Equity Index Futures vs. ETFs Total Cost Analysis Tool

This tool is designed to analyze the all-in costs of replicating the S&P 500 by trading equity index futures versus exchange-traded funds (ETFs).

The tool focuses on three different components of the total cost of trading:

  • Transaction costs
  • Implementation costs
  • Holding costs

While this tool highlights the cost advantages of equity index futures relative to the corresponding ETFs, the calculations rely on a number of stated assumptions outlined in "The Big Picture: A Cost Comparison of Futures and ETFs", which should be referenced when considering investment scenarios and costs.

Read "The Big Picture: A Cost Comparison of Futures and ETFs"

Disclaimer: The data and output from this tool does not constitute investment advice and is not a personal recommendation from CME Group. Any investment activities undertaken using this tool will be at the sole risk of the relevant investor.