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PSET vs. BYRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSET vs. BYRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Quality ETF (PSET) and Principal Real Estate Active Opportunities ETF (BYRE). The values are adjusted to include any dividend payments, if applicable.

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PSET vs. BYRE - Yearly Performance Comparison


2026 (YTD)2025202420232022
PSET
Principal Quality ETF
-8.82%7.27%17.65%24.07%2.98%
BYRE
Principal Real Estate Active Opportunities ETF
2.60%2.35%4.18%10.82%-9.01%

Returns By Period

In the year-to-date period, PSET achieves a -8.82% return, which is significantly lower than BYRE's 2.60% return.


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%

BYRE

1D
1.44%
1M
-6.38%
YTD
2.60%
6M
0.58%
1Y
1.04%
3Y*
5.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSET vs. BYRE - Expense Ratio Comparison

PSET has a 0.15% expense ratio, which is lower than BYRE's 0.65% expense ratio.


Return for Risk

PSET vs. BYRE — Risk / Return Rank

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

PSET
PSET Risk / Return Rank: 2323
Overall Rank
PSET Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PSET Sortino Ratio Rank: 2323
Sortino Ratio Rank
PSET Omega Ratio Rank: 2323
Omega Ratio Rank
PSET Calmar Ratio Rank: 2424
Calmar Ratio Rank
PSET Martin Ratio Rank: 2525
Martin Ratio Rank

BYRE
BYRE Risk / Return Rank: 1414
Overall Rank
BYRE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
BYRE Sortino Ratio Rank: 1313
Sortino Ratio Rank
BYRE Omega Ratio Rank: 1313
Omega Ratio Rank
BYRE Calmar Ratio Rank: 1515
Calmar Ratio Rank
BYRE Martin Ratio Rank: 1515
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.

PSET vs. BYRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Quality ETF (PSET) and Principal Real Estate Active Opportunities ETF (BYRE). 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.


PSETBYREDifference

Sharpe ratio

Return per unit of total volatility

0.31

0.07

+0.25

Sortino ratio

Return per unit of downside risk

0.60

0.20

+0.40

Omega ratio

Gain probability vs. loss probability

1.09

1.03

+0.06

Calmar ratio

Return relative to maximum drawdown

0.51

0.15

+0.36

Martin ratio

Return relative to average drawdown

1.77

0.48

+1.29

PSET vs. BYRE - Sharpe Ratio Comparison

The current PSET Sharpe Ratio is 0.31, which is higher than the BYRE Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of PSET and BYRE, 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


PSETBYREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.07

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.14

+0.53

Correlation

The correlation between PSET and BYRE is 0.51, 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

PSET vs. BYRE - Dividend Comparison

PSET's dividend yield for the trailing twelve months is around 0.65%, less than BYRE's 2.64% yield.


TTM2025202420232022202120202019201820172016
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%
BYRE
Principal Real Estate Active Opportunities ETF
2.64%2.71%2.31%2.63%1.86%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PSET vs. BYRE - Drawdown Comparison

The maximum PSET drawdown since its inception was -34.74%, which is greater than BYRE's maximum drawdown of -25.70%. Use the drawdown chart below to compare losses from any high point for PSET and BYRE.


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Drawdown Indicators


PSETBYREDifference

Max Drawdown

Largest peak-to-trough decline

-34.74%

-25.70%

-9.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.94%

-10.82%

-2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-25.61%

Max Drawdown (10Y)

Largest decline over 10 years

-34.74%

Current Drawdown

Current decline from peak

-10.75%

-6.43%

-4.32%

Average Drawdown

Average peak-to-trough decline

-4.59%

-9.96%

+5.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

3.28%

+0.41%

Volatility

PSET vs. BYRE - Volatility Comparison

Principal Quality ETF (PSET) has a higher volatility of 5.07% compared to Principal Real Estate Active Opportunities ETF (BYRE) at 4.70%. This indicates that PSET's price experiences larger fluctuations and is considered to be riskier than BYRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSETBYREDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

4.70%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

8.77%

+1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

19.30%

15.00%

+4.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

18.29%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

18.29%

-0.27%