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For Universal Life Investment Accounts

BMO MSCI EAFE Index ETF (ZEA)

International Equity

As Of: Jan 31, 2023

Fund Objective

BMO MSCI EAFE Index ETF has been designed to replicate, to the extent possible, the performance of the MSCI EAFE Index, net of expenses.

Asset Allocation

Asset Percent
International Equity 98.73%
Income Trust Units 1.03%
Canadian Equity 0.01%
Other 0.23%

Sector Allocation

Sector Percent
Financial Services 18.97%
Consumer Goods 16.97%
Healthcare 11.77%
Industrial Goods 9.05%
Technology 7.31%
Other 35.93%

Geo Allocation

Region Percent
Europe 64.33%
Asia 34.00%
Africa and Middle East 0.72%
North America 0.10%
Latin America 0.04%
Other 0.81%

Top Holdings

Name Percent
iShares Core MSCI EAFE ETF (IEFA) 5.99%
Nestle SA Cl N 2.04%
ASML Holding NV 1.64%
LVMH Moet Hennessy Louis Vuitton SE 1.47%
Novo Nordisk A/S Cl B 1.39%
Roche Holding AG - Partcptn 1.34%
Shell PLC 1.30%
AstraZeneca PLC 1.22%
Novartis AG Cl N 1.19%
BHP Group Ltd 1.08%

Category

International Equity

General Info

Inception Date Feb 10, 2014
MER 0.23%
Total Assets
(in millions)
$5,914.01

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 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 $16,495.73
Rate of Return +64.96%
Values over period specified.

Legend

BMO MSCI EAFE Index ETF (ZEA)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 6.5 18.2 13.5 6.5 1.1 4.7 3.9 - 6.2
Quartile 2 2 2 2 2 2 2 - -

Calendar Performance

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013
Fund -8.3 10.3 5.7 16.2 -6.0 17.1 -1.9 18.0 - -
Quartile 2 2 3 3 2 3 2 2 - -

Volatility

Volatility: 6

Risk vs. Return

Period

BMO MSCI EAFE Index ETF (ZEA)

Median

Other - International Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 15.90 13.27 -
Beta 0.98 0.97 -
Alpha 0.01 0.01 -
R-Squared 0.97 0.97 -
Sharpe Ratio 0.31 0.26 -
Sortino Ratio 0.27 0.19 -
Treynor 0.05 0.04 -
Tax Efficiency 75.35 70.01 -

Category

International Equity

General Info

Inception Date Feb 10, 2014
MER 0.23%
Total Assets
(in millions)
$5,914.01

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 Medium Growth.