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 |
| Index Tracked | Shiller Barclays CAPE US Core Sector Index |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The iPath Shiller CAPE ETN has a high expense ratio of 0.45%, indicating higher-than-average management fees.
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. SCHD, CAPE vs. MDY, CAPE vs. YACKX, CAPE vs. DSEEX, CAPE vs. VOO, CAPE vs. TQQQ, CAPE vs. SPY, CAPE vs. QUAL
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 -0.12% year-to-date (YTD) and 18.36% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -0.12% | 5.05% |
| 1 month | -4.10% | -4.27% |
| 6 months | 14.92% | 18.82% |
| 1 year | 18.36% | 21.22% |
| 5 years (annualized) | N/A | 11.38% |
| 10 years (annualized) | N/A | 10.42% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.09% | 4.23% | 2.38% | |||||||||
| 2023 | -4.81% | -1.69% | 8.75% | 5.51% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
iPath Shiller CAPE ETN(CAPE)
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 granted a 1.07% dividend yield in the last twelve months. The annual payout for that period amounted to $0.28 per share.
| Period | TTM | 2023 | 2022 |
|---|---|---|---|
| Dividend | $0.28 | $0.27 | $0.17 |
Dividend yield | 1.07% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | |||||||||
| 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 |
| 2022 | $0.06 | $0.00 | $0.00 | $0.03 | $0.00 | $0.07 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 5.37%.
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 |
| -5.69% | Apr 1, 2024 | 15 | Apr 19, 2024 | — | — | — |
| -3.27% | Dec 29, 2023 | 12 | Jan 17, 2024 | 9 | Jan 30, 2024 | 21 |
| -2.13% | Apr 6, 2022 | 4 | Apr 11, 2022 | 6 | Apr 20, 2022 | 10 |
Volatility
Volatility Chart
The current iPath Shiller CAPE ETN volatility is 3.44%, 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.