PSC vs. DES
Compare and contrast key facts about Principal U.S. Small Cap Multi-Factor ETF (PSC) and WisdomTree U.S. SmallCap Dividend Fund (DES).
PSC and DES are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSC is a passively managed fund by Principal that tracks the performance of the Nasdaq US Small Cap Select Leaders TR Index. It was launched on Sep 21, 2016. DES is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree SmallCap Dividend (TR). It was launched on Jun 16, 2006. Both PSC and DES 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
PSC vs. DES - Performance Comparison
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PSC vs. DES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSC Principal U.S. Small Cap Multi-Factor ETF | -0.70% | 13.41% | 12.38% | 18.51% | -15.91% | 32.56% | 13.30% | 18.99% | -11.35% | 15.93% |
DES WisdomTree U.S. SmallCap Dividend Fund | 7.74% | 0.25% | 9.93% | 16.50% | -10.96% | 26.51% | -4.26% | 20.26% | -12.85% | 8.64% |
Returns By Period
In the year-to-date period, PSC achieves a -0.70% return, which is significantly lower than DES's 7.74% return.
PSC
- 1D
- 2.99%
- 1M
- -4.85%
- YTD
- -0.70%
- 6M
- 0.91%
- 1Y
- 18.90%
- 3Y*
- 13.51%
- 5Y*
- 6.49%
- 10Y*
- —
DES
- 1D
- 1.53%
- 1M
- -2.75%
- YTD
- 7.74%
- 6M
- 7.99%
- 1Y
- 15.59%
- 3Y*
- 11.06%
- 5Y*
- 5.64%
- 10Y*
- 7.69%
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PSC vs. DES - Expense Ratio Comparison
Both PSC and DES have an expense ratio of 0.38%.
Return for Risk
PSC vs. DES — Risk / Return Rank
PSC
DES
PSC vs. DES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal U.S. Small Cap Multi-Factor ETF (PSC) and WisdomTree U.S. SmallCap Dividend Fund (DES). 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.
| PSC | DES | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.76 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.21 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.17 | +0.39 |
Martin ratioReturn relative to average drawdown | 5.81 | 4.15 | +1.66 |
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
| PSC | DES | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.76 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.29 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.30 | +0.14 |
Correlation
The correlation between PSC and DES is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PSC vs. DES - Dividend Comparison
PSC's dividend yield for the trailing twelve months is around 0.67%, less than DES's 2.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSC Principal U.S. Small Cap Multi-Factor ETF | 0.67% | 0.67% | 0.75% | 0.73% | 1.92% | 1.45% | 1.25% | 1.47% | 1.30% | 0.95% | 0.35% | 0.00% |
DES WisdomTree U.S. SmallCap Dividend Fund | 2.54% | 2.85% | 2.81% | 2.65% | 2.89% | 2.31% | 2.75% | 2.68% | 3.65% | 2.89% | 2.70% | 3.09% |
Drawdowns
PSC vs. DES - Drawdown Comparison
The maximum PSC drawdown since its inception was -46.69%, smaller than the maximum DES drawdown of -65.48%. Use the drawdown chart below to compare losses from any high point for PSC and DES.
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Drawdown Indicators
| PSC | DES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.69% | -65.48% | +18.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.63% | -13.44% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -25.86% | -25.16% | -0.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.65% | — |
Current DrawdownCurrent decline from peak | -7.26% | -4.41% | -2.85% |
Average DrawdownAverage peak-to-trough decline | -8.40% | -9.76% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 3.79% | -0.39% |
Volatility
PSC vs. DES - Volatility Comparison
Principal U.S. Small Cap Multi-Factor ETF (PSC) has a higher volatility of 6.85% compared to WisdomTree U.S. SmallCap Dividend Fund (DES) at 4.88%. This indicates that PSC's price experiences larger fluctuations and is considered to be riskier than DES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSC | DES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 4.88% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 14.18% | 11.87% | +2.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.46% | 20.50% | +1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.06% | 19.66% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.40% | 21.98% | +1.42% |