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