CAPE

Barclays ETN+ Shiller CAPE ETN
N/A

N/A
  • Overview
  • Efficiency
  • Tradability
  • Fit

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.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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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%
$95.15M
$753.58K
0.16%

CAPE Portfolio Data

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

CAPE Index Data

Tiered
Multi-Factor
MSCI USA Large Cap

Related ETFs to CAPE

VALQ, SPHD, GSLC, FEX, JKD
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

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
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 02/16/18
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

6,368
$753.58K
3,582
$424.30K
0.16%
$0.19
0.03%
0.77% / -0.38%
None
100.00%
25,000
0.14
0.00%
--
--
$120.49
N/A

CAPE Sector/Industry BreakdownView All

CAPE Geographic Exposure

CAPESegment Benchmark
100.00% --

CAPESegment Benchmark
100.00% --
0.00% / 0.00% 0.00% / 0.00%

CAPE Performance Statistics

0.95
1.02
1.07
1.01
0.14%
MSCI USA Large Cap

CAPE BENCHMARK COMPARISON

    CAPE
    -- Holdings
    Segment Benchmark
    -- Constituents
    Shared Holdings
    -- (Count)
     
    -- (Weight)
CAPESegment Benchmark
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