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交易型开放式指数证券投资基金(ETF)投资目标是跟踪复制标的指数收益与风险,所以在分析ETF基金投资绩效时跟踪误差的分析对ETF收益显得格外重要。目前我国上市的ETF中比较活跃、有代表性的有上证50ETF、上证180ETF、深圳100ETF、上证红利ETF、深圳中小板ETF,由于许多文章都通过抽样数据对前三种ETF进行了比较多的研究分析,所以本文以上证红利ETF为研究对象,通过运用数据定量的方法对其进行分析。
The ETF investment objective is to track the return and risk of the underlying index. Therefore, the analysis of the tracking error in the analysis of the ETF’s investment performance is of particular importance to the return on the ETF. At present, the listed ETFs in our country are relatively active. Representatives include the SSE 50ETF, SSE 180ETF, Shenzhen 100ETF, SSE Dividend ETF and Shenzhen SME ETF. Many articles have done a lot of research on the first three ETFs through the sample data Therefore, this paper takes the ETFs of the Shanghai Stock Exchange as the research object and analyzes them by using the data quantitative method.