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
| 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 features an expense ratio of 0.45%, falling within the medium range.
Share Price Chart
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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. DSEEX, CAPE vs. SCHD, CAPE vs. YACKX, CAPE vs. SPY, CAPE vs. MDY, CAPE vs. VOO, CAPE vs. TQQQ, CAPE vs. QUAL, CAPE vs. IWY, CAPE vs. CSPX.AS
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iPath Shiller CAPE ETN, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
iPath Shiller CAPE ETN had a return of 18.83% year-to-date (YTD) and 28.23% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 18.83% | 25.48% |
| 1 month | 5.63% | 2.14% |
| 6 months | 14.09% | 12.76% |
| 1 year | 28.23% | 33.14% |
| 5 years (annualized) | N/A | 13.96% |
| 10 years (annualized) | N/A | 11.39% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.09% | 4.23% | 2.38% | -5.36% | 3.41% | 1.43% | 2.90% | 2.94% | 1.09% | 0.06% | 18.83% | ||
| 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 | -5.97% | -2.35% | -9.73% | 12.04% | -3.68% | -10.59% | 7.06% | 6.36% | -7.28% | -15.55% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of CAPE is 79, placing it in the top 21% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
Dividends
Dividend History
iPath Shiller CAPE ETN provided a 1.10% dividend yield over the last twelve months, with an annual payout of $0.34 per share.
| Period | TTM | 2023 | 2022 |
|---|---|---|---|
| Dividend | $0.34 | $0.27 | $0.17 |
Dividend yield | 1.10% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.08 | $0.00 | $0.24 | |
| 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.
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 0.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.07% | Apr 21, 2022 | 121 | Oct 12, 2022 | 191 | Jul 19, 2023 | 312 |
| -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 |
| -3.27% | Dec 29, 2023 | 12 | Jan 17, 2024 | 9 | Jan 30, 2024 | 21 |
Volatility
Volatility Chart
The current iPath Shiller CAPE ETN volatility is 3.71%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.