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PSET vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSET and SCHD is 0.70, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

PSET vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Quality ETF (PSET) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%240.00%December2025FebruaryMarchAprilMay
199.54%
163.43%
PSET
SCHD

Key characteristics

Sharpe Ratio

PSET:

0.28

SCHD:

0.34

Sortino Ratio

PSET:

0.55

SCHD:

0.58

Omega Ratio

PSET:

1.07

SCHD:

1.08

Calmar Ratio

PSET:

0.28

SCHD:

0.34

Martin Ratio

PSET:

0.99

SCHD:

1.16

Ulcer Index

PSET:

6.22%

SCHD:

4.69%

Daily Std Dev

PSET:

21.65%

SCHD:

15.99%

Max Drawdown

PSET:

-34.74%

SCHD:

-33.37%

Current Drawdown

PSET:

-10.36%

SCHD:

-10.12%

Returns By Period

In the year-to-date period, PSET achieves a -5.73% return, which is significantly lower than SCHD's -3.75% return.


PSET

YTD

-5.73%

1M

6.24%

6M

-3.50%

1Y

4.29%

5Y*

14.27%

10Y*

N/A

SCHD

YTD

-3.75%

1M

-2.51%

6M

-5.55%

1Y

4.12%

5Y*

13.55%

10Y*

10.63%

*Annualized

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PSET vs. SCHD - Expense Ratio Comparison

PSET has a 0.15% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for PSET: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PSET: 0.15%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

PSET vs. SCHD — Risk-Adjusted Performance Rank

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

PSET
The Risk-Adjusted Performance Rank of PSET is 3434
Overall Rank
The Sharpe Ratio Rank of PSET is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of PSET is 3434
Sortino Ratio Rank
The Omega Ratio Rank of PSET is 3333
Omega Ratio Rank
The Calmar Ratio Rank of PSET is 3838
Calmar Ratio Rank
The Martin Ratio Rank of PSET is 3535
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3737
Overall Rank
The Sharpe Ratio Rank of SCHD is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4242
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PSET vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Quality ETF (PSET) and Schwab US Dividend Equity ETF (SCHD). 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.


The chart of Sharpe ratio for PSET, currently valued at 0.28, compared to the broader market-1.000.001.002.003.004.00
PSET: 0.28
SCHD: 0.34
The chart of Sortino ratio for PSET, currently valued at 0.55, compared to the broader market-2.000.002.004.006.008.0010.00
PSET: 0.55
SCHD: 0.58
The chart of Omega ratio for PSET, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
PSET: 1.07
SCHD: 1.08
The chart of Calmar ratio for PSET, currently valued at 0.28, compared to the broader market0.002.004.006.008.0010.0012.00
PSET: 0.28
SCHD: 0.34
The chart of Martin ratio for PSET, currently valued at 0.99, compared to the broader market0.0020.0040.0060.00
PSET: 0.99
SCHD: 1.16

The current PSET Sharpe Ratio is 0.28, which is comparable to the SCHD Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of PSET and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.28
0.34
PSET
SCHD

Dividends

PSET vs. SCHD - Dividend Comparison

PSET's dividend yield for the trailing twelve months is around 0.69%, less than SCHD's 3.99% yield.


TTM20242023202220212020201920182017201620152014
PSET
Principal Quality ETF
0.69%0.69%0.85%1.47%0.89%1.09%1.36%1.33%1.02%1.26%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.99%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

PSET vs. SCHD - Drawdown Comparison

The maximum PSET drawdown since its inception was -34.74%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PSET and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.36%
-10.12%
PSET
SCHD

Volatility

PSET vs. SCHD - Volatility Comparison

Principal Quality ETF (PSET) has a higher volatility of 14.77% compared to Schwab US Dividend Equity ETF (SCHD) at 11.24%. This indicates that PSET's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
14.77%
11.24%
PSET
SCHD