Tracking error tells the difference between the performance of a stock or
Tracking error, an often-ignored pitfall in index funds, looms large in high-yield bond ETFs.
We then computed the ETF's tracking error, defined as the standard deviation of its return differences.1 Finally, for each sector, we picked the ...
It drives negative tracking error and eats into investor returns. Yet the costs associated with portfolio turnover are not disclosed by sponsors of corporate bond ETFs ...
Abstract This study examines the tracking performance of 31 eurozone sovereign debt exchange traded index funds (ETFs) during 2007–2010.
This paper examines the existence and determinants of tracking errors for 2 bond exchange traded funds (ETFs) and 2 mutual funds that track ...
After all, the job of a passive ETF is to track its index. A failure to do so – be it through discounts or tracking error – seems to grate against the ...
EXCHANGE-TRADED funds that track indexes may sound like
ETFs With High Tracking Error · SPDR Barclays Capital High Yield Bond ETF ( NYSE: JNK ) · iShares MSCI Brazil Index Fund (NYSE: EWZ ) ...
Tracking Error/Difference of Bharat Bond ETF The most important thing to track in an ETF is the Tracking Error (and not cost as some may make ...