Sᴍᴀʟʟ Cᴀᴘꜱ Cᴏɴᴠᴇʀᴛᴇʀ
Retina, 73 bytes

T`a-z`ᴀʙᴄᴅᴇꜰɢʜɪᴊᴋʟᴍɴᴏᴘǫʀꜱᴛᴜᴠᴡxʏᴢ


This is exactly what Retina's transliterate mode was made for. It replaces all lowercase letters (a-z) with their corresponding small caps version. Annoyingly, the character codes of the small caps characters are all over the place, so it can't take advantage of ranges for the second part: ideally it would be T`a-z`ᴀ-ᴢ.

Try it online.