CAPE

iPath Shiller CAPE ETN
*Unless otherwise stated, data provided by FactSet.

CAPE Fund Description

CAPE tracks a tier-weighted index that selects four sectors in the S&P 500 using long-term relative value and price momentum.

CAPE Factset Analytics Insight

CAPE is a unique offering in the US large-cap segment, as it covers just four of the nine S&P 500 sectors at any time. To determine which sectors to include, the underlying index determines four sectors with strongest relative strength and momentum. Then the chosen sectors are equally weighted, with stocks weighted by market-cap within each sector. This exposure is dynamic, subject to a monthly rebalance that can give investors very different economic and risk exposure month to month.

PERFORMANCE [as of 07/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CAPE 3.56% 4.99% 18.79% 40.60% 19.24% 18.82% --
CAPE (NAV) 2.77% 5.46% 18.39% 39.65% 19.13% 18.63% --
MSCI USA Large Cap Index 3.39% 6.65% 16.98% 35.78% 19.29% 18.05% 15.27%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CAPE Summary Data

Barclays
10/10/12
Exchange-Traded Note
0.45%
$428.88M
$1.33M
0.27%

CAPE Portfolio Data

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0.00%
N/A
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CAPE Index Data

Shiller Barclays CAPE US Core Sector Index
Tiered
Multi-Factor
MSCI USA Large Cap Index

CAPE Portfolio Management

0.45%
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CAPE Tax Exposures

20.00% / 39.60%
--
No distributions
No

CAPE Fund Structure

Exchange-Traded Note
No
N/A
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Barclays Bank PLC
Low
Medium
None

CAPE Factset Analytics Block Liquidity

As of 07/23/21
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

69,504
$1.33M
39,779
$812.11K
0.27%
$0.08
0.07%
0.78% / -89.99%
None
100.00%
25,000
1.59
0.12%
--
1
$21.08
N/A

CAPE Countries


CAPE
Segment Benchmark
--
0.10%
--
99.90%

CAPE Regions


CAPE
Segment Benchmark
--
100.00%

CAPE Economic Development


CAPE
Segment Benchmark
--
100.00%

CAPE Performance Statistics

0.83
0.85
0.81
0.81
0.41%
MSCI USA Large Cap Index

CAPE Benchmark Comparison Holdings

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CAPE Benchmark Comparison Summary


CAPE
Segment Benchmark
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CAPE Benchmark Comparison Market Cap Size


CAPE
Segment Benchmark
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