- ISIN
- US25861R2040
- CUSIP
- 25861R204
- Issuer
- DoubleLine
- Inception Date
- Mar 31, 2022
- Region
- North America (U.S.)
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $240M
Highlights
- Avg. Volume (1M)
- 15K
- Avg. Volume Value (1M)
- $475.70K
Share Price Chart
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Performance
CAPE Performance Chart
DoubleLine Shiller CAPE U.S. Equities ETF (CAPE) is up 2.3% since the beginning of the year. CAPE is currently trading at $33 per share.
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Returns By Period
DoubleLine Shiller CAPE U.S. Equities ETF (CAPE) has returned 2.29% so far this year and 5.64% over the past 12 months.
DoubleLine Shiller CAPE U.S. Equities ETF
- 1D
- 0.00%
- 1M
- 0.67%
- 6M
- 0.07%
- YTD
- 2.29%
- 1Y
- 5.64%
- 3Y*
- 10.41%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.75%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 18.15%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
CAPE Monthly Returns History
Based on dividend-adjusted daily data since Apr 4, 2022, CAPE's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.
Historically, 60% of months were positive and 40% were negative. The best month was Jul 2022 with a return of +12.0%, while the worst month was Sep 2022 at -10.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, CAPE closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +7.3%, while the worst single day was Apr 4, 2025 at -4.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.21% | 1.05% | -7.33% | 5.50% | -0.98% | 0.89% | 1.40% | 2.29% | |||||
| 2025 | 3.32% | 2.09% | -3.86% | -0.76% | 2.98% | 2.69% | -0.75% | 3.05% | 0.47% | -3.07% | 3.52% | -0.58% | 9.10% |
| 2024 | -1.09% | 4.23% | 2.38% | -5.36% | 3.41% | 1.43% | 2.90% | 2.94% | 1.09% | 0.06% | 8.52% | -6.08% | 14.40% |
| 2023 | 9.95% | -2.26% | 0.40% | 0.60% | -1.03% | 8.77% | 3.79% | -1.98% | -4.81% | -1.69% | 8.75% | 5.51% | 27.65% |
| 2022 | -5.67% | -2.35% | -9.73% | 12.04% | -3.68% | -10.59% | 7.06% | 6.36% | -7.28% | -15.28% |
Benchmark Metrics
DoubleLine Shiller CAPE U.S. Equities ETF has an annualized alpha of -2.15%, beta of 0.85, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since April 04, 2022.
- This ETF participated in 94.81% of S&P 500 Index downside but only 78.25% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -2.15% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -2.15%
- Beta
- 0.85
- R²
- 0.74
- Upside Capture
- 78.25%
- Downside Capture
- 94.81%
Expense Ratio
CAPE has an expense ratio of 0.65%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CAPE ranks 23 for risk / return — above 23% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for DoubleLine Shiller CAPE U.S. Equities ETF (CAPE) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CAPE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.25 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 2.00 | -1.42 |
| Martin ratioReturn relative to average drawdown | 2.06 | 8.49 | -6.43 |
Dividends
Dividend History
DoubleLine Shiller CAPE U.S. Equities ETF provided a 1.37% dividend yield over the last twelve months, with an annual payout of $0.45 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.45 | $0.45 | $0.37 | $0.27 | $0.17 |
Dividend yield | 1.37% | 1.39% | 1.23% | 1.01% | 0.80% |
Monthly Dividends
The table displays the monthly dividend distributions for DoubleLine Shiller CAPE U.S. Equities ETF. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.19 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.15 | $0.45 |
| 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 | $0.07 | $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 DoubleLine Shiller CAPE U.S. Equities ETF. 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 DoubleLine Shiller CAPE U.S. Equities ETF was 22.07%, occurring on Oct 12, 2022. Recovery took 191 trading sessions.
The current DoubleLine Shiller CAPE U.S. Equities ETF drawdown is 1.27%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-22.07%Oct 2022 | 5mo 24d | 9mo 10d | 1y 2moApr 2022 - Jul 2023 | Bear market2022 |
-14.32%Apr 2025 | 4mo 7d | 2mo 24d | 7mo 1dDec 2024 - Jul 2025 | 2025 selloff2025 |
-10.28%Oct 2023 | 2mo 27d | 1mo 5d | 4mo 2dAug 2023 - Dec 2023 | — |
-9.68%Mar 2026 | 25d | 3mo 12d | 4mo 7dMar 2026 - Jul 2026 | — |
-5.78%Aug 2024 | 19d | 16d | 1mo 5dJul 2024 - Aug 2024 | — |
Drawdown Indicators
| CAPE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.07% | -56.78% | +34.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.68% | -9.10% | -0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -14.32% | -18.90% | +4.58% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.27% | -1.58% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -10.70% | +5.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 2.14% | +0.60% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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