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"
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*Disclaimer: The data and output from this tool does not constitute investment advice and is not a personal recommendation from CME Group. Nothing contained herein constitutes the solicitation of the purchase or sale of any futures or options. Any investment activities undertaken using this tool will be at the sole risk of the relevant investor. CME Group expressly disclaims all liability for the use or interpretation (whether by visitor or by others) of information contained herein. Decisions based on this information are the sole responsibility of the relevant investor. Any visitor to this page agrees to hold the CME Group and its affiliates and licensors harmless against any claims for damages arising from any decisions that the visitor makes based on such information.
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