Data Source: from November 2012 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 16 2022
Category: Stocks
ETF: Barclays iPath Shiller ETN (CAPD)
ETF • LIVE PERFORMANCE (USD currency)
0.55%
1 Day
Aug 16 2022
4.30%
Current Month
August 2022

In the last 5 Years, the Barclays iPath Shiller ETN (CAPD) ETF obtained a 14.16% compound annual return, with a 17.71% standard deviation.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.

The Barclays iPath Shiller ETN (CAPD) ETF is part of the following Lazy Portfolios:

Portfolio Name Author CAPD Weight
Cape US Sector Value Robert Shiller 100.0%

Historical Returns as of Jul 31, 2022

Historical returns and stats of Barclays iPath Shiller ETN (CAPD) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

BARCLAYS IPATH SHILLER ETN (CAPD) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from November 2012 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
13.28
13.29
0.00
1 - 0
3M
-1.35
-3.74
-12.91
May 2022 - Jun 2022
1 - 2
6M
-2.62
-7.60
-16.20
Apr 2022 - Jun 2022
2 - 4
YTD
-7.03
-12.51
-17.93
Jan 2022 - Jun 2022
2 - 5
1Y
-0.75
-8.55
20.72
-17.93
Jan 2022 - Jun 2022
5 - 7
42% pos
3Y(*)
15.13
9.74
19.50
-21.00
Feb 2020 - Mar 2020
23 - 13
64% pos
5Y(*)
14.16
9.89
17.71
-21.00
Feb 2020 - Mar 2020
42 - 18
70% pos
MAX(*)
01 Nov 2012
16.08
13.17
14.63
-21.00
Feb 2020 - Mar 2020
82 - 35
70% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89%

Correlations as of Jul 31, 2022

Monthly correlations of Barclays iPath Shiller ETN (CAPD) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

BARCLAYS IPATH SHILLER ETN (CAPD) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs CAPD
 
Asset Class 1 Year 5 Years Since
Nov 2012
US Total Stock Market
VTI
0.81
0.94
0.94
US Large Cap
SPY
0.79
0.94
0.94
US Small Cap
IJR
0.71
0.84
0.82
US REITs
VNQ
0.87
0.79
0.66
US Technology
QQQ
0.79
0.87
0.87
Preferred Stocks
PFF
0.62
0.73
0.66
EAFE Stocks
EFA
0.64
0.84
0.79
World All Countries
VT
0.76
0.92
0.90
Emerging Markets
EEM
0.37
0.67
0.61
Europe
VGK
0.62
0.82
0.77
Pacific
VPL
0.60
0.81
0.72
Latin America
FLLA
0.23
0.51
0.47
US Total Bond Market
BND
0.42
0.23
0.14
Long Term Treasuries
TLT
0.44
-0.14
-0.17
US Cash
BIL
0.00
-0.23
-0.17
TIPS
TIP
0.70
0.45
0.30
Investment Grade Bonds
LQD
0.49
0.48
0.38
High Yield Bonds
HYG
0.59
0.74
0.69
International Bond Market
BNDX
0.57
0.30
0.23
Emerging Market Bonds
EMB
0.60
0.62
0.53
Gold
GLD
0.29
0.11
0.05
Commodities
DBC
-0.07
0.47
0.38

Capital Growth as of Jul 31, 2022

An investment of 1000$, since August 2017, now would be worth 1939.33$, with a total return of 93.93% (14.16% annualized).

The Inflation Adjusted Capital now would be 1602.29$, with a net total return of 60.23% (9.89% annualized).
An investment of 1000$, since November 2012, now would be worth 4278.20$, with a total return of 327.82% (16.08% annualized).

The Inflation Adjusted Capital now would be 3340.20$, with a net total return of 234.02% (13.17% annualized).

Drawdowns

Worst drawdowns since August 2017.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-21.00% Feb 2020 Mar 2020 2 Jul 2020 4 6
-17.93% Jan 2022 Jun 2022 6 in progress 1 7
-15.27% Oct 2018 Dec 2018 3 Apr 2019 4 7
-5.96% May 2019 May 2019 1 Jun 2019 1 2
-5.62% Feb 2018 Mar 2018 2 Jul 2018 4 6
-5.00% Sep 2021 Sep 2021 1 Oct 2021 1 2
-4.02% Sep 2020 Oct 2020 2 Nov 2020 1 3
-2.04% Aug 2019 Aug 2019 1 Oct 2019 2 3
-2.03% Nov 2021 Nov 2021 1 Dec 2021 1 2
-1.07% Jan 2021 Jan 2021 1 Feb 2021 1 2

