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For Universal Life Investment Accounts

BMO MSCI Emerging Markets Index ETF (ZEM)

Emerging Markets Equity

As Of: Sep 30, 2020

Fund Objective

The BMO MSCI Emerging Markets Index ETF has been designed to replicate, to the extent possible, the performance of the MSCI Emerging Markets Index, net of expenses.

Asset Allocation

Asset Percent
International Equity 97.88%
Cash and Equivalents 1.22%
US Equity 0.64%
Income Trust Units 0.17%
Canadian Equity 0.03%
Other 0.06%

Sector Allocation

Sector Percent
Technology 37.31%
Financial Services 16.67%
Consumer Goods 8.72%
Consumer Services 7.18%
Basic Materials 6.04%
Other 24.08%

Geo Allocation

Region Percent
Asia 79.61%
Africa and Middle East 7.55%
Latin America 6.60%
Europe 5.12%
North America 0.96%
Other 0.16%

Top Holdings

Name Percent
Alibaba Group Holding Ltd - ADR 8.43%
iShares MSCI Emerging Markets Index ETF (EEM) 6.96%
Tencent Holdings Ltd 5.92%
Taiwan Semiconductor Manufacturing Co Ltd 5.64%
Samsung Electronics Co Ltd 3.68%
Meituan Dianping 1.75%
Reliance Industries Ltd 1.32%
Naspers Ltd 1.15%
China Construction Bank Corp Cl H 1.04%
Ping An Insurance Group Co China Ltd Cl H 1.04%

Category

Emerging Markets Equity

General Info

Inception Date Oct 20, 2009
MER 0.26%
Total Assets
(in millions)
-

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 1.75%
Life Dimensions 3.00%
Wealth Dimensions 1.75%
Wave 32 or earlier (2016 or earlier)
Life Dimensions 3.00%
Life Dimensions (Low Fees) 2.00%
UL Investment Loan Plan 3.00%
Ultimate Dimension 1.50%

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 $18,120.85
Rate of Return +81.21%
Values over period specified.

Legend

BMO MSCI Emerging Markets Index ETF (ZEM)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 1.0 7.8 23.5 2.3 12.0 4.7 8.7 4.6 5.1
Quartile 2 3 3 2 2 2 2 2 -

Calendar Performance

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund 12.9 -7.7 28.9 7.4 -0.2 5.0 3.5 13.6 -17.1 11.9
Quartile 3 2 2 2 3 3 2 3 2 2

Volatility

Volatility: 7

Risk vs. Return

BMO MSCI Emerging Markets Index ETF (ZEM)

Median

Other - Emerging Markets Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 14.78 13.59 13.51
Beta 1.00 0.98 0.97
Alpha 0.00 0.00 -0.01
R-Squared 0.96 0.95 0.95
Sharpe Ratio 0.30 0.61 0.33
Sortino Ratio 0.16 0.57 0.15
Treynor 0.04 0.08 0.05
Tax Efficiency 84.47 91.25 -

Category

Emerging Markets Equity

General Info

Inception Date Oct 20, 2009
MER 0.26%
Total Assets
(in millions)
-

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 1.75%
Life Dimensions 3.00%
Wealth Dimensions 1.75%
Wave 32 or earlier (2016 or earlier)
Life Dimensions 3.00%
Life Dimensions (Low Fees) 2.00%
UL Investment Loan Plan 3.00%
Ultimate Dimension 1.50%

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