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  • TE&TD - 02 Mar - 0

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    Revathi P
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    The document reports the tracking errors and tracking differences for various ETFs and index funds offered by HDFC as of specific dates. For ETFs, the tracking errors reported are mostly between 0.03% to 0.27% as of 02 March 2023. For index funds, the tracking errors for direct and regular plans are reported to be between 0.03% to 0.86% as of the same date. Tracking differences over various periods ranging from 1 year to 10 years are also provided for some ETFs and index funds as of 31 January 2023.

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    TE&TD_02 Mar_0.xlsx

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    The document reports the tracking errors and tracking differences for various ETFs and index funds offered by HDFC as of specific dates. For ETFs, the tracking errors reported are mostly between 0.03% to 0.27% as of 02 March 2023. For index funds, the tracking errors for direct and regular plans are reported to be between 0.03% to 0.86% as of the same date. Tracking differences over various periods ranging from 1 year to 10 years are also provided for some ETFs and index funds as of 31 January 2023.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    8 views4 pages

    TE&TD - 02 Mar - 0

    Uploaded by

    Revathi P
    The document reports the tracking errors and tracking differences for various ETFs and index funds offered by HDFC as of specific dates. For ETFs, the tracking errors reported are mostly between 0.03% to 0.27% as of 02 March 2023. For index funds, the tracking errors for direct and regular plans are reported to be between 0.03% to 0.86% as of the same date. Tracking differences over various periods ranging from 1 year to 10 years are also provided for some ETFs and index funds as of 31 January 2023.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 4

    Tracking errors as on 02 March 2023:

    ETFs Tracking error


    HDFC NIFTY 50 ETF 0.04%
    HDFC S&P BSE SENSEX ETF 0.05%
    HDFC NIFTY Bank ETF 0.06%
    HDFC NIFTY 100 ETF 0.16%
    HDFC NIFTY NEXT 50 ETF 0.11%
    HDFC S&P BSE 500 ETF 0.10%
    HDFC Nifty Midcap 150 ETF 0.22%
    HDFC Nifty Smallcap 250 ETF 0.21%
    HDFC NIFTY100 Quality 30 ETF 0.15%
    HDFC NIFTY50 Value 20 ETF 0.10%
    HDFC NIFTY Growth Sectors 15 ETF 0.09%
    HDFC NIFTY100 Low Volatility 30 ETF 0.12%
    HDFC NIFTY200 Momentum 30 ETF 0.09%
    HDFC NIFTY IT ETF 0.05%
    HDFC NIFTY Private Bank ETF 0.03%
    HDFC Gold ETF 0.27%
    HDFC Silver ETF 0.90%

    Tracking error
    Index Funds Direct plan Regular plan
    HDFC Index Fund-NIFTY 50 Plan 0.04% 0.04%
    HDFC Index Fund - S&P BSE SENSEX Plan 0.03% 0.04%
    HDFC NIFTY Next 50 Index Fund 0.16% 0.17%
    HDFC NIFTY50 Equal Weight Index Fund 0.06% 0.07%
    HDFC NIFTY 100 Equal Weight Index Fund 0.24% 0.24%
    HDFC NIFTY 100 Index Fund 0.26% 0.26%
    HDFC Nifty G-sec Dec 2026 Index Fund 0.21% 0.22%
    HDFC Nifty G- Sec Jun 2027 Index Fund 0.16% 0.17%
    HDFC Nifty G-Sec July 2031 Index Fund 0.86% 0.84%
    HDFC Nifty G-Sec Sep 2032 V1 Index 0.30% 0.30%

    Annualised Standard Deviation (tracking error) has been calculated based on the available data, i.e. since inception.
    Tracking error is calculated based on daily rolling returns for the last 12 months

    Tracking Differences as on 31 January 2023


    Tracking difference over

    3 Years (% 5 Years 10 Years


    ETFs 1 Year (%) CAGR) (% CAGR) (% CAGR)
    HDFC NIFTY 50 ETF -0.06% -0.20% -0.12%
    HDFC S&P BSE SENSEX ETF -0.04% -0.11% -0.09%
    HDFC NIFTY Bank ETF -0.29%
    HDFC Gold ETF -1.10% -0.78% -1.05% -1.06%
    Regular Plan

    3 Years (% 5 Years 10 Years


    Index Funds 1 Year (%) CAGR) (% CAGR) (% CAGR)
    HDFC Index Fund-NIFTY 50 Plan -0.49% -0.71% -0.57% -0.55%
    HDFC Index Fund - S&P BSE SENSEX Plan -0.46% -0.66% -0.60% -0.57%
    HDFC NIFTY50 Equal Weight Index Fund -1.26%
    HDFC NIFTY Next 50 Index Fund -1.15%

    Tracking difference is calculated based on point to point returns over various periods
    As per clarification dated June 29, 2022 issued by SEBI, tracking difference of ETFs / Index Funds that have completed one
    e data, i.e. since inception.

    ver

    Since
    Inception
    (% CAGR)
    -0.15%
    -0.06%
    -0.38%
    -0.88%
    Direct Plan

    Since Since
    Inception 3 Years 5 Years 10 Years Inception
    (% CAGR) 1 Year (%) (% CAGR) (% CAGR) (% CAGR) (% CAGR)
    -2.00% -0.29% -0.49% -0.36% -0.36%
    -2.27% -0.25% -0.41% -0.38% -0.36%
    -1.32% -0.60% -0.64%
    -1.20% -0.63% -0.63%

    x Funds that have completed one year as on 31 January 2023 has been provided.

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