CAPE

Barclays ETN+ Shiller CAPE ETN
N/A

N/A
*Unless otherwise stated, data provided by FactSet.

CAPE Fund Description

The Barclays ETN+ Shiller CAPE ETN tracks an index that selects 4 sectors in the S&P 500 using long-term relative value and price momentum. The 4 sectors are equal weighted. Stocks in each sector are cap-weighted.

CAPE Factset Analytics Insight

CAPE is a unique offering in the Large Cap segment, as it covers just four of the nine S&P 500 sectors at any time. The underlying index equally weights the four sectors with the strongest relative strength and momentum. This exposure is dynamic, subject to a monthly rebalance that can give investors very different economic and risk exposure month to month. One flaw: CAPE does a poor job disclosing its current exposure. The note's low asset tally makes for thin trading volume, and risk that it might be delisted.

CAPE CHARTS AND PERFORMANCE

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 06/20/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CAPE 2.56% 3.09% 5.70% 14.35% 15.27% 16.65% --
CAPE (NAV) 2.57% 3.00% 5.95% 14.34% 15.28% 16.64% --
MSCI USA Large Cap 2.22% 2.43% 4.65% 16.01% 11.92% 14.26% 10.04%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CAPE Top 10 Countries

CAPE Top 10 Sectors

This chart is unavailable

CAPE Top 10 Holdings

This chart is unavailable

CAPE Summary Data

Barclays
10/11/12
Exchange-Traded Note
0.45%
$102.23M
$245.58K
0.17%

CAPE Portfolio Data

--
--
--
0.00%
N/A
--

CAPE Index Data

Tiered
Multi-Factor
MSCI USA Large Cap

CAPE Portfolio Management

0.45%
--
--
--

CAPE Tax Exposures

20.00% / 39.60%
--
No distributions
No

CAPE Fund Structure

Exchange-Traded Note
No
N/A
N/A / N/A
Barclays Bank PLC
Low
Low
None
Bats Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

CAPE Factset Analytics Block Liquidity

As of 06/21/18
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of CAPE. CAPE is rated a N/A out of 5.

CAPE Tradability

1,961
$245.58K
1,596
$203.11K
0.17%
$0.20
0.01%
1.22% / -0.96%
None
100.00%
25,000
0.06
0.00%
--
--
$123.12
N/A

CAPE Countries


CAPE
Segment Benchmark
--
100.00%

CAPE Regions


CAPE
Segment Benchmark
--
100.00%

CAPE Economic Development


CAPE
Segment Benchmark
--
100.00%

CAPE Performance Statistics

0.97
1.00
0.99
1.00
0.15%
MSCI USA Large Cap

CAPE BENCHMARK COMPARISON HOLDINGS

--
--
--
--

CAPE BENCHMARK COMPARISON SUMMARY


CAPE
Segment Benchmark
--
--
--
--
--
--
--
--
--
--
--
--

CAPE BENCHMARK COMPARISON MARKET CAP SIZE


CAPE
Segment Benchmark
--
--
--
--
--
--
--
--