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For Universal Life Investment Accounts

BMO Low Volatility Canadian Equity ETF (ZLB)

Canadian Equity

As Of: May 31, 2022

Fund Objective

BMO Low Volatility Canadian Equity ETF has been designed to provide exposure to a low beta weighted portfolio of Canadian stocks. Beta measures the security's sensitivity to market movements.

Asset Allocation

Asset Percent
Canadian Equity 89.32%
Income Trust Units 10.28%
Cash and Equivalents 0.40%

Sector Allocation

Sector Percent
Financial Services 21.78%
Consumer Services 19.95%
Utilities 16.42%
Telecommunications 10.84%
Real Estate 10.48%
Other 20.53%

Geo Allocation

Region Percent
North America 98.23%
Latin America 1.77%

Top Holdings

Name Percent
Hydro One Ltd 4.88%
Fortis Inc 3.48%
Franco-Nevada Corp 3.45%
Emera Inc 3.42%
Metro Inc 3.38%
Intact Financial Corp 3.32%
Loblaw Cos Ltd 3.20%
Empire Co Ltd Cl A 3.08%
Canadian Utilities Ltd Cl A 2.88%
Fairfax Financial Holdings Ltd 2.67%

Category

Canadian Equity

General Info

Inception Date Oct 21, 2011
MER 0.39%
Total Assets
(in millions)
$2,717.79

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

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 $35,145.57
Rate of Return +251.46%
Values over period specified.

Legend

BMO Low Volatility Canadian Equity ETF (ZLB)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund -0.9 1.6 4.8 0.2 8.0 9.7 9.0 12.6 12.6
Quartile 4 1 2 2 3 3 2 1 -

Calendar Performance

2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Fund 22.9 1.6 21.8 -2.8 11.1 13.0 2.7 28.5 20.7 13.9
Quartile 3 3 2 1 1 4 1 1 2 1

Volatility

Volatility: 6

Risk vs. Return

Period

BMO Low Volatility Canadian Equity ETF (ZLB)

Median

Other - Canadian Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 14.00 11.93 9.61
Beta 0.78 0.75 0.67
Alpha 0.00 0.02 0.06
R-Squared 0.80 0.78 0.62
Sharpe Ratio 0.69 0.71 1.20
Sortino Ratio 0.74 0.78 1.53
Treynor 0.12 0.11 0.17
Tax Efficiency 88.99 88.28 -

Category

Canadian Equity

General Info

Inception Date Oct 21, 2011
MER 0.39%
Total Assets
(in millions)
$2,717.79

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

This investment's style box characteristics are Large Growth.