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For Universal Life Investment Accounts

BMO S&P 500 Hedged to CAD Index ETF (ZUE)

U.S. Equity

As Of: Sep 30, 2020

Fund Objective

The BMO S&P 500 Hedged to CAD Index ETF has been designed to replicate, to the extent possible, the performance of the S&P 500 Hedged to Canadian Dollars Index (Index), net of expenses.

Asset Allocation

Asset Percent
US Equity 99.14%
International Equity 3.12%
Cash and Equivalents -2.27%
Other 0.01%

Sector Allocation

Sector Percent
Technology 30.81%
Healthcare 13.18%
Consumer Services 13.15%
Financial Services 12.50%
Consumer Goods 7.78%
Other 22.58%

Geo Allocation

Region Percent
North America 96.86%
Europe 2.56%
Asia 0.53%
Latin America 0.03%
Other 0.02%

Top Holdings

Name Percent
BMO S&P 500 Index ETF (ZSP) 102.29%
CANADIAN DOLLAR 0.10%
US DOLLAR 0.00%
USD Currency Forward -0.35%
CAD Currency Forward -2.05%

Category

U.S. Equity

General Info

Inception Date May 29, 2009
MER 0.09%
Total Assets
(in millions)
-

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 1.75%
Life Dimensions 3.00%
Wealth Dimensions 1.75%

Fund Management Company

BMO Asset Management Inc.

Investment Style

Large
Value
Large
Blend
Large
Growth
Mid
Value
Mid
Blend
Mid
Growth
Small
Value
Small
Blend
Small
Growth
;

Fund Growth

Growth Summary

Investment Value $39,674.18
Rate of Return +296.74%
Values over period specified.

Legend

BMO S&P 500 Hedged to CAD Index ETF (ZUE)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund -3.9 8.4 29.6 3.3 12.3 10.1 12.3 12.6 12.9
Quartile 4 2 2 3 2 2 2 3 -

Calendar Performance

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund 29.2 -6.1 20.7 10.9 0.5 13.7 32.2 16.1 1.0 11.1
Quartile 1 4 1 1 4 4 4 1 2 2

Volatility

Volatility: 9

Risk vs. Return

BMO S&P 500 Hedged to CAD Index ETF (ZUE)

Median

Other - U.S. Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 17.74 14.85 13.19
Beta 1.23 1.03 0.96
Alpha -0.07 -0.02 -0.03
R-Squared 0.87 0.74 0.61
Sharpe Ratio 0.56 0.79 0.90
Sortino Ratio 0.56 0.84 0.99
Treynor 0.08 0.11 0.12
Tax Efficiency 94.26 95.02 94.84

Category

U.S. Equity

General Info

Inception Date May 29, 2009
MER 0.09%
Total Assets
(in millions)
-

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 1.75%
Life Dimensions 3.00%
Wealth Dimensions 1.75%

Fund Management Company

BMO Asset Management Inc.

Investment Style

Large
Value
Large
Blend
Large
Growth
Mid
Value
Mid
Blend
Mid
Growth
Small
Value
Small
Blend
Small
Growth