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SOYO.L vs. INTL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOYO.L vs. INTL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Soybean Oil (SOYO.L) and WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SOYO.L is traded in USD, while INTL.L is traded in GBp. To make them comparable, the INTL.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SOYO.L achieves a 55.41% return, which is significantly higher than INTL.L's 48.67% 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%

INTL.L

1D
-0.67%
1M
16.44%
YTD
48.67%
6M
47.73%
1Y
88.57%
3Y*
34.19%
5Y*
16.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOYO.L vs. INTL.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SOYO.L
WisdomTree Soybean Oil
55.41%20.93%-16.19%-20.85%31.60%49.66%13.00%14.57%
INTL.L
WisdomTree Artificial Intelligence UCITS ETF - USD Acc
48.67%23.14%11.68%56.56%-42.06%16.29%74.16%35.80%

Correlation

The correlation between SOYO.L and INTL.L is 0.01, 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

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2019

0.15

The correlation between SOYO.L and INTL.L shifts across timeframes, from 0.01 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

SOYO.L vs. INTL.L - Sectors Allocation Comparison


Sectors
SOYO.L
INTL.L

Technology

100.0%
79.3%

Basic Materials

-

-

Communication Services

-

8.6%

Consumer Cyclical

-

5.6%

Consumer Defensive

-

0.8%

Energy

-

-

Financial Services

-

0.9%

Healthcare

-

2.4%

Industrials

-

2.4%

Real Estate

-

-

Utilities

-

-

Technology

SOYO.L
100.0%
INTL.L
79.3%

Basic Materials

SOYO.L

-

INTL.L

-

Communication Services

SOYO.L

-

INTL.L
8.6%

Consumer Cyclical

SOYO.L

-

INTL.L
5.6%

Consumer Defensive

SOYO.L

-

INTL.L
0.8%

Energy

SOYO.L

-

INTL.L

-

Financial Services

SOYO.L

-

INTL.L
0.9%

Healthcare

SOYO.L

-

INTL.L
2.4%

Industrials

SOYO.L

-

INTL.L
2.4%

Real Estate

SOYO.L

-

INTL.L

-

Utilities

SOYO.L

-

INTL.L

-

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Return for Risk

SOYO.L vs. INTL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SOYO.L
SOYO.L Risk / Return Rank: 7474
Overall Rank
SOYO.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SOYO.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
SOYO.L Omega Ratio Rank: 7474
Omega Ratio Rank
SOYO.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SOYO.L Martin Ratio Rank: 5353
Martin Ratio Rank

INTL.L
INTL.L Risk / Return Rank: 9191
Overall Rank
INTL.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
INTL.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
INTL.L Omega Ratio Rank: 8989
Omega Ratio Rank
INTL.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
INTL.L Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SOYO.L vs. INTL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Soybean Oil (SOYO.L) and WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.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.LINTL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.43

1.52

-0.08

Calmar ratioReturn relative to maximum drawdown

4.13

5.91

-1.78

Martin ratioReturn relative to average drawdown

9.03

18.42

-9.39

SOYO.L vs. INTL.L - Sharpe Ratio Comparison

The current SOYO.L Sharpe Ratio is 2.62, which is comparable to the INTL.L Sharpe Ratio of 3.47. The chart below compares the historical Sharpe Ratios of SOYO.L and INTL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SOYO.LINTL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

3.47

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.58

-0.36

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

0.91

-0.79

Drawdowns

SOYO.L vs. INTL.L - Drawdown Comparison

The maximum SOYO.L drawdown since its inception was -81.90%, which is greater than INTL.L's maximum drawdown of -48.41%. Use the drawdown chart below to compare losses from any high point for SOYO.L and INTL.L.


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Drawdown Indicators


SOYO.LINTL.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.90%

-48.41%

-33.49%

Max Drawdown (1Y)

Largest decline over 1 year

-15.05%

-15.38%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-39.69%

-31.15%

-8.54%

Max Drawdown (5Y)

Largest decline over 5 years

-46.60%

-46.21%

-0.39%

Max Drawdown (10Y)

Largest decline over 10 years

-46.60%

Current Drawdown

Current decline from peak

-28.72%

-1.19%

-27.53%

Average Drawdown

Average peak-to-trough decline

-57.06%

-13.96%

-43.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.90%

4.94%

+1.96%

Volatility

SOYO.L vs. INTL.L - Volatility Comparison

The current volatility for WisdomTree Soybean Oil (SOYO.L) is 7.90%, while WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) has a volatility of 9.61%. This indicates that SOYO.L experiences smaller price fluctuations and is considered to be less risky than INTL.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.LINTL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.90%

9.61%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

16.77%

19.60%

-2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

23.73%

26.18%

-2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.83%

27.54%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.32%

28.09%

-2.77%

SOYO.L vs. INTL.L - Expense Ratio Comparison

SOYO.L has a 0.49% expense ratio, which is higher than INTL.L's 0.40% expense ratio.


Dividends

SOYO.L vs. INTL.L - Dividend Comparison

Neither SOYO.L nor INTL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SOYO.L and INTL.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, INTL.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

INTL.L is cheaper with a 0.40% expense ratio, compared with 0.49% for SOYO.L.

SOYO.L is categorized as Agricultural Commodities, while INTL.L is Technology Equities. SOYO.L tracks Bloomberg Soybean Oil, while INTL.L tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.49% for SOYO.L and 0.40% for INTL.L.

Portfolio Optimizer

Find the right allocation for SOYO.L and INTL.L

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