depends what you want it for. linseed is high omega 3 which is better for joints but it can only be fed in small amounts. soya is high in omega 6. it can be fed in larger amounts and so is good added to a fibre diet as a source of slow release energy, good for weight gain and general conditioning.
I use linseed for a good coat and for joints - certainly has made a difference to both their coats and Cairo is far less stiff since being fed instant linseed. Is also feed as a conditioner in larger amounts that I use.
I feed linseed pellets and cod liver oil and he looks great on it. The vet prescribed a coffee cup full of linseed oil a day for our pony with sweetitch - but he didn't really like the taste.