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For Universal Life Investment Accounts

BMO Low Volatility US Equity ETF (ZLU)

U.S. Equity

As Of: Jan 31, 2023

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 95.51%
International Equity 4.26%
Cash and Equivalents 0.23%

Sector Allocation

Sector Percent
Consumer Goods 21.37%
Utilities 19.76%
Healthcare 16.49%
Financial Services 12.85%
Consumer Services 8.18%
Other 21.35%

Geo Allocation

Region Percent
North America 95.74%
Europe 3.12%
Latin America 1.14%

Top Holdings

Name Percent
Marketaxess Holdings Inc 1.61%
Clorox Co 1.58%
Merck & Co Inc 1.55%
J M Smucker Co 1.52%
Campbell Soup Co 1.47%
Becton Dickinson and Co 1.37%
Newmont Corp 1.36%
Quest Diagnostics Inc 1.36%
Autozone Inc 1.34%
Kellogg Co 1.34%

Category

U.S. Equity

General Info

Inception Date Mar 19, 2013
MER 0.34%
Total Assets
(in millions)
$1,557.88

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 1.75%
Life Dimensions 3.00%
Wealth Dimensions 1.75%
Wave 32 or earlier (2016 or earlier)
Life Dimensions 3.00%
Life Dimensions (Low Fees) 2.00%
UL Investment Loan Plan 3.00%
Ultimate Dimension 1.50%

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 $37,553.51
Rate of Return +275.54%
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 -1.6 0.1 4.7 -1.6 8.3 7.9 11.2 - 14.5
Quartile 4 4 2 4 1 2 1 - -

Calendar Performance

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013
Fund 8.0 20.6 2.2 20.3 8.5 5.1 5.7 26.6 35.0 -
Quartile 1 3 4 3 1 4 3 1 1 -

Volatility

Volatility: 5

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 12.63 10.83 -
Beta 0.57 0.53 -
Alpha 0.02 0.05 -
R-Squared 0.56 0.52 -
Sharpe Ratio 0.59 0.93 -
Sortino Ratio 0.69 1.27 -
Treynor 0.13 0.19 -
Tax Efficiency 90.21 92.96 -

Category

U.S. Equity

General Info

Inception Date Mar 19, 2013
MER 0.34%
Total Assets
(in millions)
$1,557.88

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 1.75%
Life Dimensions 3.00%
Wealth Dimensions 1.75%
Wave 32 or earlier (2016 or earlier)
Life Dimensions 3.00%
Life Dimensions (Low Fees) 2.00%
UL Investment Loan Plan 3.00%
Ultimate Dimension 1.50%

Fund Management Company

BMO Asset Management Inc.

Investment Style

This investment's style box characteristics are Large Growth.