SOYO.L vs. FAGR.L - Volatility Comparison
WisdomTree Soybean Oil (SOYO.L) has a higher volatility of 7.90% compared to WisdomTree Agriculture Longer Dated (FAGR.L) at 5.73%. This indicates that SOYO.L's price experiences larger fluctuations and is considered to be riskier than FAGR.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 | FAGR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.90% | 5.73% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 16.77% | 9.37% | +7.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.73% | 12.55% | +11.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.83% | 22.75% | +7.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.32% | 25.90% | -0.58% |
SOYO.L vs. FAGR.L - Expense Ratio Comparison
Both SOYO.L and FAGR.L have an expense ratio of 0.49%.
Dividends
SOYO.L vs. FAGR.L - Dividend Comparison
Neither SOYO.L nor FAGR.L has paid dividends to shareholders.
Frequently Asked Questions
SOYO.L and FAGR.L have a correlation of 0.51, 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 FAGR.L have the same expense ratio: 0.49% per year.
SOYO.L tracks Bloomberg Soybean Oil, while FAGR.L tracks Bloomberg Agriculture 3 Month Forward.
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