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Measuring Tracking Efficiency in ETFs (A Europe Study)

Examine the factors that influence tracking error and tracking difference.

Morningstar ETF Analysts 25 February, 2014 | 10:19
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The purpose of this study is to examine the factors that influence tracking error and tracking difference, and to apply those metrics to a selection of 65 Exchange Traded Funds (ETFs) linked to eight popular equity indices.

See the full Morningstar Research Paper on Tracking Efficiency in ETFs here.

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About Author

Morningstar ETF Analysts  research hundreds of ETFs available to European investors. The Morningstar Rating for ETFs is based on a risk-adjusted performance measure.

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