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For Universal Life Investment Accounts

BMO MSCI Europe High Quality Hgd C$ Idx ETF (ZEQ)

European Equity

As Of: Sep 30, 2020

Fund Objective

BMO MSCI Europe High Quality Hedged to CAD Index ETF has been designed to replicate, to the extent possible, the performance of the MSCI Europe Quality 100% Hedged to CAD Index, net of expenses.

Asset Allocation

Asset Percent
International Equity 99.16%
Cash and Equivalents 0.84%

Sector Allocation

Sector Percent
Consumer Goods 30.40%
Healthcare 20.45%
Industrial Goods 13.61%
Technology 7.37%
Consumer Services 6.78%
Other 21.39%

Geo Allocation

Region Percent
Europe 99.29%
North America 0.72%
Other -0.01%

Top Holdings

Name Percent
ASML Holding NV 5.11%
Nestle SA 4.74%
Novo Nordisk A/S 4.61%
Novartis AG 4.42%
Roche Holding AG - Participation 4.14%
LVMH Moet Hennessy Louis Vuitton SA 3.85%
Unilever NV 3.22%
Diageo PLC 3.15%
GlaxoSmithKline PLC 3.11%
Unilever PLC 2.66%

Category

European Equity

General Info

Inception Date Feb 10, 2014
MER 0.45%
Total Assets
(in millions)
-

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 1.75%
Life Dimensions 3.00%
Wealth Dimensions 1.75%

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 $17,475.20
Rate of Return +74.75%
Values over period specified.

Legend

BMO MSCI Europe High Quality Hgd C$ Idx ETF (ZEQ)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 1.8 3.8 16.8 -0.8 5.6 7.7 9.6 - 9.3
Quartile 1 3 3 3 3 1 1 - -

Calendar Performance

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund 32.9 -6.4 14.8 5.8 9.7 - - - - -
Quartile 1 2 3 1 4 - - - - -

Volatility

Volatility: 5

Risk vs. Return

BMO MSCI Europe High Quality Hgd C$ Idx ETF (ZEQ)

Median

Other - European Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 12.10 10.91 -
Beta 0.86 0.71 -
Alpha 0.06 0.06 -
R-Squared 0.72 0.64 -
Sharpe Ratio 0.57 0.81 -
Sortino Ratio 0.47 0.76 -
Treynor 0.08 0.12 -
Tax Efficiency 88.87 91.35 -

Category

European Equity

General Info

Inception Date Feb 10, 2014
MER 0.45%
Total Assets
(in millions)
-

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 1.75%
Life Dimensions 3.00%
Wealth Dimensions 1.75%

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