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

Performance

SOYO.L vs. SOYB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Soybean Oil (SOYO.L) and WisdomTree Soybeans (SOYB.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
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%
SOYB.L
WisdomTree Soybeans
8.47%6.31%-22.14%0.92%27.00%7.10%31.50%-2.64%-11.79%-10.13%

Returns By Period

In the year-to-date period, SOYO.L achieves a 35.87% return, which is significantly higher than SOYB.L's 8.47% return. Over the past 10 years, SOYO.L has outperformed SOYB.L with an annualized return of 7.33%, while SOYB.L has yielded a comparatively lower 3.16% 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%

SOYB.L

1D
-0.41%
1M
-0.18%
YTD
8.47%
6M
13.01%
1Y
12.31%
3Y*
-2.77%
5Y*
2.74%
10Y*
3.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both SOYO.L and SOYB.L have an expense ratio of 0.49%.


Return for Risk

SOYO.L vs. SOYB.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: 7676
Overall Rank
SOYO.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SOYO.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
SOYO.L Omega Ratio Rank: 7777
Omega Ratio Rank
SOYO.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SOYO.L Martin Ratio Rank: 4949
Martin Ratio Rank

SOYB.L
SOYB.L Risk / Return Rank: 3636
Overall Rank
SOYB.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SOYB.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
SOYB.L Omega Ratio Rank: 3333
Omega Ratio Rank
SOYB.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
SOYB.L Martin Ratio Rank: 3030
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. SOYB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Soybean Oil (SOYO.L) 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.


SOYO.LSOYB.LDifference

Sharpe ratio

Return per unit of total volatility

1.75

0.76

+0.99

Sortino ratio

Return per unit of downside risk

2.48

1.15

+1.33

Omega ratio

Gain probability vs. loss probability

1.31

1.15

+0.16

Calmar ratio

Return relative to maximum drawdown

2.54

1.21

+1.33

Martin ratio

Return relative to average drawdown

5.33

2.84

+2.49

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

The current SOYO.L Sharpe Ratio is 1.75, which is higher than the SOYB.L Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of SOYO.L and SOYB.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SOYO.LSOYB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

0.76

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.14

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.17

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.25

-0.16

Correlation

The correlation between SOYO.L and SOYB.L is 0.51, 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.


Dividends

SOYO.L vs. SOYB.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SOYO.L vs. SOYB.L - Drawdown Comparison

The maximum SOYO.L drawdown since its inception was -81.90%, 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 SOYO.L and SOYB.L.


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Drawdown Indicators


SOYO.LSOYB.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.90%

-50.99%

-30.91%

Max Drawdown (1Y)

Largest decline over 1 year

-15.05%

-10.53%

-4.52%

Max Drawdown (5Y)

Largest decline over 5 years

-46.60%

-31.36%

-15.24%

Max Drawdown (10Y)

Largest decline over 10 years

-46.60%

-44.61%

-1.99%

Current Drawdown

Current decline from peak

-37.68%

-17.77%

-19.91%

Average Drawdown

Average peak-to-trough decline

-57.32%

-21.97%

-35.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.17%

4.48%

+2.69%

Volatility

SOYO.L vs. SOYB.L - Volatility Comparison

WisdomTree Soybean Oil (SOYO.L) has a higher volatility of 8.17% compared to WisdomTree Soybeans (SOYB.L) at 6.06%. This indicates that SOYO.L'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.


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Volatility by Period


SOYO.LSOYB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.17%

6.06%

+2.11%

Volatility (6M)

Calculated over the trailing 6-month period

14.44%

11.06%

+3.38%

Volatility (1Y)

Calculated over the trailing 1-year period

23.81%

16.03%

+7.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.08%

20.06%

+10.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.17%

18.78%

+6.39%