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Index funds have a variety of ways to replicate the index beyond physical replication, including options, buying "similar things", sampling etc..

So yeah, they don't really need to stick to 100% of the presented issue.

Index funds and ETFs also have strict replication rules limiting the amount of non-physical replication in their legally binding prospectus...

The more physical a tracker is, the lower the tracking error, but also the more fees you have to pay. "Good" ETFs/IFs are often 98% physical. This makes for higher fees, but more safety for subscribers in case of large swings.

So it's not like they are _free_ to replicate however they see fit, the replication mechanism is part of the product.

What does physical mean in this context?
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