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For Universal Life Investment Accounts

BMO MSCI EAFE Hedged to CAD Index ETF (ZDM)

International Equity

As Of: Jan 31, 2026

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 99.81%
Income Trust Units 0.77%
Cash and Equivalents -0.67%
Other 0.09%

Sector Allocation

Sector Percent
Financial Services 25.32%
Consumer Goods 13.48%
Industrial Goods 12.11%
Healthcare 10.74%
Technology 9.16%
Other 29.19%

Geo Allocation

Region Percent
Europe 66.42%
Asia 33.06%
Africa and Middle East 1.14%
Latin America 0.09%
North America -0.91%
Other 0.20%

Top Holdings

Name Percent
BMO MSCI EAFE Index ETF (ZEA) 100.84%
CANADIAN DOLLAR 0.07%
EUR Currency Forward 0.06%
GBP Currency Forward 0.04%
JPY Currency Forward 0.04%
CHF Currency Forward 0.02%
HKD Currency Forward 0.01%
USD Currency Forward 0.01%
AUD Currency Forward 0.00%
SGD Currency Forward 0.00%

Market Indexed Account

Category

International Equity

General Info

Inception Date Oct 20, 2009
MER 0.22%
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 Medium 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 $39,729.53
Rate of Return +297.30%
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 3.5 5.8 14.2 3.5 19.0 15.8 13.3 10.4 8.5
Quartile 2 1 1 2 2 1 1 1 -

Calendar Performance

2025 2024 2023 2022 2021 2020 2019 2018 2017 2016
Fund 20.6 12.4 18.4 -5.6 18.5 0.5 23.4 -9.9 16.1 6.5
Quartile 2 2 1 1 1 4 1 3 3 1

Volatility

Volatility: 4

Risk vs. Return

Period

BMO MSCI EAFE Hedged to CAD Index ETF (ZDM)

Median

Other - International Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 7.56 10.53 11.78
Beta 0.73 0.81 0.89
Alpha 0.03 0.04 0.02
R-Squared 0.73 0.77 0.78
Sharpe Ratio 1.48 0.98 0.74
Sortino Ratio 3.46 1.66 0.96
Treynor 0.15 0.13 0.10
Tax Efficiency 93.02 91.72 89.50

Market Indexed Account

Category

International Equity

General Info

Inception Date Oct 20, 2009
MER 0.22%
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 Medium Growth.