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For Universal Life Investment Accounts

BMO MSCI EAFE Hedged to CAD Index ETF (ZDM)

International Equity

As Of: Sep 30, 2020

Fund Objective

The BMO MSCI EAFE Hedged to CAD Index ETF has been designed to replicate, to the extent possible, the performance of the MSCI EAFE 100% Hedged to CAD Dollars Index, net of expenses.

Asset Allocation

Asset Percent
International Equity 99.00%
Income Trust Units 0.89%
US Equity 0.04%
Foreign Corporate Bonds 0.02%
Canadian Equity 0.01%
Other 0.04%

Sector Allocation

Sector Percent
Consumer Goods 18.68%
Financial Services 14.76%
Healthcare 13.58%
Industrial Goods 10.80%
Technology 8.40%
Other 33.78%

Geo Allocation

Region Percent
Europe 62.16%
Asia 36.82%
Africa and Middle East 0.58%
Latin America 0.14%
North America 0.07%
Other 0.23%

Top Holdings

Name Percent
BMO MSCI EAFE Index ETF (ZEA) 100.34%
CANADIAN DOLLAR 0.10%
SWEDISH KRONA 0.02%
EURO CURRENCY 0.01%
DANISH KRONE 0.00%
ILS Currency Forward 0.00%
NOK Currency Forward 0.00%
NZD Currency Forward 0.00%
POUND STERLING 0.00%
SWISS FRANC 0.00%

Category

International Equity

General Info

Inception Date Oct 20, 2009
MER 0.22%
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 $19,211.55
Rate of Return +92.12%
Values over period specified.

Legend

BMO MSCI EAFE Hedged to CAD Index ETF (ZDM)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund -0.7 1.3 14.1 -9.7 -4.9 1.3 5.3 6.5 5.6
Quartile 3 4 3 3 4 3 2 2 -

Calendar Performance

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund 23.4 -9.9 16.1 6.5 4.5 5.5 25.9 18.4 -12.6 0.8
Quartile 1 3 3 1 4 1 3 2 3 4

Volatility

Volatility: 7

Risk vs. Return

BMO MSCI EAFE Hedged to CAD Index ETF (ZDM)

Median

Other - International Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 13.94 12.27 12.23
Beta 1.13 0.92 0.92
Alpha -0.02 0.00 0.00
R-Squared 0.83 0.72 0.72
Sharpe Ratio 0.08 0.41 0.51
Sortino Ratio -0.15 0.20 0.33
Treynor 0.01 0.05 0.07
Tax Efficiency 22.86 80.81 -

Category

International Equity

General Info

Inception Date Oct 20, 2009
MER 0.22%
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