The following is from a recently published book on sports related concussions co-authored by Julian Bailes, neurosurgeon who cofounded the Brain Injury Research Institute with Bennet Omalu (the pathologist who discovered CTE in ex football players and set off the whole CTE/NFL debate):
"Researchers have studied and proposed changes to current helmet designs in many sports through addition of external foam pieces to reduce peak intensities, specifically in football and baseball pitcher's helmets. Though this technology is shown to reduce the peak G force experienced, Tong et al demonstrated, through a forensic head model, that external protective layers just increased the duration and therefore did not change the overall total energy that the brain is exposed to. By reducing peak force applied focally to the skull but not total intracranial strain, helmets reduce impact injuries like skull fractures, but have limitations in concussion prevention. This concept has been echoed in the many studies that have published conflicting data in support and against helmets, even specific models, in their ability, or lack thereof, at reducing concussion incidence." (Apologies- there are many references cited in this passage that didn't copy over).
I can't imagine it is much different when it comes to soccer and wearing head gear. You may gain some protection from cracking your skull/splitting your head open, and it might make you feel better having it on rather than wearing no gear, but I'm not so sure it meaningfully reduces your concussion risk.