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SDY vs VYM: Performance & Backtest Comparison
VYM delivered the higher return - 9.25% CAGR vs 8.70% - over 2006-12-31 → 2026-07-31.
Growth comparison
Drawdown
Annual returns
| SDY | VYM | |
|---|---|---|
| Name | State Street SPDR S&P Dividend ETF | Vanguard High Dividend Yield ETF |
| CAGR | 8.70% | 9.25% |
| Total return | 415.73% | 470.05% |
| Volatility | 15.12% | 14.53% |
| Max drawdown | -49.26%Feb 2009 | -51.81%Feb 2009 |
| Sharpe | 0.53 | 0.58 |
| Sortino | 0.69 | 0.76 |
| Best year | 30.07% | 30.08% |
| Worst year | -22.82% | -31.92% |
| Final balance | $51,573 | $57,005 |
Correlation of monthly returns: 0.94. Wondering if you need both? Check their fund overlap →
All figures are total returns: every dividend and distribution is reinvested on its ex-date, and prices are split-adjusted. See the methodology.
Frequently asked questions
Which has performed better, SDY or VYM?
Over 2006-12-31 to 2026-07-31, VYM performed better: 9.25% annualized versus 8.70% for SDY, with dividends reinvested. Past performance does not guarantee future results.
How similar are SDY and VYM?
Their monthly returns have a correlation of 0.94 over the common period. SDY is State Street SPDR S&P Dividend ETF; VYM is Vanguard High Dividend Yield ETF.
Which is riskier, SDY or VYM?
Over the common period SDY had 15.12% annualized volatility and a -49.26% max drawdown, versus 14.53% and -51.81% for VYM.