BMO Aggregate Bond Index ETF (ZAG)
Canadian Fixed Income
As Of: Jan 31, 2023
Fund Objective
BMO Aggregate Bond Index ETF has been designed to replicate, to the extent possible, the performance of the FTSE TMX Canada UniverseXM Bond IndexTM, net of expenses.
Asset Allocation
| Asset | Percent |
|---|---|
| Canadian Government Bonds | 73.25% |
| Canadian Corporate Bonds | 25.66% |
| Foreign Government Bonds | 0.64% |
| Canadian Bonds - Other | 0.19% |
| Mortgages | 0.12% |
| Other | 0.14% |
Sector Allocation
| Sector | Percent |
|---|---|
| Fixed Income | 99.86% |
| Financial Services | 0.13% |
| Cash and Cash Equivalent | 0.01% |
Geo Allocation
| Region | Percent |
|---|---|
| North America | 100.00% |
| Asia | 0.00% |
Top Holdings
| Name | Percent |
|---|---|
| Canada Government 2.00% 01-Dec-2051 | 1.55% |
| Canada Government 1.50% 01-Jun-2031 | 1.38% |
| Canada Government 2.25% 01-Jun-2025 | 1.25% |
| Canada Government 0.50% 01-Sep-2025 | 1.21% |
| Canada Government 1.25% 01-Jun-2030 | 1.20% |
| Canada Government 1.50% 01-Jun-2026 | 1.20% |
| Canada Government 1.50% 01-Sep-2024 | 1.15% |
| Canada Government 2.50% 01-Jun-2024 | 1.11% |
| Canada Government 1.50% 01-Dec-2031 | 1.09% |
| Canada Government 0.50% 01-Dec-2030 | 0.99% |
Category
Canadian Fixed Income
General Info
| Inception Date | Jan 19, 2010 |
|---|---|
| MER | 0.09% |
| Total Assets (in millions) |
$6,390.86 |
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
No Data Available
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 | $13,999.44 |
|---|---|
| Rate of Return | +39.99% |
| Values over period specified. | |
Legend
BMO Aggregate Bond Index ETF (ZAG)
Performance
| 1 Mth | 3 Mth | 6 Mth | YTD | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Inception | |
|---|---|---|---|---|---|---|---|---|---|
| Fund | 3.1 | 4.2 | -0.2 | 3.1 | -5.8 | -2.3 | 0.9 | 1.8 | 2.7 |
| Quartile | 3 | 4 | 3 | 3 | 2 | 3 | 2 | 2 | - |
Calendar Performance
| 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -11.8 | -2.6 | 8.6 | 6.8 | 1.2 | 2.3 | 1.5 | 3.2 | 8.4 | -1.4 |
| Quartile | 2 | 2 | 2 | 2 | 1 | 2 | 3 | 1 | 1 | 3 |
Volatility
Risk vs. Return
Period
BMO Aggregate Bond Index ETF (ZAG)
Median
Other - Canadian Fixed Income
Risk & Tax Efficiency
| 3 Yr | 5 Yr | 10 Yr | |
|---|---|---|---|
| Standard Deviation | 6.60 | 5.73 | 4.89 |
| Beta | 1.03 | 1.01 | 1.00 |
| Alpha | 0.00 | 0.00 | 0.00 |
| R-Squared | 0.98 | 0.98 | 0.98 |
| Sharpe Ratio | -0.46 | -0.01 | 0.20 |
| Sortino Ratio | -0.95 | -0.44 | -0.30 |
| Treynor | -0.03 | 0.00 | 0.01 |
| Tax Efficiency | - | - | 34.93 |
Category
Canadian Fixed Income
General Info
| Inception Date | Jan 19, 2010 |
|---|---|
| MER | 0.09% |
| Total Assets (in millions) |
$6,390.86 |
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
No Data Available