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For Universal Life Investment Accounts

BMO Low Volatility Canadian Equity ETF (ZLB)

Canadian Equity

As Of: Sep 30, 2020

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 89.07%
Income Trust Units 9.88%
Cash and Equivalents 0.61%
International Equity 0.44%

Sector Allocation

Sector Percent
Financial Services 21.46%
Consumer Services 21.02%
Utilities 16.04%
Telecommunications 9.08%
Industrial Services 8.18%
Other 24.22%

Geo Allocation

Region Percent
North America 97.28%
Latin America 2.71%
Other 0.01%

Top Holdings

Name Percent
Hydro One Ltd 4.13%
Franco-Nevada Corp 3.72%
Empire Co Ltd Cl A 3.23%
Ritchie Bros Auctioneers Inc 3.17%
Intact Financial Corp 2.96%
Quebecor Inc Cl B 2.93%
Metro Inc Cl A 2.90%
Emera Inc 2.88%
Waste Connections Inc 2.84%
Thomson Reuters Corp 2.70%

Category

Canadian Equity

General Info

Inception Date Oct 21, 2011
MER 0.39%
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 $26,968.37
Rate of Return +169.68%
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 1.1 6.9 14.6 -4.0 -3.7 5.6 7.1 - 11.7
Quartile 1 1 4 2 3 1 1 - -

Calendar Performance

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund 21.8 -2.8 11.1 13.0 2.7 28.5 20.7 13.9 - -
Quartile 2 1 1 4 1 1 2 1 - -

Volatility

Volatility: 6

Risk vs. Return

BMO Low Volatility Canadian Equity ETF (ZLB)

Median

Other - Canadian Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 12.53 10.46 -
Beta 0.72 0.70 -
Alpha 0.02 0.02 -
R-Squared 0.83 0.75 -
Sharpe Ratio 0.40 0.62 -
Sortino Ratio 0.23 0.42 -
Treynor 0.07 0.09 -
Tax Efficiency 82.91 86.69 -

Category

Canadian Equity

General Info

Inception Date Oct 21, 2011
MER 0.39%
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