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For Universal Life Investment Accounts

BMO S&P 500 Hedged to CAD Index ETF (ZUE)

U.S. Equity

As Of: Jan 31, 2023

Fund Objective

The BMO S&P 500 Hedged to CAD Index ETF has been designed to replicate, to the extent possible, the performance of the S&P 500 Hedged to Canadian Dollars Index (Index), net of expenses.

Asset Allocation

Asset Percent
US Equity 95.15%
International Equity 3.11%
Cash and Equivalents 1.75%
Other -0.01%

Sector Allocation

Sector Percent
Technology 26.56%
Healthcare 14.02%
Financial Services 13.24%
Consumer Services 9.62%
Consumer Goods 8.38%
Other 28.18%

Geo Allocation

Region Percent
North America 96.89%
Europe 2.95%
Latin America 0.11%
Africa and Middle East 0.05%

Top Holdings

Name Percent
BMO S&P 500 Index ETF (ZSP) 98.28%
CAD Currency Forward 2.03%
CANADIAN DOLLAR 0.02%
US DOLLAR 0.00%
USD Currency Forward -0.32%

Category

U.S. Equity

General Info

Inception Date May 29, 2009
MER 0.09%
Total Assets
(in millions)
$1,655.04

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 $48,429.80
Rate of Return +384.30%
Values over period specified.

Legend

BMO S&P 500 Hedged to CAD Index ETF (ZUE)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 6.1 5.4 -1.5 6.1 -9.7 8.0 7.7 11.4 12.2
Quartile 1 2 4 1 4 2 3 3 -

Calendar Performance

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013
Fund -19.4 27.9 15.2 29.2 -6.1 20.7 10.9 0.5 13.7 32.2
Quartile 3 1 2 1 4 1 1 4 4 4

Volatility

Volatility: 9

Risk vs. Return

Period

BMO S&P 500 Hedged to CAD Index ETF (ZUE)

Median

Other - U.S. Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 21.45 18.75 14.83
Beta 1.24 1.23 1.01
Alpha -0.04 -0.05 -0.04
R-Squared 0.93 0.91 0.72
Sharpe Ratio 0.42 0.43 0.74
Sortino Ratio 0.47 0.47 0.89
Treynor 0.07 0.07 0.11
Tax Efficiency 92.54 92.14 93.78

Category

U.S. Equity

General Info

Inception Date May 29, 2009
MER 0.09%
Total Assets
(in millions)
$1,655.04

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.