Français

For Universal Life Investment Accounts

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

Canadian Equity

As Of: Jan 31, 2023

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 96.60%
Income Trust Units 3.08%
US Equity 0.25%
International Equity 0.07%
Cash and Equivalents 0.01%
Other -0.01%

Sector Allocation

Sector Percent
Financial Services 31.22%
Energy 17.03%
Basic Materials 13.15%
Industrial Services 10.56%
Technology 6.06%
Other 21.98%

Geo Allocation

Region Percent
North America 98.90%
Latin America 1.03%
Asia 0.07%

Top Holdings

Name Percent
Royal Bank of Canada 6.31%
Toronto-Dominion Bank 5.56%
Enbridge Inc 3.67%
Canadian Pacific Railway Ltd 3.25%
Canadian National Railway Co 3.21%
Bank of Montreal 3.12%
Canadian Natural Resources Ltd 3.00%
Bank of Nova Scotia 2.85%
Shopify Inc Cl A 2.60%
Brookfield Corp Cl A 2.35%

Category

Canadian Equity

General Info

Inception Date May 29, 2009
MER 0.06%
Total Assets
(in millions)
$7,168.33

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 $27,649.03
Rate of Return +176.49%
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 7.4 7.8 7.2 7.4 1.5 9.5 8.7 8.2 7.6
Quartile 1 2 2 1 2 2 1 2 -

Calendar Performance

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013
Fund -5.9 25.0 5.7 22.8 -8.8 9.1 21.0 -8.3 10.4 12.8
Quartile 3 2 2 1 2 1 2 3 2 4

Volatility

Volatility: 8

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 18.43 15.70 12.25
Beta 1.00 1.00 1.00
Alpha 0.00 0.00 0.00
R-Squared 1.00 1.00 1.00
Sharpe Ratio 0.54 0.54 0.63
Sortino Ratio 0.59 0.59 0.66
Treynor 0.10 0.08 0.08
Tax Efficiency 86.28 85.44 85.14

Category

Canadian Equity

General Info

Inception Date May 29, 2009
MER 0.06%
Total Assets
(in millions)
$7,168.33

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.