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For Universal Life Investment Accounts

BMO S&P/TSX Capped Composite Index ETF (ZCN)

Canadian Equity

As Of: Mar 31, 2026

Fund Objective

The BMO S&P/TSX Capped Composite Index ETF has been designed to replicate, to the extent possible, the performance of the S&P/TSX Capped Composite Index (Index), net of expenses.

Asset Allocation

Asset Percent
Canadian Equity 96.88%
Income Trust Units 1.86%
Cash and Equivalents 0.56%
US Equity 0.26%
Foreign Bonds - Other 0.23%
Other 0.21%

Sector Allocation

Sector Percent
Financial Services 31.22%
Basic Materials 20.81%
Energy 16.40%
Technology 7.19%
Industrial Services 7.02%
Other 17.36%

Geo Allocation

Region Percent
North America 99.02%
Latin America 0.77%
Asia 0.21%

Top Holdings

Name Percent
Royal Bank of Canada 6.68%
Toronto-Dominion Bank 4.63%
Shopify Inc Cl A 4.29%
Enbridge Inc 3.49%
Agnico Eagle Mines Ltd 3.01%
Canadian Natural Resources Ltd 3.00%
Bank of Montreal 2.82%
Brookfield Corp Cl A 2.63%
Canadian Imperial Bank of Commerce 2.59%
Bank of Nova Scotia 2.52%

Market Indexed Account

Category

Canadian Equity

General Info

Inception Date May 29, 2009
MER 0.06%
Total Assets
(in millions)
-

UL Fees

Wave 33 to Wave 55
Life Dimensions (Low Fees) 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 $47,786.90
Rate of Return +377.87%
Values over period specified.

Legend

BMO S&P/TSX Capped Composite Index ETF (ZCN)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund -4.3 3.9 10.4 3.9 34.7 21.1 15.1 12.6 9.7
Quartile 3 1 1 1 1 1 1 1 -

Calendar Performance

2025 2024 2023 2022 2021 2020 2019 2018 2017 2016
Fund 31.5 21.5 11.7 -5.9 25.0 5.7 22.8 -8.8 9.1 21.0
Quartile 1 1 2 3 2 2 1 2 1 2

Volatility

Volatility: 7

Risk vs. Return

Period

BMO S&P/TSX Capped Composite Index ETF (ZCN)

Median

Other - Canadian Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 11.45 12.45 12.97
Beta 1.00 1.00 1.00
Alpha 0.00 0.00 0.00
R-Squared 1.00 1.00 1.00
Sharpe Ratio 1.42 0.97 0.84
Sortino Ratio 2.96 1.61 1.13
Treynor 0.16 0.12 0.11
Tax Efficiency 94.44 92.43 90.87

Market Indexed Account

Category

Canadian Equity

General Info

Inception Date May 29, 2009
MER 0.06%
Total Assets
(in millions)
-

UL Fees

Wave 33 to Wave 55
Life Dimensions (Low Fees) 1.75%

Fund Management Company

BMO Asset Management Inc.

Investment Style

This investment's style box characteristics are Large Growth.