In a skillet over medium heat, melt butter. Add diced apples, brown sugar, cinnamon, and nutmeg. Cook, stirring occasionally, until apples are tender and caramelized, about 8–10 minutes. Let cool slightly.

Bake cake mix in a 9×13-inch pan according to package instructions. Let cool completely, then cut into 1-inch cubes.

In a bowl, beat cream cheese and powdered sugar until smooth.

In a separate bowl, whip heavy cream and vanilla to stiff peaks. Gently fold whipped cream into the cream cheese mixture until combined and fluffy.

In a large trifle bowl or individual glasses, layer one-third of cake cubes. Top with half the apple mixture, then half the cream layer, and drizzle with a few tablespoons of caramel sauce.

Repeat layers: cake cubes, remaining apples, remaining cream, and finish with a final drizzle of caramel and, if desired, extra apple pieces on top.

Cover and refrigerate for at least 2 hours to let flavors meld. Serve chilled.