I am a little bit confused about both terms, since doing research they are being used interchangeably. Does someone can give an exact definition, or even better, examples?

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No, but they can be used together.

vCPE is literally just a virtualised CPE appliance - eg: instead of deploying independent Router, Firewall and WAN Accelerator physical appliances in a site, you would simply deploy a compute node (hypervisor) running virtual instances of each, the main benefit being that if you decide to add some other functionality in the future, there is no need to re-visit/ship to every physical site, you would simply spin up new functionality.

SD-WAN at the most fundamental level is orchestrated overlay networking for the Wide-Area Network. In my mind, the major goal of SD-WAN is to present a single coherent Wide-Area network, regardless of service availability in each location eg: you can use a combination of fixed-line Internet services (from different providers), fixed-line MPLS VPN (from different providers), wireless services (from different providers) based on what is available in that locality, and SD-WAN will provide an overlay that hides this underlying complexity and fail-over. Again, massively simplifying large roll-outs, WAN migrations and mergers & acquisitions.

Under the hood, most offerings are essentially just IPSEC VPN (think DMVPN/ADVPN rather than hub-and-spoke), but orchestrated from a central location, taking care of the orchestration of provisioning, routing and fail-over.

To come back to your question though, depending on the vendors, SD-WAN appliances could be deployed on vCPE (using a virtualised instance of the SD-WAN software), OR the SD-WAN Appliance could also host vCPE (as some run hypervisors themselves).

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