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For Universal Life Investment Accounts

BMO MSCI EAFE Hedged to CAD Index ETF (ZDM)

International Equity

As Of: Aug 31, 2026

Fund Objective

The BMO MSCI EAFE Hedged to CAD Index ETF has been designed to replicate, to the extent possible, the performance of the MSCI EAFE 100% Hedged to CAD Dollars Index, net of expenses.

Asset Allocation

Asset Percent
International Equity 98.58%
Cash and Equivalents 0.83%
Income Trust Units 0.69%
US Equity 0.03%
Other -0.13%

Sector Allocation

Sector Percent
Financial Services 26.14%
Industrial Goods 12.16%
Consumer Goods 11.87%
Technology 10.46%
Healthcare 9.53%
Other 29.84%

Geo Allocation

Region Percent
Europe 64.02%
Asia 34.03%
Africa and Middle East 1.15%
North America 0.87%
Latin America 0.07%
Other -0.14%

Top Holdings

Name Percent
BMO MSCI EAFE Index ETF (ZEA) 99.31%
CAD Currency Forward 0.69%
CANADIAN DOLLAR 0.05%
AUSTRALIAN DOLLAR 0.00%
DANISH KRONE 0.00%
ILS Currency Forward 0.00%
NOK Currency Forward 0.00%
SEK Currency Forward 0.00%
SGD Currency Forward 0.00%
SWISS FRANC 0.00%

Market Indexed Account

Category

International Equity

General Info

Inception Date Oct 20, 2009
MER 0.23%
Total Assets
(in millions)
$1,963.03

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 $43,907.78
Rate of Return +339.08%
Values over period specified.

Legend

BMO MSCI EAFE Hedged to CAD Index ETF (ZDM)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 1.4 4.6 5.1 14.4 23.1 17.5 12.2 11.0 8.8
Quartile 1 2 2 2 1 2 1 1 -

Calendar Performance

2025 2024 2023 2022 2021 2020 2019 2018 2017 2016
Fund 20.6 12.4 18.4 -5.6 18.5 0.5 23.4 -9.9 16.1 6.5
Quartile 2 2 1 1 1 3 1 3 3 1

Volatility

Volatility: 5

Risk vs. Return

Period

BMO MSCI EAFE Hedged to CAD Index ETF (ZDM)

Median

Other - International Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 8.81 11.15 11.89
Beta 0.67 0.75 0.85
Alpha 0.03 0.03 0.02
R-Squared 0.81 0.80 0.78
Sharpe Ratio 1.50 0.82 0.78
Sortino Ratio 2.78 1.35 1.03
Treynor 0.20 0.12 0.11
Tax Efficiency 94.12 91.64 90.43

Market Indexed Account

Category

International Equity

General Info

Inception Date Oct 20, 2009
MER 0.23%
Total Assets
(in millions)
$1,963.03

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.