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PSC vs. SMDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSC vs. SMDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal U.S. Small Cap Multi-Factor ETF (PSC) and ProShares Russell 2000 Dividend Growers ETF (SMDV). The values are adjusted to include any dividend payments, if applicable.

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PSC vs. SMDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SMDV
ProShares Russell 2000 Dividend Growers ETF
4.65%0.26%7.03%8.99%-5.90%18.98%-4.74%17.23%-0.58%4.63%

Returns By Period

In the year-to-date period, PSC achieves a -0.70% return, which is significantly lower than SMDV's 4.65% return.


PSC

1D
2.99%
1M
-4.85%
YTD
-0.70%
6M
0.91%
1Y
18.90%
3Y*
13.51%
5Y*
6.49%
10Y*

SMDV

1D
1.00%
1M
-3.75%
YTD
4.65%
6M
4.62%
1Y
7.62%
3Y*
6.98%
5Y*
3.59%
10Y*
7.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSC vs. SMDV - Expense Ratio Comparison

PSC has a 0.38% expense ratio, which is lower than SMDV's 0.40% expense ratio.


Return for Risk

PSC vs. SMDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PSC
PSC Risk / Return Rank: 5353
Overall Rank
PSC Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PSC Sortino Ratio Rank: 5151
Sortino Ratio Rank
PSC Omega Ratio Rank: 4444
Omega Ratio Rank
PSC Calmar Ratio Rank: 6363
Calmar Ratio Rank
PSC Martin Ratio Rank: 6060
Martin Ratio Rank

SMDV
SMDV Risk / Return Rank: 2626
Overall Rank
SMDV Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SMDV Sortino Ratio Rank: 2727
Sortino Ratio Rank
SMDV Omega Ratio Rank: 2424
Omega Ratio Rank
SMDV Calmar Ratio Rank: 3030
Calmar Ratio Rank
SMDV Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PSC vs. SMDV - 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 ProShares Russell 2000 Dividend Growers ETF (SMDV). 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.


PSCSMDVDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.42

+0.43

Sortino ratio

Return per unit of downside risk

1.32

0.75

+0.58

Omega ratio

Gain probability vs. loss probability

1.17

1.09

+0.08

Calmar ratio

Return relative to maximum drawdown

1.56

0.71

+0.86

Martin ratio

Return relative to average drawdown

5.81

2.07

+3.75

PSC vs. SMDV - Sharpe Ratio Comparison

The current PSC Sharpe Ratio is 0.85, which is higher than the SMDV Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of PSC and SMDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSCSMDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.42

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.19

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.37

+0.07

Correlation

The correlation between PSC and SMDV is 0.76, 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. SMDV - Dividend Comparison

PSC's dividend yield for the trailing twelve months is around 0.67%, less than SMDV's 2.51% yield.


TTM20252024202320222021202020192018201720162015
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%
SMDV
ProShares Russell 2000 Dividend Growers ETF
2.51%2.67%2.68%2.69%2.51%2.02%2.13%2.03%1.97%1.84%1.35%1.81%

Drawdowns

PSC vs. SMDV - Drawdown Comparison

The maximum PSC drawdown since its inception was -46.69%, which is greater than SMDV's maximum drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for PSC and SMDV.


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Drawdown Indicators


PSCSMDVDifference

Max Drawdown

Largest peak-to-trough decline

-46.69%

-34.12%

-12.57%

Max Drawdown (1Y)

Largest decline over 1 year

-12.63%

-10.94%

-1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-25.86%

-21.23%

-4.63%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

Current Drawdown

Current decline from peak

-7.26%

-6.47%

-0.79%

Average Drawdown

Average peak-to-trough decline

-8.40%

-5.99%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

3.73%

-0.33%

Volatility

PSC vs. SMDV - Volatility Comparison

Principal U.S. Small Cap Multi-Factor ETF (PSC) has a higher volatility of 6.85% compared to ProShares Russell 2000 Dividend Growers ETF (SMDV) at 4.27%. This indicates that PSC's price experiences larger fluctuations and is considered to be riskier than SMDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSCSMDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

4.27%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

14.18%

10.67%

+3.51%

Volatility (1Y)

Calculated over the trailing 1-year period

22.46%

18.24%

+4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.06%

18.71%

+2.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.40%

20.71%

+2.69%