This tracking error appears to be arbitrage but in reality, the tracking error might reflect other real risks in the market.
Not exact matches
«The cause
appears to be human
error, not a
track defect.»
This same phenomenon can also cause the ETF's
tracking error to
appear unusually large, something I first wrote about back in 2010.
The final 2010 reports
appeared earlier this month, and I looked up the
tracking errors of most major index funds and ETFs.