Performance analysis of CAPE (DOUBLELINE SHILLER CAPE U.S. EQUITIES ETF)
Annual Return
Over the past 3 years, CAPE has had an average annual return of +10.75%, underperforming the benchmark SPY, which returned +19.62% annual.
Since Apr 4, 2022, CAPE has had an average annual return of +7.61%, underperforming the benchmark SPY, which returned +13.69% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +1.56% | +9.10% | +14.40% | +27.64% | -15.28% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.22% | +1.04% | -7.33% | +5.50% | -0.98% | +0.90% | +0.68% | +1.56% | |||||
| 2025 | +3.33% | +2.09% | -3.86% | -0.76% | +2.98% | +2.69% | -0.74% | +3.05% | +0.47% | -3.07% | +3.52% | -0.58% | +9.10% |
| 2024 | -1.09% | +4.23% | +2.38% | -5.36% | +3.41% | +1.43% | +2.90% | +2.93% | +1.09% | +0.06% | +8.53% | -6.08% | +14.40% |
| 2023 | +9.94% | -2.25% | +0.41% | +0.60% | -1.03% | +8.77% | +3.79% | -1.99% | -4.81% | -1.69% | +8.75% | +5.51% | +27.64% |
| 2022 | -5.67% | -2.34% | -9.73% | +12.04% | -3.67% | -10.60% | +7.05% | +6.37% | -7.28% | -15.28% |
Drawdown analysis of CAPE (DOUBLELINE SHILLER CAPE U.S. EQUITIES ETF)
The maximum drawdown for the CAPE was -22.08%, occurring on Oct 12, 2022. Recovery took 191 trading sessions.
The current CAPE drawdown is -1.87%.
Since Apr 4, 2022 CAPE has experienced the following drawdowns:
- 20% or more: 1 time
- 10% or more: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.08% | Apr 20, 2022 | 121 | Oct 12, 2022 | 191 | Jul 19, 2023 | 312 |
| -14.33% | Nov 29, 2024 | 87 | Apr 8, 2025 | 57 | Jul 1, 2025 | 144 |
| -10.29% | Jul 31, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -9.68% | Feb 27, 2026 | 20 | Mar 27, 2026 | 68 | Jul 7, 2026 | 88 |
| -5.78% | Jul 16, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
| -5.69% | Mar 28, 2024 | 15 | Apr 19, 2024 | 50 | Jul 2, 2024 | 65 |
| -4.79% | Sep 11, 2025 | 40 | Nov 6, 2025 | 43 | Jan 9, 2026 | 83 |
| -3.26% | Dec 28, 2023 | 12 | Jan 17, 2024 | 9 | Jan 30, 2024 | 21 |
| -3.20% | Jul 23, 2025 | 7 | Aug 1, 2025 | 15 | Aug 22, 2025 | 22 |
| -2.59% | Aug 30, 2024 | 4 | Sep 6, 2024 | 6 | Sep 16, 2024 | 10 |
| -2.16% | Jul 3, 2025 | 7 | Jul 15, 2025 | 5 | Jul 22, 2025 | 12 |
| -2.13% | Apr 5, 2022 | 4 | Apr 11, 2022 | 6 | Apr 20, 2022 | 10 |
| -2.12% | Jul 7, 2026 | 1 | Jul 8, 2026 | Ongoing | Ongoing | Ongoing |
| -1.78% | Sep 19, 2024 | 12 | Oct 7, 2024 | 5 | Oct 14, 2024 | 17 |
| -1.75% | Jan 30, 2024 | 1 | Jan 31, 2024 | 2 | Feb 2, 2024 | 3 |
| -1.54% | Oct 18, 2024 | 9 | Oct 31, 2024 | 4 | Nov 6, 2024 | 13 |
| -1.46% | Nov 11, 2024 | 4 | Nov 15, 2024 | 5 | Nov 22, 2024 | 9 |
| -1.44% | Feb 6, 2026 | 10 | Feb 23, 2026 | 4 | Feb 27, 2026 | 14 |
| -1.42% | Mar 1, 2024 | 2 | Mar 5, 2024 | 3 | Mar 8, 2024 | 5 |
| -1.41% | Feb 12, 2024 | 1 | Feb 13, 2024 | 2 | Feb 15, 2024 | 3 |
| -1.39% | Feb 2, 2024 | 1 | Feb 5, 2024 | 4 | Feb 9, 2024 | 5 |
| -1.36% | Feb 15, 2024 | 2 | Feb 20, 2024 | 3 | Feb 23, 2024 | 5 |
| -1.33% | Jan 15, 2026 | 2 | Jan 20, 2026 | 2 | Jan 22, 2026 | 4 |
| -1.29% | Mar 13, 2024 | 2 | Mar 15, 2024 | 3 | Mar 20, 2024 | 5 |
| -1.23% | Aug 22, 2025 | 6 | Sep 2, 2025 | 3 | Sep 5, 2025 | 9 |