Help us improve your experience. Please confirm your investor type:
Sign up and keep track of everything that moved the ETF industry this week. From new launches to regulatory shifts across the Atlantic.


Effective duration is a measure of the duration for bonds with embedded options (e.g., callable bonds). Unlike the Macaulay duration and modified duration, effective duration considers fluctuations in the bond’s price movements relative to the changes in the bond’s yield to maturity (YTM) therefore taking into account possible fluctuations in the expected cash flows of a bond. In other words, an effective duration of X means that if there were to be a change in yield of 100 basis points, or 1%, then the bond's price would be expected to change by X%.
Since our founding in 2016, we have been at the forefront of the industry, delivering accessible, comprehensive, and reliable tools to support the evolving needs of investors.
Over the past decade, Trackinsight has expanded its operations across six countries, serving thousands of professional investors. We’ve consistently innovated to provide cutting-edge solutions that meet the changing demands of the ETF market.
In 2024, Kepler Cheuvreux, a leading independent European financial services firm, acquired a majority stake in Trackinsight, becoming the company's principal shareholder.
This strategic partnership solidifies Trackinsight's position as a premier provider of ETF selection and analysis tools, while strengthening Kepler Cheuvreux’s commitment to becoming a leading player in the ETF sector.
Together, we are committed to offering advanced services that empower professional investors, advisors, institutions, and issuers. This new step enables us to deliver even more comprehensive and innovative technological solutions, driving ETF investing to new heights.
More about Trackinsight