CAPE Performance — DoubleLine Shiller CAPE U.S. Equities ETF
Data updated: 2026-08-20
CAPE returned +0.78% year to date and +3.35% over one year to Jun 2026. The annualised 3-year return is +11.22%. The fund trailed its US Large Value category average: $100 invested three years ago grew to $138, against $158 for the category, and to $103 over one year, against $121. Volatility over the past three years was 12.77% a year. In the 12 months to Jun 2026 the fund lost a net $80.9M, and assets reached $238.45M.
CAPE Growth of $100
What $100 invested in DoubleLine Shiller CAPE U.S. Equities ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Value category average over the same months.
| Period | CAPE | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $103 | $121 |
| 3 years (Jul 2023 – Jun 2026) | $138 | $158 |
| Since data start (Apr 2022 – Jun 2026) | $136 | $156 |
CAPE Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +0.78% |
| 1 year | +3.35% |
| 3 years (annualised) | +11.22% |
CAPE Annual Returns
Calendar-year total returns of DoubleLine Shiller CAPE U.S. Equities ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +0.78% |
| 2025 | +8.96% |
| 2024 | +14.63% |
| 2023 | +27.73% |
| 2022 (Apr–Dec) | −15.45% |
CAPE Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.2% | +1.1% | −7.2% | +5.4% | −1.0% | +0.7% | — | — | — | — | — | — |
| 2025 | +3.3% | +2.1% | −4.0% | −0.7% | +2.9% | +2.6% | −0.8% | +3.2% | +0.4% | −3.2% | +3.6% | −0.6% |
| 2024 | −0.8% | +3.8% | +2.5% | −5.3% | +3.5% | +1.5% | +2.8% | +3.0% | +1.3% | −0.2% | +8.5% | −5.9% |
| 2023 | +10.3% | −2.5% | +0.6% | +0.7% | −1.2% | +8.6% | +4.0% | −2.5% | −4.3% | −1.8% | +8.7% | +5.5% |
| 2022 | — | — | — | −5.6% | −2.5% | −9.5% | +11.9% | −3.8% | −10.4% | +7.1% | +6.2% | −7.4% |
CAPE Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 12.77%
- 3-year Sharpe ratio: 0.53 (vs 4.5% risk-free rate)
- Best month: +8.65% (Nov 2023)
- Worst month: −7.24% (Mar 2026)
CAPE Fund Flows
Monthly money in and out of DoubleLine Shiller CAPE U.S. Equities ETF, from SEC Form N-PORT.
- 12-month net flow: −$80.9M
- 12-month gross sales (incl. reinvestments): $68.0M
- Sales ÷ redemptions: 0.46×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $0 | $20.9M | −$20.9M |
| May 2026 | $0 | $9.1M | −$9.1M |
| Apr 2026 | $0 | $5.1M | −$5.1M |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $0 | $61.0M | −$61.0M |
| Jan 2026 | $52.6M | $52.8M | −$234K |
| Dec 2025 | $2.6M | $0 | $2.6M |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $1.3M | $0 | $1.3M |
| Sep 2025 | $2.6M | $0 | $2.6M |
| Aug 2025 | $2.5M | $0 | $2.5M |
| Jul 2025 | $6.4M | $0 | $6.4M |
CAPE Assets Under Management
Net assets of DoubleLine Shiller CAPE U.S. Equities ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $238.45M |
| 2026-03-31 | $260.73M |
| 2025-12-31 | $331.27M |
| 2025-09-30 | $330.95M |
| 2025-06-30 | $311.48M |
| 2025-03-31 | $301.32M |
| 2024-12-31 | $369.52M |
| 2024-09-30 | $409.38M |
| 2024-06-30 | $378.35M |
| 2024-03-31 | $392.70M |
| 2023-12-31 | $350.85M |
| 2023-09-30 | $283.45M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.