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CAPE vs. WDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CAPE vs. WDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iPath Shiller CAPE ETN (CAPE) and SPDR S&P Global Dividend ETF (WDIV). The values are adjusted to include any dividend payments, if applicable.

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CAPE vs. WDIV - Yearly Performance Comparison


2026 (YTD)2025202420232022
CAPE
iPath Shiller CAPE ETN
-4.29%9.10%14.40%27.65%-15.28%
WDIV
SPDR S&P Global Dividend ETF
2.86%27.16%7.61%8.21%-9.65%

Returns By Period

In the year-to-date period, CAPE achieves a -4.29% return, which is significantly lower than WDIV's 2.86% return.


CAPE

1D
2.22%
1M
-7.33%
YTD
-4.29%
6M
-4.53%
1Y
2.96%
3Y*
12.22%
5Y*
10Y*

WDIV

1D
2.17%
1M
-5.79%
YTD
2.86%
6M
7.85%
1Y
24.00%
3Y*
14.62%
5Y*
7.92%
10Y*
7.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CAPE vs. WDIV - Expense Ratio Comparison

CAPE has a 0.45% expense ratio, which is higher than WDIV's 0.40% expense ratio.


Return for Risk

CAPE vs. WDIV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAPE
CAPE Risk / Return Rank: 1919
Overall Rank
CAPE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CAPE Sortino Ratio Rank: 1717
Sortino Ratio Rank
CAPE Omega Ratio Rank: 1717
Omega Ratio Rank
CAPE Calmar Ratio Rank: 2121
Calmar Ratio Rank
CAPE Martin Ratio Rank: 2323
Martin Ratio Rank

WDIV
WDIV Risk / Return Rank: 9090
Overall Rank
WDIV Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
WDIV Sortino Ratio Rank: 9393
Sortino Ratio Rank
WDIV Omega Ratio Rank: 9292
Omega Ratio Rank
WDIV Calmar Ratio Rank: 8888
Calmar Ratio Rank
WDIV Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CAPE vs. WDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iPath Shiller CAPE ETN (CAPE) and SPDR S&P Global Dividend ETF (WDIV). 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.


CAPEWDIVDifference

Sharpe ratio

Return per unit of total volatility

0.20

2.00

-1.80

Sortino ratio

Return per unit of downside risk

0.40

2.73

-2.32

Omega ratio

Gain probability vs. loss probability

1.05

1.39

-0.34

Calmar ratio

Return relative to maximum drawdown

0.37

2.76

-2.38

Martin ratio

Return relative to average drawdown

1.50

10.57

-9.07

CAPE vs. WDIV - Sharpe Ratio Comparison

The current CAPE Sharpe Ratio is 0.20, which is lower than the WDIV Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of CAPE and WDIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CAPEWDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

2.00

-1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.44

-0.05

Correlation

The correlation between CAPE and WDIV is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CAPE vs. WDIV - Dividend Comparison

CAPE's dividend yield for the trailing twelve months is around 1.46%, less than WDIV's 4.25% yield.


TTM20252024202320222021202020192018201720162015
CAPE
iPath Shiller CAPE ETN
1.46%1.39%1.23%1.01%0.80%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WDIV
SPDR S&P Global Dividend ETF
4.25%4.27%4.63%4.73%5.12%4.15%5.55%3.99%4.42%3.62%4.32%5.03%

Drawdowns

CAPE vs. WDIV - Drawdown Comparison

The maximum CAPE drawdown since its inception was -22.07%, smaller than the maximum WDIV drawdown of -42.34%. Use the drawdown chart below to compare losses from any high point for CAPE and WDIV.


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Drawdown Indicators


CAPEWDIVDifference

Max Drawdown

Largest peak-to-trough decline

-22.07%

-42.34%

+20.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-8.61%

-2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-22.12%

Max Drawdown (10Y)

Largest decline over 10 years

-42.34%

Current Drawdown

Current decline from peak

-7.33%

-6.13%

-1.20%

Average Drawdown

Average peak-to-trough decline

-5.00%

-5.90%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

2.24%

+0.47%

Volatility

CAPE vs. WDIV - Volatility Comparison

iPath Shiller CAPE ETN (CAPE) has a higher volatility of 5.09% compared to SPDR S&P Global Dividend ETF (WDIV) at 4.74%. This indicates that CAPE's price experiences larger fluctuations and is considered to be riskier than WDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAPEWDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

4.74%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.01%

7.40%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.07%

12.08%

+2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

12.68%

+4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.14%

15.44%

+1.70%