CAPE — DoubleLine Shiller CAPE U.S. Equities ETF
Data updated: 2026-08-20
CAPE — DoubleLine Shiller CAPE U.S. Equities ETF. United States Large Cap Value Equity · $238.45M AUM. Holdings, fees, performance and SEC filings.
CAPE Fund Overview
CAPE — DoubleLine Shiller CAPE U.S. Equities ETF is a US ETF managed by DoubleLine ETF Trust, categorised as United States Large Cap Value Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US ETF
- Manager: DoubleLine ETF Trust
- Category: United States Large Cap Value Equity
- Assets under management: $238.45M
- 1-year return: 3.3%
- Ticker: CAPE
- SEC CIK: 0001886172
- SEC series ID: S000074771
- Share class ID: C000232948
CAPE Holdings
Top 10 holdings of DoubleLine Shiller CAPE U.S. Equities ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Eli Lilly & Co. | 4.38% |
| Meta Platforms, Inc. | 3.15% |
| Johnson & Johnson | 2.81% |
| Welltower, Inc. | 2.66% |
| Walmart, Inc. | 2.64% |
| Alphabet, Inc. | 2.33% |
| Costco Wholesale Corp. | 2.21% |
| Prologis, Inc. | 2.18% |
| AbbVie, Inc. | 2.03% |
| Alphabet, Inc. | 1.85% |
CAPE Portfolio Allocation
Asset-class allocation of DoubleLine Shiller CAPE U.S. Equities ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 99.6% |
| Cash & Equivalents | 0.1% |
CAPE Performance
Total returns for CAPE (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 0.8% |
| 1 year | 3.3% |
| 3 years (annualised) | 11.2% |
CAPE Risk Information
Risk metrics for CAPE, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 11.5%
CAPE Costs and Fees
CAPE costs about $65 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.65%
- Gross expense ratio: 0.65%
- Portfolio turnover: 255%
- Brokerage commissions: 2.63 bps of average net assets (SEC N-CEN)
CAPE Cashflows
Over the 12 months to 2026-06, DoubleLine Shiller CAPE U.S. Equities ETF had net outflows of $80.92M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$20.91M |
| 2026-05 | −$9.07M |
| 2026-04 | −$5.10M |
| 2026-03 | $0 |
| 2026-02 | −$61.01M |
| 2026-01 | −$234.47K |
CAPE Debt Constituents
No individual debt constituents are reported in DoubleLine Shiller CAPE U.S. Equities ETF's latest SEC N-PORT filing.
CAPE Prospectus and SEC Filings
Official DoubleLine Shiller CAPE U.S. Equities ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-01-27
- Prospectus (485BPOS) — filed 2025-01-27
- Prospectus (485BPOS) — filed 2024-01-26
- Portfolio holdings (N-PORT) — filed 2026-08-20
- Portfolio holdings (N-PORT) — filed 2026-05-28
- Portfolio holdings (N-PORT) — filed 2026-02-20
- Annual census (N-CEN) — filed 2025-12-03
- Annual census (N-CEN) — filed 2024-12-06
Related Funds
Other United States Large Cap Value Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.