SHYD vs SOFR
Comparison between VANECK SHORT HIGH YIELD MUNI ETF (SHYD, ETF) and Amplify Samsung SOFR ETF (SOFR, ETF).
SHYD vs SOFR - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
SHYD
$423M
Winner
SOFR
$423M
Expense Ratio
SHYD
0.32%
Winner
SOFR
0.20%
Max Drawdown
SHYD
31.57%
Winner
SOFR
0.76%
Sharpe Ratio
Winner
SHYD
0.49
SOFR
0.30
5Y Beta
SHYD
0.03
Winner
SOFR
-0.00
5Y Dividends CAGR
SHYD
1.51%
SOFR
N/A
SHYD vs SOFR - Historical Returns
Returns include dividend reinvestment.
1M
Winner
SHYD
+0.70%
SOFR
+0.26%
3M
SHYD
+0.39%
Winner
SOFR
+0.87%
6M
SHYD
+1.69%
Winner
SOFR
+1.77%
1Y
Winner
SHYD
+5.19%
SOFR
+3.93%
5Y(CAGR)
SHYD
+0.97%
SOFR
N/A
10Y(CAGR)
SHYD
+2.07%
SOFR
N/A
Max(CAGR)
SHYD
+2.29%
Winner
SOFR
+4.14%
SHYD vs SOFR - Annual Returns (2014 - 2026)
Returns include dividend reinvestment.
| Year | SHYD | SOFR |
|---|---|---|
| 2026 | +1.10% | +1.47% |
| 2025 | +5.44% | +4.25% |
| 2024 | +4.61% | +1.20% |
| 2023 | +2.21% | N/A |
| 2022 | -9.01% | N/A |
| 2021 | +4.25% | N/A |
| 2020 | +1.41% | N/A |
| 2019 | +7.35% | N/A |
| 2018 | +3.34% | N/A |
| 2017 | +5.07% | N/A |
| 2016 | -0.59% | N/A |
| 2015 | -0.32% | N/A |
| 2014 | +4.55% | N/A |
SHYD vs SOFR Drawdown Comparison
The maximum drawdown for SHYD was -31.22%, occurring on Mar 19, 2020. Recovery took 225 trading sessions.
The maximum drawdown for SOFR was -0.41%, occurring on Oct 28, 2025. Recovery took 27 trading sessions.
The current SHYD drawdown is -0.17%. The current SOFR drawdown is -0.11%.
| Rank | SHYD | SOFR |
|---|---|---|
| #1 | -31.22% Feb 27, 2020 - Jan 19, 2021 | -0.41% Oct 27, 2025 - Dec 4, 2025 |
| #2 | -13.32% Aug 4, 2021 - Aug 15, 2025 | -0.40% Dec 20, 2024 - Dec 24, 2024 |
| #3 | -7.97% Aug 24, 2016 - Sep 5, 2017 | -0.32% Feb 27, 2026 - Apr 1, 2026 |
| #4 | -4.24% Feb 4, 2015 - Mar 7, 2016 | -0.15% May 28, 2026 - Jun 2, 2026 |
| #5 | -2.17% Feb 26, 2026 - Mar 24, 2026 | -0.13% Apr 8, 2026 - Apr 20, 2026 |
| #6 | -2.00% Jun 25, 2014 - Sep 23, 2014 | -0.11% Apr 7, 2025 - Apr 15, 2025 |
| #7 | -1.96% Aug 22, 2018 - Jan 2, 2019 | -0.07% Dec 6, 2024 - Dec 17, 2024 |
| #8 | -1.74% Feb 8, 2021 - May 6, 2021 | -0.06% Oct 18, 2024 - Oct 23, 2024 |
| #9 | -1.18% Sep 5, 2017 - Apr 6, 2018 | -0.06% Feb 14, 2025 - Feb 21, 2025 |
| #10 | -1.03% Mar 12, 2014 - May 14, 2014 | -0.05% Dec 3, 2024 - Dec 6, 2024 |
| #11 | -0.99% Sep 4, 2019 - Nov 26, 2019 | -0.05% Jun 27, 2025 - Jul 3, 2025 |
| #12 | -0.90% Sep 17, 2025 - Nov 24, 2025 | -0.04% Jan 22, 2026 - Jan 29, 2026 |
| #13 | -0.74% Oct 15, 2014 - Oct 30, 2014 | -0.04% Jul 7, 2025 - Jul 11, 2025 |
| #14 | -0.69% Aug 15, 2025 - Sep 5, 2025 | -0.04% Jun 9, 2025 - Jun 13, 2025 |
| #15 | -0.59% Dec 10, 2014 - Dec 30, 2014 | -0.04% Apr 28, 2026 - Apr 30, 2026 |
Correlation
Correlation between SHYD and SOFR is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.
0.94
-101
Dividend Comparison (2014 - 2026)
SHYD vs SOFR dividend yield comparison.
| Year | SHYD | SOFR |
|---|---|---|
| 2026 | 1.44% | 1.51% |
| 2025 | 3.50% | 4.22% |
| 2024 | 3.16% | 1.60% |
| 2023 | 2.99% | 0.00% |
| 2022 | 2.66% | 0.00% |
| 2021 | 2.56% | 0.00% |
| 2020 | 3.05% | 0.00% |
| 2019 | 3.19% | 0.00% |
| 2018 | 3.17% | 0.00% |
| 2017 | 3.11% | 0.00% |
| 2016 | 2.97% | 0.00% |
| 2015 | 3.26% | 0.00% |
| 2014 | 2.90% | 0.00% |
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