EFO vs PSET

Comparison between PROSHARES ULTRA MSCI EAFE (EFO, ETF) and PRINCIPAL QUALITY ETF (PSET, ETF).

5-Year PerformanceEFO has outperformed PSET, delivering a return of +7.9% compared to +7.5%

EFO vs PSET - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EFO(ETF)	PSET(ETF)
Net Assets	$29M	$29M
Expense Ratio	N/A	0.15%
Max Drawdown	63.71%	34.74%
Sharpe Ratio	0.87	-0.05
5Y Beta	1.49	1.00
P/E Ratio	N/A	26.10
Forward P/E	N/A	21.48
PEG Ratio	N/A	0.86
5Y Dividends CAGR	N/A	-0.20%
5Y EPS CAGR	N/A	24.33%
Debt to Equity	N/A	-2.53%
P/S Ratio	N/A	4.32
P/B Ratio	N/A	5.72

Net Assets

EFO

$29M

PSET

$29M

Expense Ratio

EFO

N/A

PSET

0.15%

Max Drawdown

EFO

63.71%

Winner

PSET

34.74%

Sharpe Ratio

Winner

EFO

0.87

PSET

-0.05

5Y Beta

EFO

1.49

Winner

PSET

1.00

P/E Ratio

EFO

N/A

PSET

26.10

Forward P/E

EFO

N/A

PSET

21.48

PEG Ratio

EFO

N/A

PSET

0.86

5Y Dividends CAGR

EFO

N/A

PSET

-0.20%

5Y EPS CAGR

EFO

N/A

PSET

24.33%

Debt to Equity

EFO

N/A

PSET

-2.53%

P/S Ratio

EFO

N/A

PSET

4.32

P/B Ratio

EFO

N/A

PSET

5.72

EFO vs PSET - Historical Returns

Returns include dividend reinvestment.

Period	EFO	PSET
1 month	-0.16%	+2.28%
3 months	+4.39%	+1.49%
6 months	+4.14%	-0.11%
1 year	+23.97%	+1.76%
5 years(CAGR)	+7.92%	+7.54%
10 years(CAGR)	+10.46%	+12.31%
Max(CAGR)	+8.47%	+12.57%

EFO

-0.16%

Winner

PSET

+2.28%

Winner

EFO

+4.39%

PSET

+1.49%

Winner

EFO

+4.14%

PSET

-0.11%

Winner

EFO

+23.97%

PSET

+1.76%

5Y(CAGR)

Winner

EFO

+7.92%

PSET

+7.54%

10Y(CAGR)

EFO

+10.46%

Winner

PSET

+12.31%

Max(CAGR)

EFO

+8.47%

Winner

PSET

+12.57%

EFO vs PSET - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	EFO	PSET
2026	+10.20%	-0.20%
2025	+58.49%	+7.74%
2024	-0.41%	+19.06%
2023	+24.11%	+24.21%
2022	-34.40%	-15.17%
2021	+18.47%	+31.75%
2020	+0.81%	+15.73%
2019	+41.35%	+34.98%
2018	-31.71%	-2.29%
2017	+49.91%	+24.21%
2016	+1.33%	+5.66%
2015	-6.37%	N/A
2014	-11.11%	N/A
2013	+39.10%	N/A
2012	+26.78%	N/A
2011	-32.96%	N/A
2010	+4.79%	N/A
2009	+37.91%	N/A

EFO vs PSET Drawdown Comparison

The maximum drawdown for EFO was -63.52%, occurring on Mar 23, 2020. Recovery took 809 trading sessions.

The maximum drawdown for PSET was -34.74%, occurring on Mar 23, 2020. Recovery took 131 trading sessions.

The current EFO drawdown is -6.15%. The current PSET drawdown is -2.71%.

Rank	EFO	PSET
#1	-63.52% Jan 26, 2018 - Apr 15, 2021	-34.74% Feb 19, 2020 - Aug 25, 2020
#2	-53.95% Sep 3, 2021 - May 19, 2025	-25.61% Dec 31, 2021 - Dec 11, 2023
#3	-49.36% Apr 29, 2011 - Sep 18, 2013	-21.96% Jan 23, 2025 - Jul 24, 2025
#4	-45.23% Jul 3, 2014 - Sep 19, 2017	-13.62% Sep 18, 2018 - Feb 25, 2019
#5	-38.22% Apr 14, 2010 - Nov 4, 2010	-12.94% Jan 9, 2026 - Jul 16, 2026
#6	-25.40% Jan 11, 2010 - Apr 14, 2010	-10.12% Jul 16, 2024 - Sep 24, 2024
#7	-22.18% Feb 26, 2026 - Mar 20, 2026	-8.04% Jan 26, 2018 - Aug 6, 2018
#8	-20.28% Feb 18, 2011 - Apr 26, 2011	-7.59% Sep 3, 2021 - Nov 4, 2021
#9	-17.55% Jun 11, 2009 - Jul 23, 2009	-7.55% Sep 2, 2020 - Oct 13, 2020
#10	-14.57% Nov 4, 2010 - Jan 13, 2011	-7.43% Mar 22, 2024 - Jun 12, 2024
#11	-14.26% Jan 22, 2014 - Feb 24, 2014	-6.73% Oct 14, 2020 - Nov 5, 2020
#12	-13.88% Oct 19, 2009 - Jan 6, 2010	-5.98% Aug 23, 2016 - Jan 19, 2017
#13	-11.15% Jun 15, 2021 - Sep 2, 2021	-5.85% Jul 26, 2019 - Sep 19, 2019
#14	-10.74% Nov 12, 2025 - Dec 11, 2025	-5.80% Oct 27, 2025 - Jan 6, 2026
#15	-10.66% Sep 16, 2009 - Oct 14, 2009	-5.29% Apr 30, 2019 - Jun 13, 2019

Correlation

Correlation between EFO and PSET is 0.78 which considered as a strong positive correlation - the stocks tend to move together.

0.78

-101

Dividend Comparison (2009 - 2026)

EFO vs PSET dividend yield comparison.

Year	EFO	PSET
2026	0.67%	0.39%
2025	1.66%	0.59%
2024	2.24%	0.69%
2023	1.93%	0.85%
2022	0.00%	1.47%
2021	0.00%	0.89%
2020	0.00%	1.09%
2019	0.37%	1.52%
2018	0.11%	1.33%
2017	0.00%	1.02%
2016	0.00%	1.26%
2010	0.10%	0.00%
2009	0.07%	0.00%