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For Universal Life Investment Accounts

BMO MSCI EAFE Hedged to CAD Index ETF (ZDM)

International Equity

As Of: Jan 31, 2024

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 97.94%
Income Trust Units 0.92%
Cash and Equivalents 0.89%
US Equity 0.08%
Foreign Corporate Bonds 0.01%
Other 0.16%

Sector Allocation

Sector Percent
Financial Services 18.38%
Consumer Goods 16.89%
Healthcare 12.32%
Industrial Goods 9.96%
Technology 8.40%
Other 34.05%

Geo Allocation

Region Percent
Europe 64.01%
Asia 33.63%
North America 0.96%
Africa and Middle East 0.71%
Latin America 0.02%
Other 0.67%

Top Holdings

Name Percent
BMO MSCI EAFE Index ETF (ZEA) 99.21%
CAD Currency Forward 0.69%
CANADIAN DOLLAR 0.05%
EUR Currency Forward 0.03%
GBP Currency Forward 0.02%
HKD Currency Forward 0.01%
USD Currency Forward 0.01%
CHF Currency Forward 0.00%
DKK Currency Forward 0.00%
SGD Currency Forward 0.00%

Category

International Equity

General Info

Inception Date Oct 20, 2009
MER 0.23%
Total Assets
(in millions)
$674.77

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

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 $28,963.22
Rate of Return +189.63%
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 2.3 10.8 4.9 2.3 13.1 10.8 9.7 8.0 7.3
Quartile 1 2 1 1 1 1 1 1 -

Calendar Performance

2023 2022 2021 2020 2019 2018 2017 2016 2015 2014
Fund 18.4 -5.6 18.5 0.5 23.4 -9.9 16.1 6.5 4.5 5.5
Quartile 1 1 1 4 1 3 3 1 4 1

Volatility

Volatility: 6

Risk vs. Return

Period

BMO MSCI EAFE Hedged to CAD Index ETF (ZDM)

Median

Other - International Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 12.31 14.27 12.54
Beta 0.83 0.96 0.87
Alpha 0.07 0.03 0.02
R-Squared 0.79 0.84 0.75
Sharpe Ratio 0.71 0.59 0.57
Sortino Ratio 1.08 0.76 0.63
Treynor 0.10 0.09 0.08
Tax Efficiency 88.85 87.55 85.46

Category

International Equity

General Info

Inception Date Oct 20, 2009
MER 0.23%
Total Assets
(in millions)
$674.77

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

This investment's style box characteristics are Medium Growth.