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For Universal Life Investment Accounts

BMO S&P/TSX Capped Composite Index ETF (ZCN)

Canadian Equity

As Of: May 31, 2022

Fund Objective

The BMO S&P/TSX Capped Composite Index ETF has been designed to replicate, to the extent possible, the performance of the S&P/TSX Capped Composite Index (Index), net of expenses.

Asset Allocation

Asset Percent
Canadian Equity 96.37%
Income Trust Units 3.29%
US Equity 0.22%
International Equity 0.07%
Cash and Equivalents 0.04%
Other 0.01%

Sector Allocation

Sector Percent
Financial Services 31.97%
Energy 18.63%
Basic Materials 13.07%
Industrial Services 9.39%
Consumer Services 5.43%
Other 21.51%

Geo Allocation

Region Percent
North America 98.81%
Latin America 1.13%
Asia 0.07%
Other -0.01%

Top Holdings

Name Percent
Royal Bank of Canada 6.23%
Toronto-Dominion Bank 5.85%
Enbridge Inc 3.93%
Bank of Nova Scotia 3.42%
Canadian Natural Resources Ltd 3.24%
Brookfield Asset Management Inc Cl A 3.10%
Bank of Montreal 3.04%
Canadian National Railway Co 2.88%
Canadian Pacific Railway Ltd 2.78%
Suncor Energy Inc 2.43%

Category

Canadian Equity

General Info

Inception Date May 29, 2009
MER 0.06%
Total Assets
(in millions)
$7,506.82

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

This investment's style box characteristics are Large Growth.

Fund Growth

Period

Growth Summary

Table below lists the current growth and return for an investment of $10,000 at the fund's inception:

Investment Value $26,996.11
Rate of Return +169.96%
Values over period specified.

Legend

BMO S&P/TSX Capped Composite Index ETF (ZCN)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 0.1 -1.2 1.7 -1.3 7.8 12.2 9.4 9.2 7.8
Quartile 2 3 3 3 3 2 1 2 -

Calendar Performance

2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Fund 25.0 5.7 22.8 -8.8 9.1 21.0 -8.3 10.4 12.8 7.0
Quartile 2 2 1 2 2 2 3 2 4 3

Volatility

Volatility: 8

Risk vs. Return

Period

BMO S&P/TSX Capped Composite Index ETF (ZCN)

Median

Other - Canadian Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 16.01 14.06 11.23
Beta 1.00 1.00 1.00
Alpha 0.00 0.00 0.00
R-Squared 1.00 1.00 1.00
Sharpe Ratio 0.77 0.65 0.77
Sortino Ratio 0.86 0.70 0.83
Treynor 0.12 0.09 0.09
Tax Efficiency 89.25 87.00 86.81

Category

Canadian Equity

General Info

Inception Date May 29, 2009
MER 0.06%
Total Assets
(in millions)
$7,506.82

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

This investment's style box characteristics are Large Growth.