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
$451M
SHYD
$450M
Expense Ratio
Winner
SOFR
0.20%
SHYD
0.32%
Max Drawdown
Winner
SOFR
0.78%
SHYD
31.57%
Sharpe Ratio
SOFR
-0.05
Winner
SHYD
-0.05
5Y Beta
Winner
SOFR
-0.00
SHYD
0.03
5Y Dividends CAGR
SOFR
N/A
SHYD
1.00%
SOFR vs SHYD - Historical Returns
Returns include dividend reinvestment.
1M
Winner
SOFR
+0.31%
SHYD
+0.23%
3M
Winner
SOFR
+0.75%
SHYD
+0.65%
6M
Winner
SOFR
+1.48%
SHYD
+0.03%
1Y
Winner
SOFR
+3.78%
SHYD
+3.66%
5Y(CAGR)
SOFR
N/A
SHYD
+0.78%
10Y(CAGR)
SOFR
N/A
SHYD
+1.98%
Max(CAGR)
Winner
SOFR
+4.10%
SHYD
+2.26%
SOFR vs SHYD - Annual Returns (2014 - 2026)
Returns include dividend reinvestment.
| Year | SOFR | SHYD |
|---|---|---|
| 2026 | +2.34% | +1.27% |
| 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 -0.04%. The current SHYD drawdown is -0.36%.
| 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 | -0.16% Aug 12, 2026 - Aug 25, 2026 | -4.24% Feb 4, 2015 - Mar 7, 2016 |
| #5 | -0.15% May 28, 2026 - Jun 11, 2026 | -2.17% Feb 26, 2026 - Jun 16, 2026 |
| #6 | -0.15% Jul 20, 2026 - Aug 6, 2026 | -2.00% Jun 25, 2014 - Sep 23, 2014 |
| #7 | -0.13% Jun 25, 2026 - Jul 9, 2026 | -1.96% Aug 22, 2018 - Jan 2, 2019 |
| #8 | -0.13% Apr 8, 2026 - Apr 20, 2026 | -1.74% Feb 8, 2021 - May 6, 2021 |
| #9 | -0.12% Aug 6, 2026 - Aug 12, 2026 | -1.18% Sep 5, 2017 - Apr 6, 2018 |
| #10 | -0.11% Apr 7, 2025 - Apr 15, 2025 | -1.07% Jun 26, 2026 - Jul 24, 2026 |
| #11 | -0.08% Aug 26, 2026 - Aug 27, 2026 | -1.03% Mar 12, 2014 - May 14, 2014 |
| #12 | -0.08% Jul 16, 2026 - Jul 20, 2026 | -0.99% Sep 4, 2019 - Nov 26, 2019 |
| #13 | -0.07% Dec 6, 2024 - Dec 17, 2024 | -0.90% Sep 17, 2025 - Nov 24, 2025 |
| #14 | -0.06% Oct 18, 2024 - Oct 23, 2024 | -0.74% Oct 15, 2014 - Oct 30, 2014 |
| #15 | -0.06% Feb 14, 2025 - Feb 21, 2025 | -0.69% Aug 15, 2025 - Sep 5, 2025 |
Correlation
Correlation between SOFR and SHYD is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.
0.95
-101
Dividend Comparison (2014 - 2026)
SOFR vs SHYD dividend yield comparison.
| Year | SOFR | SHYD |
|---|---|---|
| 2026 | 2.42% | 2.15% |
| 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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