CAPE

Barclays ETN+ Shiller CAPE ETN
*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
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All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CAPE Summary Data

Barclays
10/11/12
Exchange-Traded Note
0.45%
$187.37M
$565.67K
0.24%

CAPE Portfolio Data

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0.00%
N/A
0

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
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

CAPE Factset Analytics Block Liquidity

As of 07/03/20
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

4,142
$565.67K
3,445
$475.09K
0.24%
$0.33
0.01%
1.02% / -1.72%
None
100.00%
25,000
0.14
0.00%
--
0
$142.05
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

0.98
1.03
1.00
1.03
0.31%
MSCI USA Large Cap Index

CAPE Benchmark Comparison Holdings

0
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CAPE Benchmark Comparison Summary


CAPE
Segment Benchmark
0
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CAPE Benchmark Comparison Market Cap Size


CAPE
Segment Benchmark
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