Di Maria initially impressed at Old Trafford following his club-record £60m transfer to the Premier League club.
However, the Argentina international has struggled to find consistent form in the last few weeks for Louis van Gaal’s side.
Sanchez was linked with both Liverpool and Manchester United ahead of his eventual £35m transfer to Emirates Stadium from Barcelona last summer.
The Chilean has been in sensational form for the Gunners, scoring 18 goals in all competitions for the north London side.
But former United right-back Neville feels that the Red Devils made the right call to snap up Di Maria from Real Madrid at the time.
Speaking to talkSPORT, Neville said: “Obviously Sanchez has had a far bigger impact and a better season than Di Maria.
“But if you would have asked me at the start of the season, ‘Sanchez or Di Maria?’, I would have said Di Maria.”
Di Maria, 27, has scored three goals and made eight assists in 18 Premier League games for Manchester United so far this season.
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