PSET vs EFO

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

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

PSET vs EFO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

PSET

$29M

EFO

$29M

Expense Ratio

PSET

0.15%

EFO

N/A

Max Drawdown

Winner

PSET

34.74%

EFO

63.71%

Sharpe Ratio

PSET

-0.05

Winner

EFO

0.87

5Y Beta

Winner

PSET

1.00

EFO

1.49

P/E Ratio

PSET

26.10

EFO

N/A

Forward P/E

PSET

21.48

EFO

N/A

PEG Ratio

PSET

0.86

EFO

N/A

5Y Dividends CAGR

PSET

-0.20%

EFO

N/A

5Y EPS CAGR

PSET

24.33%

EFO

N/A

Debt to Equity

PSET

-2.53%

EFO

N/A

P/S Ratio

PSET

4.32

EFO

N/A

P/B Ratio

PSET

5.72

EFO

N/A

PSET vs EFO - Historical Returns

Returns include dividend reinvestment.

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

Winner

PSET

+2.28%

EFO

-0.16%

PSET

+1.49%

Winner

EFO

+4.39%

PSET

-0.11%

Winner

EFO

+4.14%

PSET

+1.76%

Winner

EFO

+23.97%

5Y(CAGR)

PSET

+7.54%

Winner

EFO

+7.92%

10Y(CAGR)

Winner

PSET

+12.31%

EFO

+10.46%

Max(CAGR)

Winner

PSET

+12.57%

EFO

+8.47%

PSET vs EFO - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

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

PSET vs EFO Drawdown Comparison

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

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

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

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

Correlation

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

0.78

-101

Dividend Comparison (2009 - 2026)

PSET vs EFO dividend yield comparison.

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