CAPE

Barclays ETN+ Shiller CAPE ETN
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*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 06/13/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CAPE 0.92% 4.47% 18.40% 7.45% 15.94% 13.14% --
CAPE (NAV) 3.76% 4.30% 18.44% 8.38% 16.45% 13.15% --
MSCI USA Large Cap Index 3.04% 3.31% 16.21% 6.66% 14.22% 10.83% 14.08%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CAPE Top 10 Countries

CAPE Summary Data

Barclays
10/11/12
Exchange-Traded Note
0.45%
$154.40M
$448.18K
0.15%

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 -
Daily Spread
Premium/Discount
Volume

CAPE Factset Analytics Block Liquidity

As of 06/14/19
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

3,386
$448.18K
3,123
$420.14K
0.15%
$0.20
0.00%
1.23% / -1.58%
None
100.00%
25,000
0.12
0.00%
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$133.88
N/A

CAPE Countries


CAPE
Segment Benchmark
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100.00%

CAPE Regions


CAPE
Segment Benchmark
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100.00%

CAPE Economic Development


CAPE
Segment Benchmark
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100.00%

CAPE Performance Statistics

0.96
1.01
0.99
1.02
0.20%
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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