PSET vs TYLD

Comparison between PRINCIPAL QUALITY ETF (PSET, ETF) and CAMBRIA TACTICAL YIELD ETF (TYLD, ETF).

PSET vs TYLD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PSET(ETF)	TYLD(ETF)
Net Assets	$33M	$33M
Expense Ratio	0.15%	0.59%
Max Drawdown	34.74%	2.14%
Sharpe Ratio	0.26	0.45
5Y Beta	1.03	0.00
P/E Ratio	25.86	N/A
Forward P/E	21.69	N/A
PEG Ratio	0.86	N/A
5Y Dividends CAGR	-1.59%	N/A
5Y EPS CAGR	26.88%	N/A
Debt to Equity	5.19%	N/A
P/S Ratio	4.37	N/A
P/B Ratio	5.75	N/A

Net Assets

PSET

$33M

Winner

TYLD

$33M

Expense Ratio

Winner

PSET

0.15%

TYLD

0.59%

Max Drawdown

PSET

34.74%

Winner

TYLD

2.14%

Sharpe Ratio

PSET

0.26

Winner

TYLD

0.45

5Y Beta

PSET

1.03

Winner

TYLD

0.00

P/E Ratio

PSET

25.86

TYLD

N/A

Forward P/E

PSET

21.69

TYLD

N/A

PEG Ratio

PSET

0.86

TYLD

N/A

5Y Dividends CAGR

PSET

-1.59%

TYLD

N/A

5Y EPS CAGR

PSET

26.88%

TYLD

N/A

Debt to Equity

PSET

5.19%

TYLD

N/A

P/S Ratio

PSET

4.37

TYLD

N/A

P/B Ratio

PSET

5.75

TYLD

N/A

PSET vs TYLD - Historical Returns

Returns include dividend reinvestment.

Period	PSET	TYLD
1 month	+1.14%	+0.46%
3 months	+1.23%	+1.02%
6 months	-1.97%	+1.81%
1 year	+6.38%	+4.00%
5 years(CAGR)	+8.63%	N/A
10 years(CAGR)	+12.62%	N/A
Max(CAGR)	+12.63%	+4.45%

Winner

PSET

+1.14%

TYLD

+0.46%

Winner

PSET

+1.23%

TYLD

+1.02%

PSET

-1.97%

Winner

TYLD

+1.81%

Winner

PSET

+6.38%

TYLD

+4.00%

5Y(CAGR)

PSET

+8.63%

TYLD

N/A

10Y(CAGR)

PSET

+12.62%

TYLD

N/A

Max(CAGR)

Winner

PSET

+12.63%

TYLD

+4.45%

PSET vs TYLD - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	PSET	TYLD
2026	-1.29%	+1.58%
2025	+7.74%	+4.08%
2024	+19.06%	+5.15%
2023	+24.21%	N/A
2022	-15.17%	N/A
2021	+31.75%	N/A
2020	+15.73%	N/A
2019	+34.98%	N/A
2018	-2.29%	N/A
2017	+24.21%	N/A
2016	+5.66%	N/A

PSET vs TYLD Drawdown Comparison

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

The maximum drawdown for TYLD was -1.06%, occurring on Feb 26, 2024. Recovery took 49 trading sessions.

The current PSET drawdown is -3.57%.

Rank	PSET	TYLD
#1	-34.74% Feb 19, 2020 - Aug 25, 2020	-1.06% Feb 22, 2024 - May 2, 2024
#2	-25.61% Dec 31, 2021 - Dec 11, 2023	-0.81% Jun 13, 2024 - Jul 29, 2024
#3	-21.96% Jan 23, 2025 - Jul 24, 2025	-0.52% Apr 7, 2025 - May 28, 2025
#4	-13.62% Sep 18, 2018 - Feb 25, 2019	-0.37% Jun 5, 2024 - Jun 13, 2024
#5	-12.94% Jan 9, 2026 - Mar 30, 2026	-0.24% May 2, 2024 - May 13, 2024
#6	-10.12% Jul 16, 2024 - Sep 24, 2024	-0.23% Sep 12, 2024 - Oct 2, 2024
#7	-8.04% Jan 26, 2018 - Aug 6, 2018	-0.23% Mar 11, 2025 - Apr 3, 2025
#8	-7.59% Sep 3, 2021 - Nov 4, 2021	-0.21% Sep 5, 2024 - Sep 12, 2024
#9	-7.55% Sep 2, 2020 - Oct 13, 2020	-0.20% Jul 29, 2024 - Aug 2, 2024
#10	-7.43% Mar 22, 2024 - Jun 12, 2024	-0.18% Nov 12, 2024 - Nov 26, 2024
#11	-6.73% Oct 14, 2020 - Nov 5, 2020	-0.18% May 13, 2024 - May 22, 2024
#12	-5.98% Aug 23, 2016 - Jan 19, 2017	-0.18% Aug 23, 2024 - Aug 28, 2024
#13	-5.85% Jul 26, 2019 - Sep 19, 2019	-0.16% Feb 1, 2024 - Feb 20, 2024
#14	-5.80% Oct 27, 2025 - Jan 6, 2026	-0.16% Dec 20, 2024 - Dec 30, 2024
#15	-5.29% Apr 30, 2019 - Jun 13, 2019	-0.16% Nov 26, 2024 - Dec 6, 2024

Correlation

Correlation between PSET and TYLD is 0.83 which considered as a strong positive correlation - the stocks tend to move together.

0.83

-101

Dividend Comparison (2016 - 2026)

PSET vs TYLD dividend yield comparison.

Year	PSET	TYLD
2026	0.19%	0.87%
2025	0.59%	4.38%
2024	0.69%	4.24%
2023	0.85%	0.00%
2022	1.47%	0.00%
2021	0.89%	0.00%
2020	1.09%	0.00%
2019	1.52%	0.00%
2018	1.33%	0.00%
2017	1.02%	0.00%
2016	1.26%	0.00%