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For Universal Life Investment Accounts

BMO Low Volatility International Equ ETF (ZLI)

International Equity

As Of: Jun 30, 2026
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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 96.50%
Income Trust Units 1.97%
Cash and Equivalents 1.54%
Other -0.01%

Sector Allocation

Sector Percent
Financial Services 18.65%
Industrial Services 13.20%
Consumer Goods 11.47%
Telecommunications 10.67%
Utilities 10.52%
Other 35.49%

Geo Allocation

Region Percent
Europe 63.91%
Asia 33.17%
Africa and Middle East 1.78%
North America 1.13%
Other 0.01%

Top Holdings

Name Percent
Orange SA 2.21%
Euronext NV 2.03%
Deutsche Boerse AG Cl N 1.63%
Insurance Australia Group Ltd 1.53%
Koninklijke Ahold Delhaize NV 1.50%
Secom Co Ltd 1.48%
Nippon Building Fund Inc 1.45%
Zurich Insurance Group AG Cl N 1.45%
Japan Post Holdings Co Ltd 1.44%
London Stock Exchange Group PLC 1.43%

Market Indexed Account

Category

International Equity

General Info

Inception Date Sep 02, 2015
MER 0.45%
Total Assets
(in millions)		 $285.41

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 Medium 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 $18,927.15
Rate of Return +89.27%
Values over period specified.

Legend

BMO Low Volatility International Equ ETF (ZLI)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 1.7 0.8 3.4 3.4 2.6 11.0 6.0 5.8 6.2
Quartile 4 4 4 4 4 4 4 4 -

Calendar Performance

2025 2024 2023 2022 2021 2020 2019 2018 2017 2016
Fund 13.5 11.7 10.1 -9.3 5.2 -0.8 9.5 5.2 14.3 -3.4
Quartile 3 3 4 2 4 4 4 1 3 3

Volatility

Volatility: 5

Risk vs. Return

Period

BMO Low Volatility International Equ ETF (ZLI)

Median

Other - International Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 9.11 10.80 10.49
Beta 0.51 0.65 0.70
Alpha 0.00 -0.02 -0.02
R-Squared 0.44 0.64 0.68
Sharpe Ratio 0.81 0.32 0.41
Sortino Ratio 1.55 0.49 0.45
Treynor 0.14 0.05 0.06
Tax Efficiency 90.76 83.33 -

Market Indexed Account

Category

International Equity

General Info

Inception Date Sep 02, 2015
MER 0.45%
Total Assets
(in millions)		 $285.41

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 Medium Growth.