Worst drawdowns since November 2012.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-21.00% Feb 2020 Mar 2020 2 Jul 2020 4 6
-17.93% Jan 2022 Jun 2022 6 in progress 1 7
-15.27% Oct 2018 Dec 2018 3 Apr 2019 4 7
-8.74% Aug 2015 Sep 2015 2 Oct 2015 1 3
-5.96% May 2019 May 2019 1 Jun 2019 1 2
-5.62% Feb 2018 Mar 2018 2 Jul 2018 4 6
-5.00% Sep 2021 Sep 2021 1 Oct 2021 1 2
-4.58% Jan 2016 Jan 2016 1 Mar 2016 2 3
-4.02% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.84% Jan 2014 Jan 2014 1 Feb 2014 1 2
-3.14% Oct 2016 Oct 2016 1 Nov 2016 1 2
-2.99% Aug 2013 Aug 2013 1 Sep 2013 1 2
-2.77% Dec 2014 Jan 2015 2 Feb 2015 1 3
-2.29% Jun 2013 Jun 2013 1 Jul 2013 1 2
-2.05% Sep 2014 Sep 2014 1 Oct 2014 1 2
-2.04% Aug 2019 Aug 2019 1 Oct 2019 2 3
-2.03% Nov 2021 Nov 2021 1 Dec 2021 1 2
-2.02% Mar 2015 Apr 2015 2 Jul 2015 3 5
-1.15% Apr 2016 Apr 2016 1 May 2016 1 2
-1.07% Jan 2021 Jan 2021 1 Feb 2021 1 2

Rolling Returns ( more details)

Barclays iPath Shiller ETN (CAPD) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
17.12 62.89
Apr 2020 - Mar 2021
-10.88
Jul 2021 - Jun 2022
7.55%
2 Years
16.06 37.58
Apr 2020 - Mar 2022
0.39
Apr 2018 - Mar 2020
0.00%
3 Years
15.18 26.51
Jan 2019 - Dec 2021
4.34
Apr 2017 - Mar 2020
0.00%
5 Years
15.33 19.92
Nov 2016 - Oct 2021
8.27
Apr 2015 - Mar 2020
0.00%
7 Years
15.11 16.84
Sep 2014 - Aug 2021
11.24
Apr 2013 - Mar 2020
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Barclays iPath Shiller ETN (CAPD) ETF: Rolling Returns page.

Seasonality

Barclays iPath Shiller ETN (CAPD) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.81
50%
1.39
70%
0.29
60%
2.07
70%
0.76
80%
0.87
60%
3.89
90%
0.84
67%
-0.44
56%
1.65
67%
3.15
90%
0.57
80%
Best
Year
9.0
2019
5.5
2014
6.0
2016
11.7
2020
5.6
2020
6.5
2019
13.3
2022
6.7
2020
3.4
2013
9.9
2015
12.2
2020
4.6
2021
Worst
Year
-4.6
2016
-9.2
2020
-13.0
2020
-3.8
2022
-9.7
2022
-3.6
2022
-0.9
2014
-6.2
2015
-5.0
2021
-7.9
2018
-2.0
2021
-8.9
2018
Statistics calculated for the period Nov 2012 - Jul 2022

Monthly/Yearly Returns

Barclays iPath Shiller ETN (CAPD) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
82 Positive Months (70%) - 35 Negative Months (30%)
Nov 2012 - Jul 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-7.03 -12.51 -4.5 -1.2 3.9 -3.8 -9.7 -3.6 13.3
2021
+27.80 +19.40 -1.1 4.4 4.3 5.4 1.7 2.0 1.7 4.0 -5.0 5.4 -2.0 4.6
2020
+19.47 +17.86 0.0 -9.2 -13.0 11.7 5.6 2.2 5.2 6.7 -2.0 -2.1 12.2 3.9
2019
+32.61 +29.65 9.0 3.5 2.6 4.1 -6.0 6.5 2.2 -2.0 1.2 2.6 3.3 2.3
2018
-3.51 -5.32 6.3 -2.3 -3.4 0.0 2.7 0.6 4.1 3.9 1.5 -7.9 1.0 -8.9
2017
+21.38 +18.87 2.9 4.0 0.9 1.9 1.8 -0.2 1.7 0.4 0.0 2.1 3.2 0.9
2016
+18.06 +15.66 -4.6 2.3 6.0 -1.2 1.9 1.3 5.0 0.8 1.7 -3.1 5.8 1.2
2015
+4.57 +3.81 -1.9 5.3 -1.5 -0.5 1.9 -0.4 1.1 -6.2 -2.7 9.9 0.2 0.2
2014
+15.77 +14.90 -3.8 5.5 -0.1 2.3 2.1 2.8 -0.9 2.9 -2.1 2.8 4.4 -0.9
2013
+33.36 +31.39 5.8 1.6 3.3 0.8 5.5 -2.3 5.4 -3.0 3.4 5.2 2.6 1.3
2012
- - 0.8 1.0
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