TY - JOUR T1 - Exchange-Traded Funds: <em>Average Tracking Error Rose Meaningfully in 2009</em> JF - The Journal of Index Investing SP - 132 LP - 163 DO - 10.3905/jii.2010.1.1.132 VL - 1 IS - 1 AU - Dominic Maister AU - Mitchell Schorr AU - David Perlman AU - Stephen Minar Y1 - 2010/05/31 UR - https://pm-research.com/content/1/1/132.abstract N2 - This article is a tracking error review of U.S.-listed ETFs with at least one year of trading history. Excluded are active ETFs; ETFs that track a static basket such as HOLDRs, physical commodities, and currency ETFs that do not track indices; and leveraged, leveraged inverse, and inverse ETFs that have daily return targets.TOPICS: Exchange-traded funds and applications, passive strategies, portfolio construction ER -