(CAPE) Barclays ETN+ Shiller Capet - Ratings and Ratios
Equities, ETF, Large-Cap, Mid-Cap
Dividends
| Dividend Yield | 1.38% |
| Yield on Cost 5y | 1.88% |
| Yield CAGR 5y | 38.88% |
| Payout Consistency | 100.0% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 10.1% |
| Value at Risk 5%th | 16.9% |
| Relative Tail Risk | 1.93% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.49 |
| Alpha | -2.51 |
| CAGR/Max DD | 1.06 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.313 |
| Beta | 0.633 |
| Beta Downside | 0.628 |
| Drawdowns 3y | |
|---|---|
| Max DD | 14.32% |
| Mean DD | 2.59% |
| Median DD | 1.67% |
Description: CAPE Barclays ETN+ Shiller Capet January 02, 2026
The Barclays ETN+ Shiller CAPE ETN (NYSE ARCA:CAPE) is structured to allocate at least 80% of its net assets to U.S. equity securities, including other exchange-traded funds that provide U.S. equity exposure. It may hold stocks of any market-cap size except penny stocks, and it is classified as a non-diversified vehicle.
Key data points (as of Q4 2023) that investors typically monitor: the ETN’s expense ratio is 0.15%, which is low relative to many actively managed large-value funds; its average underlying market capitalization is roughly $150 billion, indicating a bias toward large-cap stocks; and its performance tracks the Shiller Cyclically Adjusted Price-Earnings (CAPE) index, which has hovered around a 30-year average of 16-17, making the ETN a proxy for long-term valuation cycles. Recent macro drivers-such as the Fed’s stance on interest rates, corporate earnings growth, and the inflation-adjusted earnings yield of the S&P 500-have a material impact on the CAPE metric and therefore on the ETN’s price dynamics.
For a deeper, data-rich analysis of how the Shiller CAPE ETN behaves across different market regimes, you might find ValueRay’s interactive dashboards useful.
What is the price of CAPE shares?
Over the past week, the price has changed by +1.59%, over one month by +2.21%, over three months by +2.78% and over the past year by +12.48%.
Is CAPE a buy, sell or hold?
What are the forecasts/targets for the CAPE price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 36.5 | 11.8% |
CAPE Fundamental Data Overview January 10, 2026
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 181.8m USD (181.8m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 181.8m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 181.8m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 8.25% (E(181.8m)/V(181.8m) * Re(8.25%) + (debt-free company))
Discount Rate = 8.25% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for CAPE ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle