本文旨在對台灣各檔指數股票型基金（Exchange Traded Funds, ETF）績效表現做一探討，並利用事件研究法來分析ETF上市對於其成分股是否有超額報酬，研究結果顯示：ETF表現中以台灣50表現最佳，其次以新台灣與中100；除外，在事件研究中顯示，ETF上市對於其成分股確實有超額報酬存在。

The research aimed to discuss the performance of Taiwan ETF, and use the event study to analyze whether there are excess returns of component stocks on ETF tracked. The results show that the sample Taiwan Top50 performs well than others, next are new Taiwan and Taiwan Mid-Cap 100 Index. In addition, the results show that there are excess returns of component stocks on ETF tracked in event study.