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For Universal Life Investment Accounts

BMO MSCI EAFE Index ETF (ZEA)

International Equity

As Of: Jun 30, 2020

Fund Objective

BMO MSCI EAFE Index ETF has been designed to replicate, to the extent possible, the performance of the MSCI EAFE Index, net of expenses.

Asset Allocation

Asset Percent
International Equity 98.85%
Income Trust Units 0.86%
Cash and Equivalents 0.18%
US Equity 0.03%
Canadian Equity 0.01%
Other 0.07%

Sector Allocation

Sector Percent
Consumer Goods 18.56%
Financial Services 15.57%
Healthcare 13.85%
Industrial Goods 10.16%
Technology 7.97%
Other 33.89%

Geo Allocation

Region Percent
Europe 62.63%
Asia 36.52%
Africa and Middle East 0.59%
Latin America 0.11%
North America 0.06%
Other 0.09%

Top Holdings

Name Percent
iShares Core MSCI EAFE ETF (IEFA) 2.52%
Nestle SA 2.47%
Roche Holding AG - Participation 1.83%
Novartis AG 1.41%
ASML Holding NV 1.18%
SAP AG 1.09%
AstraZeneca PLC 1.03%
Toyota Motor Corp 1.00%
LVMH Moet Hennessy Louis Vuitton SA 0.92%
Novo Nordisk A/S 0.86%

Category

International Equity

General Info

Inception Date Feb 10, 2014
MER 0.21%
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 $13,459.31
Rate of Return +34.59%
Values over period specified.

Legend

BMO MSCI EAFE Index ETF (ZEA)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 1.9 10.7 -7.1 -7.1 -1.6 2.5 3.8 - 5.4
Quartile 3 3 3 3 3 2 2 - -

Calendar Performance

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund 16.2 -6.0 17.1 -1.9 18.0 - - - - -
Quartile 3 2 3 2 2 - - - - -

Volatility

Volatility: 5

Risk vs. Return

BMO MSCI EAFE Index ETF (ZEA)

Median

Other - International Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 10.86 11.72 -
Beta 0.96 0.96 -
Alpha 0.00 0.00 -
R-Squared 0.98 0.96 -
Sharpe Ratio 0.16 0.29 -
Sortino Ratio -0.11 0.04 -
Treynor 0.02 0.04 -
Tax Efficiency 58.78 73.87 -

Category

International Equity

General Info

Inception Date Feb 10, 2014
MER 0.21%
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