Bringing you live news and features since 2006 


Lyxor develops ETF efficiency indicator


Lyxor Research has developed an “ETF Efficiency Indicator”, which is designed to help investors choose the most suitable exchange-traded fund for their portfolio by comparing and evaluating ETFs.

The indicator demonstrates that ETFs tracking the same index do not necessarily produce the same performance outcome.
Lyxor believes that investors should have a clear understanding of the “true performance” (the Efficiency) of the ETFs they invest in. As a result, Lyxor’s ETF Efficiency Indicator combines the three most commonly used criteria to evaluate ETFs’ efficiency: performance relative to the benchmark; tracking error volatility; and liquidity spread.
According to this indicator, seven Lyxor ETFs, which are among the most traded in the European market, are ranked number one in terms of efficiency over a one year period. Lyxor ETFs tracking the MSCI Emerging Markets, MSCI World, MSCI USA, MSCI Europe, CAC 40, FTSE 100 and FTSE MIB indices therefore represent the most efficient way to gain exposure to these markets via an ETF.
Lyxor’s ETF Efficiency Indicator meets the increasingly sophisticated demands of investors in Europe’s ETF market. These rankings further demonstrate Lyxor’s ability to provide investors with outperformance and liquidity within a robust risk-controlled framework.

Latest News

European ETFs raised USD47.8 billion in Q1, a 15 per cent increase compared to the same period in 2023, according..
LSEG Lipper’s March report finds that globally equity ETFs (+EUR113.2 billion) enjoyed the highest estimated net inflows for the month,..
Morningstar has published a review of the European ETF market for the first quarter 2024, which finds that it gathered..
ETF data consultant ETFGI reports that assets invested in the global ETF industry reached a new record of USD12.71 trillion..

Related Articles

Kristen Mierzwa, FTSE Russell
Index Investments Group (IIG), a division within index provider FTSE Russell, has extended its range of indices through two new...
US ETF issuers of active ETFs are facing an increase in fees from the big custodian firms, such as Charles...
Taylor Krystkowiak, Themes ETFs
Themes ETFs opened its doors in December 2023, with an introductory suite of 11 ETFs – seven thematic and four...
Konrad Sippel, Solactive
At the end of March, financial index specialist, Solactive, published its 2024 annual report on future trends.  ...
Subscribe to the ETF Express newsletter

Subscribe for access to our weekly newsletter, newsletter archive, updates on the site and exclusive email content.

Marketing by