1191 briefings from 373 companies
On The Right Track: Measuring Tracking Efficiency in ETFs Back to search results
Published: 11 February 2013
Business Area: Morningstar
Format: Portable Document Format (.pdf)
Beginning this year, providers of index-tracking UCITS will be required by European regulation to disclose predictions of their funds' tracking error and tracking difference. Providers will also have to explain any divergence between their predictions and the funds' actual performance.
Morningstar's research report, On the Right Track: Measuring Tracking Efficiency in ETFs, examines the factors that influence tracking error and tracking difference in exchange-traded funds (ETFs), and applies those metrics to a selection of 65 ETFs linked to eight popular equity indices.
More from Morningstar
Fund Performance | 26 November 2012| White Paper
Equities | 10 August 2012| White Paper
Morningstar | 23 May 2012| White Paper
Morningstar | 01 May 2012| White Paper