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WEAT.L vs. SOYB.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


WEAT.LSOYB.L
YTD Return-21.04%-22.07%
1Y Return-15.05%-26.64%
3Y Return (Ann)-20.14%2.04%
5Y Return (Ann)-5.69%7.48%
10Y Return (Ann)-8.75%0.46%
Sharpe Ratio-0.50-1.62
Sortino Ratio-0.56-2.30
Omega Ratio0.940.75
Calmar Ratio-0.15-0.84
Martin Ratio-0.84-1.43
Ulcer Index16.48%17.88%
Daily Std Dev28.03%15.84%
Max Drawdown-93.61%-50.99%
Current Drawdown-93.56%-28.63%

Correlation

-0.50.00.51.00.4

The correlation between WEAT.L and SOYB.L is 0.40, 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.

Performance

WEAT.L vs. SOYB.L - Performance Comparison

The year-to-date returns for both stocks are quite close, with WEAT.L having a -21.04% return and SOYB.L slightly lower at -22.07%. Over the past 10 years, WEAT.L has underperformed SOYB.L with an annualized return of -8.75%, while SOYB.L has yielded a comparatively higher 0.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-23.38%
-15.97%
WEAT.L
SOYB.L

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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


WEAT.L
WisdomTree Wheat
Expense ratio chart for WEAT.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for SOYB.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

WEAT.L vs. SOYB.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Wheat (WEAT.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.


WEAT.L
Sharpe ratio
The chart of Sharpe ratio for WEAT.L, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.50
Sortino ratio
The chart of Sortino ratio for WEAT.L, currently valued at -0.56, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.56
Omega ratio
The chart of Omega ratio for WEAT.L, currently valued at 0.94, compared to the broader market1.001.502.002.503.000.94
Calmar ratio
The chart of Calmar ratio for WEAT.L, currently valued at -0.15, compared to the broader market0.005.0010.0015.00-0.15
Martin ratio
The chart of Martin ratio for WEAT.L, currently valued at -0.84, compared to the broader market0.0020.0040.0060.0080.00100.00-0.84
SOYB.L
Sharpe ratio
The chart of Sharpe ratio for SOYB.L, currently valued at -1.62, compared to the broader market0.002.004.006.00-1.62
Sortino ratio
The chart of Sortino ratio for SOYB.L, currently valued at -2.30, compared to the broader market-2.000.002.004.006.008.0010.0012.00-2.30
Omega ratio
The chart of Omega ratio for SOYB.L, currently valued at 0.75, compared to the broader market1.001.502.002.503.000.75
Calmar ratio
The chart of Calmar ratio for SOYB.L, currently valued at -0.84, compared to the broader market0.005.0010.0015.00-0.84
Martin ratio
The chart of Martin ratio for SOYB.L, currently valued at -1.43, compared to the broader market0.0020.0040.0060.0080.00100.00-1.43

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

The current WEAT.L Sharpe Ratio is -0.50, which is higher than the SOYB.L Sharpe Ratio of -1.62. The chart below compares the historical Sharpe Ratios of WEAT.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.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.00JuneJulyAugustSeptemberOctoberNovember
-0.50
-1.62
WEAT.L
SOYB.L

Dividends

WEAT.L vs. SOYB.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

WEAT.L vs. SOYB.L - Drawdown Comparison

The maximum WEAT.L drawdown since its inception was -93.61%, 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 WEAT.L and SOYB.L. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-93.56%
-28.63%
WEAT.L
SOYB.L

Volatility

WEAT.L vs. SOYB.L - Volatility Comparison

WisdomTree Wheat (WEAT.L) has a higher volatility of 5.77% compared to WisdomTree Soybeans (SOYB.L) at 3.66%. This indicates that WEAT.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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
5.77%
3.66%
WEAT.L
SOYB.L