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For Universal Life Investment Accounts

BMO Low Volatility International Equity ETF (ZLI)

International Equity

As Of: Sep 30, 2020

Fund Objective

BMO Low Volatility International Equity ETF has been designed to provide exposure to a low beta weighted portfolio of international stocks in developed countries outside of North America. Beta measures the security's sensitivity to market movements.

Asset Allocation

Asset Percent
International Equity 96.52%
Income Trust Units 3.08%
Cash and Equivalents 0.39%
Other 0.01%

Sector Allocation

Sector Percent
Consumer Goods 18.49%
Real Estate 13.15%
Healthcare 12.95%
Industrial Services 11.92%
Utilities 11.38%
Other 32.11%

Geo Allocation

Region Percent
Europe 67.38%
Asia 31.80%
Latin America 0.76%
North America 0.07%
Other -0.01%

Top Holdings

Name Percent
Qiagen NV 1.56%
Grifols SA 1.52%
Recordati Industria Chimica Farmctica SpA 1.36%
Symrise AG 1.35%
Deutsche Wohnen AG 1.33%
Japan Real Estate Investment Corp 1.33%
Nitori Holdings Co Ltd 1.33%
Carl Zeiss Meditec AG 1.32%
Nippon Building Fund Inc 1.30%
Nagoya Railroad Co Ltd 1.28%

Category

International Equity

General Info

Inception Date Sep 02, 2015
MER 0.42%
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 $12,897.78
Rate of Return +28.98%
Values over period specified.

Legend

BMO Low Volatility International Equity ETF (ZLI)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 0.6 1.3 7.0 -7.0 -3.9 3.9 5.2 - 5.4
Quartile 2 4 4 3 3 2 2 - -

Calendar Performance

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund 9.5 5.2 14.3 -3.4 - - - - - -
Quartile 4 1 3 3 - - - - - -

Volatility

Volatility: 3

Risk vs. Return

BMO Low Volatility International Equity ETF (ZLI)

Median

Other - International Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 8.44 9.62 -
Beta 0.63 0.67 -
Alpha 0.02 0.01 -
R-Squared 0.70 0.61 -
Sharpe Ratio 0.35 0.48 -
Sortino Ratio 0.03 0.21 -
Treynor 0.05 0.07 -
Tax Efficiency 76.63 - -

Category

International Equity

General Info

Inception Date Sep 02, 2015
MER 0.42%
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