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For Universal Life Investment Accounts

BMO Low Volatility International Equity ETF (ZLI)

International Equity

As Of: Jan 31, 2024

Fund Objective

BMO Low Volatility International Equity ETF has been designed to provide exposure to a low beta weighted portfolio of international stocks in developed countries outside of North America. Beta measures the security's sensitivity to market movements.

Asset Allocation

Asset Percent
International Equity 97.12%
Income Trust Units 2.66%
Cash and Equivalents 0.22%

Sector Allocation

Sector Percent
Consumer Goods 16.63%
Healthcare 14.00%
Industrial Services 11.68%
Utilities 10.85%
Financial Services 9.63%
Other 37.21%

Geo Allocation

Region Percent
Europe 69.60%
Asia 27.54%
Africa and Middle East 1.96%
North America 0.07%
Other 0.83%

Top Holdings

Name Percent
Nippon Building Fund Inc 1.63%
Reckitt Benckiser Group PLC 1.62%
Red Electrica Corp SA 1.58%
SoftBank Corp 1.52%
Unilever PLC 1.52%
Qiagen NV 1.51%
Japan Real Estate Investment Corp 1.48%
Swisscom AG Cl N 1.43%
Sanofi SA 1.42%
Elisa Oyj 1.40%

Category

International Equity

General Info

Inception Date Sep 02, 2015
MER 0.45%
Total Assets
(in millions)
$355.23

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

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 $14,587.43
Rate of Return +45.87%
Values over period specified.

Legend

BMO Low Volatility International Equity ETF (ZLI)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 1.0 8.2 3.7 1.0 7.4 2.6 2.7 - 4.7
Quartile 3 4 2 3 3 3 4 - -

Calendar Performance

2023 2022 2021 2020 2019 2018 2017 2016 2015 2014
Fund 10.1 -9.3 5.2 -0.8 9.5 5.2 14.3 -3.4 - -
Quartile 4 2 4 4 4 1 3 3 - -

Volatility

Volatility: 6

Risk vs. Return

Period

BMO Low Volatility International Equity ETF (ZLI)

Median

Other - International Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 11.31 11.54 -
Beta 0.78 0.77 -
Alpha -0.01 -0.02 -
R-Squared 0.82 0.84 -
Sharpe Ratio 0.08 0.13 -
Sortino Ratio 0.03 0.04 -
Treynor 0.01 0.02 -
Tax Efficiency 57.88 59.72 -

Category

International Equity

General Info

Inception Date Sep 02, 2015
MER 0.45%
Total Assets
(in millions)
$355.23

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

This investment's style box characteristics are Large Growth.