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Using both a conventional and a phylogenetic approach, we tested whether sexual size dimorphism, mating tactic and environmental conditions influenced the between-sex differences in adult survival among 26 populations of polygynous ungulates. As a general rule, male survival was both lower and more variable among species than female survival. Whatever the method we used, sexual size dimorphism had no direct influence on male-biased mortality. In food-limited environments, the survival of males relative to that of females was lower than in good environments, suggesting a cost of large size for males facing harsh conditions. On the other hand, the survival of males relative to that of females tended to increase with sexual size dimorphism in good environments, indicating that large size may be profitable for males facing favourable conditions. Lastly, we found that the between-sex differences in adult survival did not vary with sexual size dimorphism in harem-holding or tending species, but tended to increase with sexual size dimorphism in territorial species. Our analyses indicate that sexual size dimorphism does not lead directly to a decrease in male survival compared to that of females. Thus, environmental conditions rather than the species considered could shape between-sex differences in adult survival observed in ungulate populations.