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For Universal Life Investment Accounts

BMO MSCI Emerging Markets Index ETF (ZEM)

Emerging Markets Equity

As Of: Jan 31, 2026

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 99.11%
Income Trust Units 0.36%
Cash and Equivalents 0.33%
US Equity 0.19%
Canadian Equity 0.04%
Other -0.03%

Sector Allocation

Sector Percent
Technology 40.59%
Financial Services 21.07%
Consumer Goods 7.33%
Basic Materials 7.07%
Industrial Goods 5.58%
Other 18.36%

Geo Allocation

Region Percent
Asia 80.01%
Africa and Middle East 8.20%
Latin America 7.44%
Europe 2.91%
North America 0.63%
Other 0.81%

Top Holdings

Name Percent
iShares MSCI Emerging Markets ETF (EEM) 12.61%
Taiwan Semiconductor Manufacturing Co Ltd 10.76%
Samsung Electronics Co Ltd 4.26%
Tencent Holdings Ltd 3.90%
Alibaba Group Holding Ltd 2.90%
SK Hynix Inc 2.60%
HDFC Bank Ltd 0.99%
Reliance Industries Ltd 0.82%
Hon Hai Precision Industry Co Ltd 0.72%
ICICI Bank Ltd 0.70%

Market Indexed Account

Category

Emerging Markets Equity

General Info

Inception Date Oct 20, 2009
MER 0.27%
Total Assets
(in millions)
-

UL Fees

Wave 33 to Wave 55
Life Dimensions (Low Fees) 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 $28,820.95
Rate of Return +188.21%
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 7.9 5.8 21.8 7.9 34.5 16.6 6.1 9.4 6.4
Quartile 3 3 3 3 3 3 3 2 -

Calendar Performance

2025 2024 2023 2022 2021 2020 2019 2018 2017 2016
Fund 28.2 14.4 7.2 -15.5 -2.9 17.0 12.9 -7.7 28.9 7.4
Quartile 3 2 3 2 3 3 3 1 2 2

Volatility

Volatility: 7

Risk vs. Return

Period

BMO MSCI Emerging Markets Index ETF (ZEM)

Median

Other - Emerging Markets Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 11.76 13.69 13.66
Beta 1.08 1.09 1.05
Alpha 0.00 -0.01 -0.01
R-Squared 0.89 0.93 0.94
Sharpe Ratio 1.05 0.30 0.59
Sortino Ratio 2.29 0.48 0.83
Treynor 0.11 0.04 0.08
Tax Efficiency 93.90 84.84 90.06

Market Indexed Account

Category

Emerging Markets Equity

General Info

Inception Date Oct 20, 2009
MER 0.27%
Total Assets
(in millions)
-

UL Fees

Wave 33 to Wave 55
Life Dimensions (Low Fees) 1.75%

Fund Management Company

BMO Asset Management Inc.

Investment Style

This investment's style box characteristics are Large Growth.