PQDI vs. PSET
Compare and contrast key facts about Principal Spectrum Preferred and Income ETF (PQDI) and Principal Quality ETF (PSET).
PQDI and PSET are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PQDI is a passively managed fund by Principal that tracks the performance of the ICE BofA 7% Constrained DRD Eligible Preferred Securities Index. It was launched on Jun 16, 2020. PSET is a passively managed fund by Principal that tracks the performance of the NASDAQ US Price Setters. It was launched on Mar 21, 2016. Both PQDI and PSET are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PQDI vs. PSET - Performance Comparison
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PQDI vs. PSET - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PQDI Principal Spectrum Preferred and Income ETF | -0.68% | 8.46% | 9.99% | 6.24% | -9.61% | 3.10% | 9.81% |
PSET Principal Quality ETF | -8.82% | 7.27% | 17.65% | 24.07% | -16.52% | 29.59% | 22.14% |
Returns By Period
In the year-to-date period, PQDI achieves a -0.68% return, which is significantly higher than PSET's -8.82% return.
PQDI
- 1D
- 0.88%
- 1M
- -2.06%
- YTD
- -0.68%
- 6M
- 0.73%
- 1Y
- 6.50%
- 3Y*
- 8.85%
- 5Y*
- 3.26%
- 10Y*
- —
PSET
- 1D
- 2.51%
- 1M
- -6.80%
- YTD
- -8.82%
- 6M
- -8.29%
- 1Y
- 6.05%
- 3Y*
- 10.61%
- 5Y*
- 8.08%
- 10Y*
- 11.88%
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PQDI vs. PSET - Expense Ratio Comparison
PQDI has a 0.60% expense ratio, which is higher than PSET's 0.15% expense ratio.
Return for Risk
PQDI vs. PSET — Risk / Return Rank
PQDI
PSET
PQDI vs. PSET - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Spectrum Preferred and Income ETF (PQDI) and Principal Quality ETF (PSET). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| PQDI | PSET | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 0.31 | +1.71 |
Sortino ratioReturn per unit of downside risk | 2.75 | 0.60 | +2.15 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.09 | +0.35 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 0.51 | +1.43 |
Martin ratioReturn relative to average drawdown | 8.63 | 1.77 | +6.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PQDI | PSET | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 0.31 | +1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.46 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.67 | +0.31 |
Correlation
The correlation between PQDI and PSET is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PQDI vs. PSET - Dividend Comparison
PQDI's dividend yield for the trailing twelve months is around 5.16%, more than PSET's 0.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
PQDI Principal Spectrum Preferred and Income ETF | 5.16% | 5.02% | 4.93% | 5.35% | 5.60% | 5.21% | 2.69% | 0.00% | 0.00% | 0.00% | 0.00% |
PSET Principal Quality ETF | 0.65% | 0.59% | 0.69% | 0.85% | 1.47% | 0.89% | 1.09% | 1.52% | 1.33% | 1.02% | 1.26% |
Drawdowns
PQDI vs. PSET - Drawdown Comparison
The maximum PQDI drawdown since its inception was -17.41%, smaller than the maximum PSET drawdown of -34.74%. Use the drawdown chart below to compare losses from any high point for PQDI and PSET.
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Drawdown Indicators
| PQDI | PSET | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.41% | -34.74% | +17.33% |
Max Drawdown (1Y)Largest decline over 1 year | -3.31% | -12.94% | +9.63% |
Max Drawdown (5Y)Largest decline over 5 years | -17.41% | -25.61% | +8.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.74% | — |
Current DrawdownCurrent decline from peak | -2.46% | -10.75% | +8.29% |
Average DrawdownAverage peak-to-trough decline | -3.59% | -4.59% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 3.69% | -2.95% |
Volatility
PQDI vs. PSET - Volatility Comparison
The current volatility for Principal Spectrum Preferred and Income ETF (PQDI) is 1.87%, while Principal Quality ETF (PSET) has a volatility of 5.07%. This indicates that PQDI experiences smaller price fluctuations and is considered to be less risky than PSET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PQDI | PSET | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.87% | 5.07% | -3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 2.49% | 9.89% | -7.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.22% | 19.30% | -16.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.64% | 17.49% | -12.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.57% | 18.02% | -13.45% |