iPath Shiller CAPE ETN (CAPE)
CAPE is a passive ETF by Barclays Capital tracking the investment results of the Shiller Barclays CAPE US Core Sector Index. CAPE launched on Oct 10, 2012 and has a 0.45% expense ratio.
ETF Info
US06742A6698
06742A669
Oct 10, 2012
North America (U.S.)
1x
Shiller Barclays CAPE US Core Sector Index
Large-Cap
Blend
Expense Ratio
CAPE has an expense ratio of 0.45%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
iPath Shiller CAPE ETN (CAPE) returned 3.59% year-to-date (YTD) and 16.38% over the past 12 months.
CAPE
3.59%
3.20%
-2.44%
16.38%
11.55%
N/A
N/A
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
Monthly Returns
The table below presents the monthly returns of CAPE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.33% | 2.09% | -3.86% | -0.76% | 2.93% | 3.59% | |||||||
| 2024 | -1.09% | 4.23% | 2.38% | -5.36% | 3.41% | 1.43% | 2.90% | 2.94% | 1.09% | 0.05% | 8.52% | -6.08% | 14.41% |
| 2023 | 9.95% | -2.26% | 0.40% | 0.60% | -1.03% | 8.77% | 3.78% | -1.98% | -4.81% | -1.69% | 8.75% | 5.51% | 27.65% |
| 2022 | -5.97% | -2.35% | -9.73% | 12.05% | -3.68% | -10.59% | 7.06% | 6.36% | -7.28% | -15.54% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 78, CAPE is among the top 22% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iPath Shiller CAPE ETN (CAPE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
iPath Shiller CAPE ETN provided a 1.22% dividend yield over the last twelve months, with an annual payout of $0.38 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 |
|---|---|---|---|---|
| Dividend | $0.38 | $0.37 | $0.27 | $0.17 |
Dividend yield | 1.22% | 1.23% | 1.01% | 0.80% |
Monthly Dividends
The table displays the monthly dividend distributions for iPath Shiller CAPE ETN. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.08 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.08 | $0.00 | $0.13 | $0.37 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.11 | $0.27 |
| 2022 | $0.06 | $0.00 | $0.00 | $0.03 | $0.00 | $0.08 | $0.17 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iPath Shiller CAPE ETN. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iPath Shiller CAPE ETN was 22.07%, occurring on Oct 12, 2022. Recovery took 191 trading sessions.
The current iPath Shiller CAPE ETN drawdown is 2.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.07% | Apr 21, 2022 | 121 | Oct 12, 2022 | 191 | Jul 19, 2023 | 312 |
| -14.32% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -10.28% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -5.78% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
| -5.69% | Apr 1, 2024 | 15 | Apr 19, 2024 | 50 | Jul 2, 2024 | 65 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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