CAPE vs QHY
Comparison between DOUBLELINE SHILLER CAPE U.S. EQUITIES ETF (CAPE, ETF) and WISDOMTREE U.S. HIGH YIELD CORPORATE BOND FUND (QHY, ETF).
CAPE vs QHY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
CAPE
$238M
QHY
$238M
Expense Ratio
CAPE
0.65%
Winner
QHY
0.38%
Max Drawdown
Winner
CAPE
22.43%
QHY
23.08%
Sharpe Ratio
CAPE
0.07
Winner
QHY
0.55
5Y Beta
CAPE
0.62
Winner
QHY
0.22
P/E Ratio
CAPE
26.26
QHY
N/A
Forward P/E
CAPE
21.24
QHY
N/A
5Y Dividends CAGR
CAPE
N/A
QHY
5.75%
5Y EPS CAGR
CAPE
14.21%
QHY
N/A
Debt to Equity
CAPE
-15.69%
QHY
N/A
P/S Ratio
CAPE
2.43
QHY
N/A
P/B Ratio
CAPE
3.91
QHY
N/A
CAPE vs QHY - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CAPE
+3.03%
QHY
+0.24%
3M
CAPE
+0.68%
Winner
QHY
+0.80%
6M
CAPE
-0.06%
Winner
QHY
+1.35%
1Y
CAPE
+3.39%
Winner
QHY
+5.67%
5Y(CAGR)
Winner
CAPE
+7.62%
QHY
+3.06%
10Y(CAGR)
CAPE
N/A
QHY
+4.77%
Max(CAGR)
Winner
CAPE
+7.62%
QHY
+4.97%
CAPE vs QHY - Annual Returns (2016 - 2026)
Returns include dividend reinvestment.
| Year | CAPE | QHY |
|---|---|---|
| 2026 | +1.97% | +1.76% |
| 2025 | +9.55% | +9.33% |
| 2024 | +14.49% | +6.33% |
| 2023 | +28.01% | +9.92% |
| 2022 | -15.28% | -11.75% |
| 2021 | N/A | +4.36% |
| 2020 | N/A | +5.69% |
| 2019 | N/A | +15.70% |
| 2018 | N/A | -0.31% |
| 2017 | N/A | +5.64% |
| 2016 | N/A | +6.19% |
CAPE vs QHY Drawdown Comparison
The maximum drawdown for CAPE was -22.08%, occurring on Oct 12, 2022. Recovery took 312 trading sessions.
The maximum drawdown for QHY was -22.74%, occurring on Mar 23, 2020. Recovery took 122 trading sessions.
The current CAPE drawdown is -1.87%. The current QHY drawdown is -0.24%.
| Rank | CAPE | QHY |
|---|---|---|
| #1 | -22.08% Apr 20, 2022 - Jul 19, 2023 | -22.74% Feb 12, 2020 - Aug 6, 2020 |
| #2 | -14.32% Nov 29, 2024 - Jul 1, 2025 | -16.21% Dec 27, 2021 - Jul 16, 2024 |
| #3 | -10.29% Jul 31, 2023 - Dec 1, 2023 | -6.33% Oct 1, 2018 - Jan 31, 2019 |
| #4 | -9.68% Feb 27, 2026 - Jul 7, 2026 | -4.58% Feb 28, 2025 - May 12, 2025 |
| #5 | -5.78% Jul 16, 2024 - Aug 21, 2024 | -3.56% Sep 27, 2017 - Aug 7, 2018 |
| #6 | -5.69% Mar 28, 2024 - Jul 2, 2024 | -3.53% Oct 12, 2016 - Dec 14, 2016 |
| #7 | -4.79% Sep 11, 2025 - Jan 9, 2026 | -3.16% Sep 2, 2020 - Nov 5, 2020 |
| #8 | -3.27% Dec 28, 2023 - Jan 30, 2024 | -2.76% Feb 20, 2026 - Apr 14, 2026 |
| #9 | -3.20% Jul 23, 2025 - Aug 22, 2025 | -2.65% Sep 15, 2021 - Dec 27, 2021 |
| #10 | -2.60% Aug 30, 2024 - Sep 16, 2024 | -2.22% May 6, 2019 - Jun 18, 2019 |
| #11 | -2.16% Jul 3, 2025 - Jul 22, 2025 | -1.93% Dec 6, 2024 - Jan 24, 2025 |
| #12 | -2.13% Apr 5, 2022 - Apr 20, 2022 | -1.87% Feb 12, 2021 - Apr 15, 2021 |
| #13 | -2.12% Jul 7, 2026 - Jul 8, 2026 | -1.82% Jul 3, 2019 - Aug 26, 2019 |
| #14 | -1.78% Sep 19, 2024 - Oct 14, 2024 | -1.68% Jun 9, 2016 - Jul 8, 2016 |
| #15 | -1.76% Jan 30, 2024 - Feb 2, 2024 | -1.66% Aug 7, 2020 - Aug 25, 2020 |
Correlation
Correlation between CAPE and QHY is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.
0.98
-101
Dividend Comparison (2016 - 2026)
CAPE vs QHY dividend yield comparison.
| Year | CAPE | QHY |
|---|---|---|
| 2026 | 0.57% | 3.06% |
| 2025 | 1.39% | 6.26% |
| 2024 | 1.23% | 6.40% |
| 2023 | 1.01% | 6.11% |
| 2022 | 0.80% | 5.44% |
| 2021 | 0.00% | 4.09% |
| 2020 | 0.00% | 4.80% |
| 2019 | 0.00% | 5.21% |
| 2018 | 0.00% | 5.93% |
| 2017 | 0.00% | 6.47% |
| 2016 | 0.00% | 4.39% |
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