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For Universal Life Investment Accounts

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

Canadian Equity

As Of: Sep 30, 2020

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 95.53%
Income Trust Units 3.93%
International Equity 0.24%
Cash and Equivalents 0.18%
US Equity 0.13%
Other -0.01%

Sector Allocation

Sector Percent
Financial Services 28.32%
Basic Materials 15.31%
Industrial Services 10.82%
Technology 10.17%
Utilities 8.63%
Other 26.75%

Geo Allocation

Region Percent
North America 98.20%
Latin America 1.74%
Asia 0.06%

Top Holdings

Name Percent
Shopify Inc 6.45%
Royal Bank of Canada 5.83%
Toronto-Dominion Bank 4.86%
Canadian National Railway Co 4.42%
Enbridge Inc 3.45%
Bank of Nova Scotia 2.93%
Barrick Gold Corp 2.91%
Brookfield Asset Management Inc Cl A 2.70%
Canadian Pacific Railway Ltd 2.40%
TC Energy Corp 2.30%

Category

Canadian Equity

General Info

Inception Date May 29, 2009
MER 0.05%
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 $20,063.60
Rate of Return +100.64%
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 -2.1 4.7 22.5 -3.1 0.0 4.3 7.1 5.5 6.2
Quartile 4 3 1 2 2 2 1 2 -

Calendar Performance

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund 22.8 -8.8 9.1 21.0 -8.3 10.4 12.8 7.0 -10.0 13.6
Quartile 1 2 1 2 3 2 4 3 3 3

Volatility

Volatility: 8

Risk vs. Return

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

Median

Other - Canadian Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 15.81 12.82 11.32
Beta 1.00 1.00 1.00
Alpha 0.00 0.00 0.00
R-Squared 1.00 1.00 1.00
Sharpe Ratio 0.27 0.53 0.45
Sortino Ratio 0.12 0.38 0.23
Treynor 0.04 0.07 0.05
Tax Efficiency 73.88 84.19 81.47

Category

Canadian Equity

General Info

Inception Date May 29, 2009
MER 0.05%
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