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Article

ETF Mythbuster: Tracking Down the Truth

Victor Lin and Phil Mackintosh
The Journal of Index Investing Summer 2010, 1 (1) 95-106; DOI: https://doi.org/10.3905/jii.2010.1.1.095
Victor Lin
is a portfolio strategist at Credit Suisse in New York, NY.
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  • For correspondence: victor.lin@credit-suisse.com
Phil Mackintosh
is a portfolio strategist at Credit Suisse in New York, NY.
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  • For correspondence: phil.mackintosh@credit-suisse.com
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Abstract

The rising popularity of ETFs as short-term trading tools as well as longer-term investment vehicles has brought increased attention to how they perform. Tracking error is a one of the most common measures of how well index funds (and ETFs) perform. But tracking error is often misused by the media and investors when referring to ETF performance. In this article, the authors clarify some of the most common misconceptions regarding ETF performance. They also show that relative performance is, in general, far better than tracking error calculations might imply.

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The Journal of Index Investing: 1 (1)
The Journal of Index Investing
Vol. 1, Issue 1
Summer 2010
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ETF Mythbuster: Tracking Down the Truth
Victor Lin, Phil Mackintosh
The Journal of Index Investing May 2010, 1 (1) 95-106; DOI: 10.3905/jii.2010.1.1.095

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ETF Mythbuster: Tracking Down the Truth
Victor Lin, Phil Mackintosh
The Journal of Index Investing May 2010, 1 (1) 95-106; DOI: 10.3905/jii.2010.1.1.095
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  • Article
    • Abstract
    • THE TROUBLE WITH TRACKING ETF PERFORMANCE
    • WHAT IS TRACKING ERROR?
    • ERRONEOUS TRACKING ERROR
    • MISCONCEPTION #1: UNDERLYING CONFUSION
    • OPTIMIZATION AND TRACKING ERROR
    • MISCONCEPTION #2: FOREIGN ETFs
    • SIMPLE RETURN COMPARISONS CAN BE MORE INFORMATIVE
    • MISCONCEPTION #3: LEVERAGED ETFs
    • MISCONCEPTION #3: FUTURES-BASED ETFs
    • MISCONCEPTION #4: WHEN TO TRADE
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