If a price-based tracking error, or the ETF price return minus index return, is abnormally high, it could mean the price has ...

There’s a fading but lingering misconception that socially responsible investing (SRI) means sacrificing returns against a benchmark. When evaluating the pros and cons of responsible investing, ...

Investors may bristle at the mere mention of tracking error—but that’s what helps them keep more of their money while maximizing their after-tax returns. Taxes can have a major impact on the long-term ...

In an ideal world, a tracker fund or exchange-traded fund (ETF) would perfectly match the index it is supposed to follow so a FTSE 100 tracker will deliver exactly the same return as the FTSE 100. In ...

This index fund screener is based on tracking error and return differences wrt benchmarks (also known as tracking differences ...

CalPERS' board is expected to decide in September whether to remove alternative investments from its tracking-error calculation used to control risk. Deciding to do ...

We discussed the goal of leveraged ETFs previously - to provide daily returns that match the desired ratio over the underlying index (here). These ETFs rebalance daily to maintain the proportional ...