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For Universal Life Investment Accounts

BMO Low Volatility International Equity ETF (ZLI)

International Equity

As Of: May 31, 2022

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 96.34%
Income Trust Units 3.28%
Cash and Equivalents 0.38%

Sector Allocation

Sector Percent
Consumer Goods 16.19%
Healthcare 16.10%
Industrial Services 11.48%
Utilities 11.08%
Real Estate 10.09%
Other 35.06%

Geo Allocation

Region Percent
Europe 71.41%
Asia 28.54%
North America 0.06%
Other -0.01%

Top Holdings

Name Percent
Nippon Building Fund Inc 1.59%
Tryg A/S 1.56%
Red Electrica Corp SA 1.48%
Newcrest Mining Ltd 1.47%
Sanofi SA 1.44%
Grifols SA 1.42%
Japan Real Estate Investment Corp 1.41%
London Stock Exchange Group PLC 1.36%
Chocoladefabriken Lindt & Spruengli AG - Partcptn 1.34%
Swisscom AG Cl N 1.34%

Category

International Equity

General Info

Inception Date Sep 02, 2015
MER 0.44%
Total Assets
(in millions)
$412.37

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

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 $12,959.87
Rate of Return +29.60%
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 -1.6 -4.9 -8.6 -10.4 -6.6 -0.9 0.9 - 4.1
Quartile 4 2 2 2 2 4 4 - -

Calendar Performance

2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Fund 5.2 -0.8 9.5 5.2 14.3 -3.4 - - - -
Quartile 4 4 4 1 3 3 - - - -

Volatility

Volatility: 5

Risk vs. Return

Period

BMO Low Volatility International Equity ETF (ZLI)

Median

Other - International Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 10.90 9.57 -
Beta 0.77 0.71 -
Alpha -0.04 -0.01 -
R-Squared 0.84 0.74 -
Sharpe Ratio -0.08 0.05 -
Sortino Ratio -0.39 -0.22 -
Treynor -0.01 0.01 -
Tax Efficiency - - -

Category

International Equity

General Info

Inception Date Sep 02, 2015
MER 0.44%
Total Assets
(in millions)
$412.37

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

This investment's style box characteristics are Large Growth.