PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
iPath Shiller CAPE ETN (CAPE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

iPath Shiller CAPE ETN (CAPE)

ETF · Currency in USD · Last updated May 10, 2025

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

ISIN

US06742A6698

CUSIP

06742A669

Issuer

Barclays Capital

Inception Date

Oct 10, 2012

Region

North America (U.S.)

Category

Global Equities

Leveraged

1x

Index Tracked

Shiller Barclays CAPE US Core Sector Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

CAPE has an expense ratio of 0.45%, placing it in the medium range.

Share Price Chart

Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Popular comparisons:
CAPE vs. SPY CAPE vs. DSEEX CAPE vs. YACKX CAPE vs. SCHD CAPE vs. VOO CAPE vs. TQQQ CAPE vs. QUAL CAPE vs. IWY CAPE vs. MDY CAPE vs. CSPX.AS
Popular comparisons:
CAPE vs. SPY CAPE vs. DSEEX CAPE vs. YACKX CAPE vs. SCHD CAPE vs. VOO CAPE vs. TQQQ CAPE vs. QUAL CAPE vs. IWY CAPE vs. MDY CAPE vs. CSPX.AS

Performance

Performance Chart

Loading data...

Returns By Period

iPath Shiller CAPE ETN (CAPE) returned 0.86% year-to-date (YTD) and 11.36% over the past 12 months.

CAPE

YTD

0.86%

1M

3.02%

6M

-2.35%

1Y

11.36%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.33%2.09%-3.86%-0.76%0.22%0.86%
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%
20239.95%-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

The current rank of CAPE is 75, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of CAPE is 7575
Overall Rank
The Sharpe Ratio Rank of CAPE is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of CAPE is 7474
Sortino Ratio Rank
The Omega Ratio Rank of CAPE is 7373
Omega Ratio Rank
The Calmar Ratio Rank of CAPE is 7979
Calmar Ratio Rank
The Martin Ratio Rank of CAPE is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

iPath Shiller CAPE ETN Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.73
  • All Time: 0.40

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of iPath Shiller CAPE ETN compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

Loading data...

Dividends

Dividend History

iPath Shiller CAPE ETN provided a 1.25% 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.

0.80%0.90%1.00%1.10%1.20%$0.00$0.10$0.20$0.30$0.40202220232024
Dividends
Dividend Yield
PeriodTTM202420232022
Dividend$0.38$0.37$0.27$0.17

Dividend yield

1.25%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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$0.07$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.

Loading data...

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 5.26%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.07%Apr 21, 2022121Oct 12, 2022191Jul 19, 2023312
-14.32%Dec 2, 202487Apr 8, 2025———
-10.28%Aug 1, 202363Oct 27, 202324Dec 1, 202387
-5.78%Jul 17, 202414Aug 5, 202412Aug 21, 202426
-5.69%Apr 1, 202415Apr 19, 202450Jul 2, 202465

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...