CAPE vs. DSEEX

In the year-to-date period, CAPE achieves a 3.64% return, which is significantly higher than DSEEX's 3.25% return.

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CAPE has a 0.45% expense ratio, which is lower than DSEEX's 0.54% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for iPath Shiller CAPE ETN (CAPE) and DoubleLine Shiller Enhanced CAPE (DSEEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current CAPE Sharpe Ratio is 1.01, which is comparable to the DSEEX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of CAPE and DSEEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CAPE's dividend yield for the trailing twelve months is around 1.22%, less than DSEEX's 4.93% yield.

The maximum CAPE drawdown since its inception was -22.07%, smaller than the maximum DSEEX drawdown of -40.62%. Use the drawdown chart below to compare losses from any high point for CAPE and DSEEX.

iPath Shiller CAPE ETN (CAPE) and DoubleLine Shiller Enhanced CAPE (DSEEX) have volatilities of 4.42% and 4.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.