PSET vs. PY
Compare and contrast key facts about Principal Quality ETF (PSET) and Principal Value ETF (PY).
PSET and PY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. PY is an actively managed fund by Principal. It was launched on Mar 21, 2016.
Performance
PSET vs. PY - Performance Comparison
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PSET vs. PY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSET Principal Quality ETF | -8.82% | 7.27% | 17.65% | 24.07% | -16.52% | 29.59% | 16.20% | 34.85% | -2.29% | 24.63% |
PY Principal Value ETF | -1.34% | 7.74% | 16.79% | 9.11% | -5.10% | 34.83% | 2.71% | 26.87% | -13.34% | 18.87% |
Returns By Period
In the year-to-date period, PSET achieves a -8.82% return, which is significantly lower than PY's -1.34% return. Over the past 10 years, PSET has outperformed PY with an annualized return of 11.88%, while PY has yielded a comparatively lower 10.38% annualized 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%
PY
- 1D
- 1.59%
- 1M
- -4.13%
- YTD
- -1.34%
- 6M
- -0.79%
- 1Y
- 7.25%
- 3Y*
- 11.03%
- 5Y*
- 7.67%
- 10Y*
- 10.38%
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PSET vs. PY - Expense Ratio Comparison
Both PSET and PY have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
PSET vs. PY — Risk / Return Rank
PSET
PY
PSET vs. PY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Quality ETF (PSET) and Principal Value ETF (PY). 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.
| PSET | PY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.31 | 0.42 | -0.11 |
Sortino ratioReturn per unit of downside risk | 0.60 | 0.71 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.11 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.51 | 0.64 | -0.14 |
Martin ratioReturn relative to average drawdown | 1.77 | 2.77 | -1.00 |
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
| PSET | PY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 0.42 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.49 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.52 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.51 | +0.16 |
Correlation
The correlation between PSET and PY is 0.58, 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. PY - Dividend Comparison
PSET's dividend yield for the trailing twelve months is around 0.65%, less than PY's 2.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PY Principal Value ETF | 2.17% | 2.14% | 2.22% | 2.68% | 3.02% | 2.83% | 2.95% | 2.25% | 2.34% | 1.68% | 1.85% |
Drawdowns
PSET vs. PY - Drawdown Comparison
The maximum PSET drawdown since its inception was -34.74%, smaller than the maximum PY drawdown of -45.44%. Use the drawdown chart below to compare losses from any high point for PSET and PY.
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Drawdown Indicators
| PSET | PY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.74% | -45.44% | +10.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.94% | -13.27% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -25.61% | -17.84% | -7.77% |
Max Drawdown (10Y)Largest decline over 10 years | -34.74% | -45.44% | +10.70% |
Current DrawdownCurrent decline from peak | -10.75% | -4.54% | -6.21% |
Average DrawdownAverage peak-to-trough decline | -4.59% | -5.12% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 3.08% | +0.61% |
Volatility
PSET vs. PY - Volatility Comparison
Principal Quality ETF (PSET) has a higher volatility of 5.07% compared to Principal Value ETF (PY) at 3.54%. This indicates that PSET's price experiences larger fluctuations and is considered to be riskier than PY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSET | PY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 3.54% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.89% | 7.99% | +1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.30% | 17.19% | +2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 15.89% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 20.10% | -2.08% |