Morningstar case study

On The Right Track: Measuring Tracking Efficiency in ETFs

Published by : Morningstar

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.


Published:11 February 2013

Business Area: Morningstar

Type: Portable Document Format (.pdf)

Rating: 1 people found this useful


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