- Issuer
- Principal
- Inception Date
- Sep 21, 2016
- Region
- North America (U.S.)
- Category
- Small Cap Blend Equities, Multi-factor
- Leveraged
- 1x (No leverage)
- Index Tracked
- Nasdaq US Small Cap Select Leaders TR Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Micro-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $1B
Share Price Chart
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Performance
PSC Performance Chart
Principal U.S. Small Cap Multi-Factor ETF (PSC) is up 17.7% since the beginning of the year. PSC is currently trading at $68 per share. Investors who bought $1,000 worth of PSC shares 5 years ago would now be looking at an investment worth $1,522.
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Returns By Period
Principal U.S. Small Cap Multi-Factor ETF (PSC) has returned 17.73% so far this year and 31.66% over the past 12 months.
Principal U.S. Small Cap Multi-Factor ETF
- 1D
- -0.58%
- 1M
- 5.16%
- YTD
- 17.73%
- 6M
- 15.20%
- 1Y
- 31.66%
- 3Y*
- 19.46%
- 5Y*
- 8.77%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
PSC Monthly Returns History
Based on dividend-adjusted daily data since Sep 22, 2016, PSC's average daily return is +0.06%, while the average monthly return is +1.12%. At this rate, an investment would double in approximately 5.2 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +19.5%, while the worst month was Mar 2020 at -25.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, PSC closed higher 47% of trading days. The best single day was Mar 24, 2020 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -15.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.02% | 0.32% | -4.85% | 10.66% | 4.34% | 2.69% | 17.73% | ||||||
| 2025 | 4.39% | -4.47% | -5.03% | -1.61% | 7.24% | 4.23% | -0.48% | 5.12% | 2.43% | -0.66% | 2.90% | -0.59% | 13.41% |
| 2024 | -1.11% | 5.35% | 3.51% | -5.60% | 4.44% | -1.33% | 8.80% | -1.93% | 1.40% | -2.13% | 10.70% | -8.62% | 12.38% |
| 2023 | 9.32% | -0.98% | -5.27% | -1.58% | -1.40% | 9.08% | 4.98% | -3.22% | -4.83% | -5.98% | 8.52% | 10.66% | 18.51% |
| 2022 | -7.34% | 0.41% | 0.61% | -7.61% | 1.56% | -8.55% | 9.59% | -2.69% | -8.91% | 11.30% | 3.46% | -6.40% | -15.91% |
| 2021 | 6.35% | 10.01% | 3.84% | 3.28% | 2.86% | 0.73% | -2.70% | 2.54% | -2.86% | 2.24% | -1.11% | 4.07% | 32.56% |
Benchmark Metrics
Principal U.S. Small Cap Multi-Factor ETF has an annualized alpha of 0.13%, beta of 0.97, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since September 22, 2016.
- This ETF participated in 108.95% of S&P 500 Index downside but only 102.56% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.97 and R2 of 0.58, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.13%
- Beta
- 0.97
- R²
- 0.58
- Upside Capture
- 102.56%
- Downside Capture
- 108.95%
Expense Ratio
PSC has an expense ratio of 0.38%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PSC ranks 57 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Principal U.S. Small Cap Multi-Factor ETF (PSC) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PSC | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.32 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 2.46 | +0.74 |
| Martin ratioReturn relative to average drawdown | 11.15 | 10.92 | +0.24 |
Dividends
Dividend History
Principal U.S. Small Cap Multi-Factor ETF provided a 0.57% dividend yield over the last twelve months, with an annual payout of $0.38 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.38 | $0.39 | $0.38 | $0.34 | $0.75 | $0.69 | $0.45 | $0.48 | $0.36 | $0.30 | $0.10 |
Dividend yield | 0.57% | 0.67% | 0.75% | 0.73% | 1.92% | 1.45% | 1.25% | 1.47% | 1.30% | 0.95% | 0.35% |
Monthly Dividends
The table displays the monthly dividend distributions for Principal U.S. Small Cap Multi-Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.08 | $0.00 | $0.08 | $0.39 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.08 | $0.38 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.09 | $0.00 | $0.11 | $0.34 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.36 | $0.00 | $0.20 | $0.75 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.15 | $0.00 | $0.30 | $0.69 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Principal U.S. Small Cap Multi-Factor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Principal U.S. Small Cap Multi-Factor ETF was 46.69%, occurring on Mar 18, 2020. Recovery took 175 trading sessions.
The current Principal U.S. Small Cap Multi-Factor ETF drawdown is 0.58%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -46.69%Mar 2020 | 1y 6mo | 8mo 11d | 2y 2moAug 2018 - Nov 2020 |
Bear market2022 | -25.86%Sep 2022 | 10mo 21d | 1y 5mo | 2y 3moNov 2021 - Mar 2024 |
2025 selloff2025 | -23.49%Apr 2025 | 4mo 13d | 5mo 3d | 9mo 16dNov 2024 - Sep 2025 |
2026 pullback2026 | -9.95%Mar 2026 | 1mo 1d | 18d | 1mo 19dFeb 2026 - Apr 2026 |
2024 pullback2024 | -9.37%Aug 2024 | 21d | 2mo 8d | 2mo 29dJul 2024 - Oct 2024 |
Drawdown Indicators
| PSC | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.69% | -56.78% | +10.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | -9.10% | -0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | -18.90% | -4.59% |
Max Drawdown (5Y)Largest decline over 5 years | -25.86% | -25.43% | -0.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.58% | -3.21% | +2.63% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -10.71% | +2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.04% | +0.81% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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