I'm fairly certain nobody has ever drawn small caps for any flavor of Helvetica, nor for Arial. I don't know offhand of any grotesk that's free and contains small caps. Given how solid they are, I can see small caps being quite a challenge, so perhaps it's not entirely surprising. Relatively few sans faces, comparatively, seem to have had SC drawn at any point, especially the grotesks. Even the exquisitely versatile Myriad Pro has no small caps -- an amazing omission for a modern digital face, particularly from Adobe.
If all you need is a sans with true small caps, and you don't want to pay for one, several OpenType sans faces with small caps (Calibri is one) ship free with MS Office, Vista, and Win7. Keep in mind that your application must be OpenType-aware in order to access them, however.