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For Universal Life Investment Accounts

BMO Low Volatility US Equity ETF (ZLU)

U.S. Equity

As Of: Mar 31, 2026

Fund Objective

BMO Low Volatility US Equity ETF has been designed to provide exposure to a low beta weighted portfolio of U.S. stocks. Beta measures the security's sensitivity to market movements.

Asset Allocation

Asset Percent
US Equity 96.23%
International Equity 3.00%
Cash and Equivalents 0.76%
Other 0.01%

Sector Allocation

Sector Percent
Utilities 20.57%
Healthcare 17.97%
Consumer Goods 11.74%
Financial Services 11.09%
Industrial Goods 10.13%
Other 28.50%

Geo Allocation

Region Percent
North America 96.99%
Europe 2.30%
Latin America 0.70%
Other 0.01%

Top Holdings

Name Percent
Corning Inc 4.47%
CBOE Global Markets Inc 3.09%
Johnson & Johnson 2.93%
Akamai Technologies Inc 2.62%
Motorola Solutions Inc 2.40%
Cisco Systems Inc 2.36%
Newmont Corp 2.19%
Consolidated Edison Inc 2.18%
Northrop Grumman Corp 2.04%
Lockheed Martin Corp 1.83%

Market Indexed Account

Category

U.S. Equity

General Info

Inception Date Mar 19, 2013
MER 0.34%
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 $51,191.62
Rate of Return +411.92%
Values over period specified.

Legend

BMO Low Volatility US Equity ETF (ZLU)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund -3.6 7.1 5.0 7.1 5.4 10.8 11.1 9.9 13.4
Quartile 2 1 1 1 3 4 2 4 -

Calendar Performance

2025 2024 2023 2022 2021 2020 2019 2018 2017 2016
Fund 6.6 21.2 -3.1 8.0 20.6 2.2 20.3 8.5 5.1 5.7
Quartile 3 4 4 1 3 4 4 1 4 2

Volatility

Volatility: 6

Risk vs. Return

Period

BMO Low Volatility US Equity ETF (ZLU)

Median

Other - U.S. Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 10.57 10.21 10.72
Beta 0.37 0.40 0.53
Alpha 0.04 0.05 0.02
R-Squared 0.16 0.27 0.40
Sharpe Ratio 0.68 0.81 0.76
Sortino Ratio 1.16 1.33 1.05
Treynor 0.19 0.21 0.15
Tax Efficiency 92.25 92.35 91.91

Market Indexed Account

Category

U.S. Equity

General Info

Inception Date Mar 19, 2013
MER 0.34%
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.