International ETFs follow their respective country indices. However, they do have tracking errors due to such things as news and events occuring when markets are closed. I am interested in research that studies comparability of ETFs with corresponding indices. Thank you.
It's very easy. Data of ETF is available in the websites of respective stock exchange. Comparison is possible as per underlying assets like gold, gilt edged securities etc by studying correlation and statistical tests.
I think you may have misunderstood my question. The country ETFs that trade in the US deviate slightly (tracking error) from the index (index of stocks) that they represent. For example, a China ETF such as MCHI represents large cap Chinese stocks and tracks the index of equities available to international investors. My posted question deals with the tracking error between the ETF such as MCHI and the index of stocks it (MCHI) tracks. The question does not relate to other assets like gold or other securities. Thank you for your answer.
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