Français

For Universal Life Investment Accounts

BMO MSCI EAFE Hedged to CAD Index ETF (ZDM)

International Equity

As Of: Jun 30, 2020

Fund Objective

The BMO MSCI EAFE Hedged to CAD Index ETF has been designed to replicate, to the extent possible, the performance of the MSCI EAFE 100% Hedged to CAD Dollars Index, net of expenses.

Asset Allocation

Asset Percent
International Equity 97.74%
Cash and Equivalents 1.30%
Income Trust Units 0.85%
US Equity 0.03%
Canadian Equity 0.01%
Other 0.07%

Sector Allocation

Sector Percent
Consumer Goods 18.35%
Financial Services 15.40%
Healthcare 13.69%
Industrial Goods 10.05%
Technology 7.88%
Other 34.63%

Geo Allocation

Region Percent
Europe 61.83%
Asia 36.01%
North America 1.40%
Africa and Middle East 0.58%
Latin America 0.11%
Other 0.07%

Top Holdings

Name Percent
BMO MSCI EAFE Index ETF (ZEA) 98.88%
CAD Currency Forward 1.30%
CANADIAN DOLLAR 0.04%
SWEDISH KRONA 0.02%
EURO CURRENCY 0.01%
DANISH KRONE 0.00%
ILS Currency Forward 0.00%
NZD Currency Forward 0.00%
POUND STERLING 0.00%
SWISS FRANC 0.00%

Category

International Equity

General Info

Inception Date Oct 20, 2009
MER 0.22%
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 $18,967.85
Rate of Return +89.68%
Values over period specified.

Legend

BMO MSCI EAFE Hedged to CAD Index ETF (ZDM)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 2.4 12.7 -10.9 -10.9 -4.2 2.0 3.2 6.9 5.6
Quartile 2 2 4 4 3 2 2 3 -

Calendar Performance

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund 23.4 -9.9 16.1 6.5 4.5 5.5 25.9 18.4 -12.6 0.8
Quartile 1 3 3 1 4 1 3 2 3 4

Volatility

Volatility: 7

Risk vs. Return

BMO MSCI EAFE Hedged to CAD Index ETF (ZDM)

Median

Other - International Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 13.85 13.01 12.33
Beta 1.13 0.94 0.91
Alpha -0.01 -0.01 -0.01
R-Squared 0.83 0.75 0.72
Sharpe Ratio 0.12 0.23 0.53
Sortino Ratio -0.09 0.00 0.37
Treynor 0.02 0.03 0.07
Tax Efficiency 50.25 68.92 -

Category

International Equity

General Info

Inception Date Oct 20, 2009
MER 0.22%
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