CAPE

Barclays ETN+ Shiller CAPE ETN
N/A

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

CAPE Fund Description

CAPE 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

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 01/18/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CAPE 3.67% -4.27% 6.64% -2.27% 16.72% 12.41% --
CAPE (NAV) 4.00% -4.23% 6.19% -2.04% 16.76% 12.44% --
MSCI USA Large Cap Index 4.94% -3.09% 6.47% -2.20% 14.86% 10.20% 14.40%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CAPE Top 10 Countries

CAPE Top 10 Holdings

This chart is unavailable

CAPE Summary Data

Barclays
10/11/12
Exchange-Traded Note
0.45%
$138.18M
$1.73M
0.19%

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%
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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 01/22/19
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

14,694
$1.73M
4,747
$562.16K
0.19%
$0.23
0.01%
1.23% / -1.58%
None
100.00%
25,000
0.19
0.00%
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$120.04
N/A

CAPE Countries


CAPE
Segment Benchmark
--
100.00%

CAPE Regions


CAPE
Segment Benchmark
--
100.00%

CAPE Economic Development


CAPE
Segment Benchmark
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100.00%

CAPE Performance Statistics

0.97
1.01
0.97
1.01
0.20%
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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