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For Universal Life Investment Accounts

BMO S&P 500 Index ETF (ZSP)

U.S. Equity

As Of: Jun 30, 2020

Fund Objective

The BMO S&P 500 Index ETF has been designed to replicate, to the extent possible, the performance of the S&P 500 Index, net of expenses.

Asset Allocation

Asset Percent
US Equity 96.85%
International Equity 3.01%
Cash and Equivalents 0.14%

Sector Allocation

Sector Percent
Technology 29.36%
Healthcare 13.25%
Financial Services 12.70%
Consumer Services 12.34%
Consumer Goods 7.45%
Other 24.90%

Geo Allocation

Region Percent
North America 96.99%
Europe 2.50%
Asia 0.49%
Latin America 0.03%
Other -0.01%

Top Holdings

Name Percent
Microsoft Corp 6.01%
Apple Inc 5.79%
Amazon.com Inc 4.51%
Facebook Inc Cl A 2.13%
Alphabet Inc Cl A 1.66%
Alphabet Inc Cl C 1.61%
Johnson & Johnson 1.44%
Berkshire Hathaway Inc Cl B 1.35%
Visa Inc Cl A 1.27%
Procter & Gamble Co 1.15%

Category

U.S. Equity

General Info

Inception Date Nov 14, 2012
MER 0.09%
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 $33,788.66
Rate of Return +237.89%
Values over period specified.

Legend

BMO S&P 500 Index ETF (ZSP)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 0.5 16.1 1.2 1.2 11.1 12.0 12.1 - 17.9
Quartile 2 3 2 2 2 1 1 - -

Calendar Performance

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund 24.5 3.4 13.6 8.2 20.2 23.8 40.8 - - -
Quartile 2 2 2 2 1 1 2 - - -

Volatility

Volatility: 6

Risk vs. Return

BMO S&P 500 Index ETF (ZSP)

Median

Other - U.S. Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 13.57 12.98 -
Beta 1.02 1.02 -
Alpha -0.01 -0.01 -
R-Squared 1.00 1.00 -
Sharpe Ratio 0.81 0.88 -
Sortino Ratio 0.90 0.99 -
Treynor 0.11 0.11 -
Tax Efficiency 95.11 94.97 -

Category

U.S. Equity

General Info

Inception Date Nov 14, 2012
MER 0.09%
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