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For Universal Life Investment Accounts

BMO MSCI Europe High Quality Hgd C$ Idx ETF (ZEQ)

European Equity

As Of: May 31, 2022

Fund Objective

BMO MSCI Europe High Quality Hedged to CAD Index ETF has been designed to replicate, to the extent possible, the performance of the MSCI Europe Quality 100% Hedged to CAD Index, net of expenses.

Asset Allocation

Asset Percent
International Equity 100.54%
Cash and Equivalents -0.55%
Other 0.01%

Sector Allocation

Sector Percent
Consumer Goods 27.87%
Healthcare 23.12%
Basic Materials 9.54%
Industrial Goods 9.35%
Industrial Services 8.99%
Other 21.13%

Geo Allocation

Region Percent
Europe 100.75%
North America -0.75%

Top Holdings

Name Percent
ASML Holding NV 5.16%
LVMH Moet Hennessy Louis Vuitton SE 5.09%
Novo Nordisk A/S Cl B 5.07%
Nestle SA Cl N 5.00%
Novartis AG Cl N 4.91%
Roche Holding AG - Partcptn 4.77%
Unilever PLC 4.29%
GlaxoSmithKline PLC 3.88%
Rio Tinto PLC 3.46%
Diageo PLC 3.44%

Category

European Equity

General Info

Inception Date Feb 10, 2014
MER 0.45%
Total Assets
(in millions)
$700.91

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 $20,634.72
Rate of Return +106.35%
Values over period specified.

Legend

BMO MSCI Europe High Quality Hgd C$ Idx ETF (ZEQ)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund -2.2 -2.2 -7.4 -11.5 -1.1 10.6 7.9 - 9.6
Quartile 3 1 1 1 1 1 1 - -

Calendar Performance

2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Fund 24.2 6.6 32.9 -6.4 14.8 5.8 9.7 - - -
Quartile 1 3 1 2 3 1 4 - - -

Volatility

Volatility: 6

Risk vs. Return

Period

BMO MSCI Europe High Quality Hgd C$ Idx ETF (ZEQ)

Median

Other - European Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 14.10 12.72 -
Beta 0.86 0.85 -
Alpha 0.06 0.05 -
R-Squared 0.81 0.76 -
Sharpe Ratio 0.74 0.59 -
Sortino Ratio 0.85 0.62 -
Treynor 0.12 0.09 -
Tax Efficiency 91.63 88.55 -

Category

European Equity

General Info

Inception Date Feb 10, 2014
MER 0.45%
Total Assets
(in millions)
$700.91

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.