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For Universal Life Investment Accounts

BMO Low Volatility Canadian Equity ETF (ZLB)

Canadian Equity

As Of: Jan 31, 2024

Fund Objective

BMO Low Volatility Canadian Equity ETF has been designed to provide exposure to a low beta weighted portfolio of Canadian stocks. Beta measures the security's sensitivity to market movements.

Asset Allocation

Asset Percent
Canadian Equity 90.37%
Income Trust Units 9.28%
Cash and Equivalents 0.34%
Other 0.01%

Sector Allocation

Sector Percent
Consumer Services 23.04%
Financial Services 20.56%
Utilities 12.90%
Real Estate 10.11%
Telecommunications 8.86%
Other 24.53%

Geo Allocation

Region Percent
North America 98.44%
Latin America 1.56%

Top Holdings

Name Percent
Loblaw Cos Ltd 4.08%
Metro Inc 3.95%
Hydro One Ltd 3.63%
Waste Connections Inc 3.35%
Empire Co Ltd Cl A 3.22%
Thomson Reuters Corp 3.19%
Fortis Inc 2.89%
Intact Financial Corp 2.79%
TMX Group Ltd 2.79%
Emera Inc 2.53%

Category

Canadian Equity

General Info

Inception Date Oct 21, 2011
MER 0.40%
Total Assets
(in millions)
$3,359.40

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 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 $38,579.79
Rate of Return +285.80%
Values over period specified.

Legend

BMO Low Volatility Canadian Equity ETF (ZLB)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 0.9 10.4 3.7 0.9 5.4 11.3 9.5 10.2 11.6
Quartile 2 3 3 2 2 2 2 1 -

Calendar Performance

2023 2022 2021 2020 2019 2018 2017 2016 2015 2014
Fund 9.4 -0.4 22.9 1.6 21.8 -2.8 11.1 13.0 2.7 28.5
Quartile 3 1 3 3 2 1 1 4 1 1

Volatility

Volatility: 5

Risk vs. Return

Period

BMO Low Volatility Canadian Equity ETF (ZLB)

Median

Other - Canadian Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 10.68 12.56 10.27
Beta 0.68 0.72 0.67
Alpha 0.04 0.02 0.05
R-Squared 0.73 0.80 0.69
Sharpe Ratio 0.84 0.65 0.87
Sortino Ratio 1.39 0.80 1.08
Treynor 0.13 0.11 0.13
Tax Efficiency 89.88 88.25 89.10

Category

Canadian Equity

General Info

Inception Date Oct 21, 2011
MER 0.40%
Total Assets
(in millions)
$3,359.40

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 Large Growth.