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For Universal Life Investment Accounts

BMO MSCI EAFE Index ETF (ZEA)

International Equity

As Of: Jan 31, 2026

Fund Objective

BMO MSCI EAFE Index ETF has been designed to replicate, to the extent possible, the performance of the MSCI EAFE Index, net of expenses.

Asset Allocation

Asset Percent
International Equity 98.98%
Income Trust Units 0.76%
Cash and Equivalents 0.18%
Other 0.08%

Sector Allocation

Sector Percent
Financial Services 25.10%
Consumer Goods 13.38%
Industrial Goods 12.01%
Healthcare 10.65%
Technology 9.08%
Other 29.78%

Geo Allocation

Region Percent
Europe 65.75%
Asia 32.74%
Africa and Middle East 1.13%
North America 0.11%
Latin America 0.09%
Other 0.18%

Top Holdings

Name Percent
iShares Core MSCI EAFE ETF (IEFA) 5.02%
ASML Holding NV 2.45%
Roche Holding AG - Partcptn 1.42%
HSBC Holdings PLC 1.34%
AstraZeneca PLC 1.28%
Novartis AG Cl N 1.26%
Nestle SA Cl N 1.09%
Siemens AG Cl N 1.03%
Shell PLC 0.98%
Toyota Motor Corp 0.96%

Market Indexed Account

Category

International Equity

General Info

Inception Date Feb 10, 2014
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 $26,036.86
Rate of Return +160.37%
Values over period specified.

Legend

BMO MSCI EAFE Index ETF (ZEA)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 4.2 5.5 15.2 4.2 22.7 16.4 11.4 9.0 8.7
Quartile 1 1 1 1 1 1 1 2 -

Calendar Performance

2025 2024 2023 2022 2021 2020 2019 2018 2017 2016
Fund 25.0 12.0 15.2 -8.3 10.3 5.7 16.2 -6.0 17.1 -1.9
Quartile 1 3 2 2 2 3 3 2 3 2

Volatility

Volatility: 5

Risk vs. Return

Period

BMO MSCI EAFE Index ETF (ZEA)

Median

Other - International Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 8.67 11.34 11.54
Beta 0.95 0.97 0.97
Alpha 0.00 0.01 0.00
R-Squared 0.93 0.95 0.96
Sharpe Ratio 1.37 0.77 0.64
Sortino Ratio 3.04 1.31 0.86
Treynor 0.13 0.09 0.08
Tax Efficiency 93.25 90.66 88.14

Market Indexed Account

Category

International Equity

General Info

Inception Date Feb 10, 2014
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.