How to calculate CAGR and Volatility from ETFs and indexes
Posted: Sun Dec 23, 2012 2:43 pm
Hi all,
i would like to find variables like CAGR and Volatility from 4 or 5 ETFs here in Europe. The issue is that some of them started very late, like in 2005 and 2008 or after. All of them are following an index. I know that ETFs don't replicate exactly the index, but are very close. My question is:
if you calculate the CAGR and Standar Deviation from the index, can we confirm that would be the same for the ETFs that follow the same index?
thanks in advance
i would like to find variables like CAGR and Volatility from 4 or 5 ETFs here in Europe. The issue is that some of them started very late, like in 2005 and 2008 or after. All of them are following an index. I know that ETFs don't replicate exactly the index, but are very close. My question is:
if you calculate the CAGR and Standar Deviation from the index, can we confirm that would be the same for the ETFs that follow the same index?
thanks in advance