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For Universal Life Investment Accounts

BMO Low Volatility International Equity ETF (ZLI)

International Equity

As Of: Jan 31, 2023

Fund Objective

BMO Low Volatility International Equity ETF has been designed to provide exposure to a low beta weighted portfolio of international stocks in developed countries outside of North America. Beta measures the security's sensitivity to market movements.

Asset Allocation

Asset Percent
International Equity 96.76%
Income Trust Units 2.97%
Cash and Equivalents 0.27%

Sector Allocation

Sector Percent
Consumer Goods 15.92%
Healthcare 13.78%
Industrial Services 12.67%
Utilities 10.40%
Real Estate 9.76%
Other 37.47%

Geo Allocation

Region Percent
Europe 67.92%
Asia 29.96%
Africa and Middle East 0.98%
North America 0.02%
Other 1.12%

Top Holdings

Name Percent
Swisscom AG Cl N 1.61%
Swiss Prime Site AG 1.53%
Sanofi SA 1.50%
Tryg A/S 1.46%
Japan Post Holdings Co Ltd 1.44%
Mizuho Financial Group Inc 1.43%
Newcrest Mining Ltd 1.41%
Red Electrica Corp SA 1.39%
Nippon Building Fund Inc 1.37%
Northern Star Resources Ltd 1.37%

Category

International Equity

General Info

Inception Date Sep 02, 2015
MER 0.45%
Total Assets
(in millions)
$381.16

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 $13,581.93
Rate of Return +35.82%
Values over period specified.

Legend

BMO Low Volatility International Equity ETF (ZLI)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 3.5 14.4 6.5 3.5 -1.2 -1.2 2.2 - 4.4
Quartile 4 3 4 4 2 4 3 - -

Calendar Performance

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013
Fund -9.3 5.2 -0.8 9.5 5.2 14.3 -3.4 - - -
Quartile 2 4 4 4 1 3 3 - - -

Volatility

Volatility: 5

Risk vs. Return

Period

BMO Low Volatility International Equity ETF (ZLI)

Median

Other - International Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 13.54 10.95 -
Beta 0.80 0.73 -
Alpha -0.05 0.00 -
R-Squared 0.89 0.80 -
Sharpe Ratio -0.09 0.14 -
Sortino Ratio -0.34 -0.03 -
Treynor -0.02 0.02 -
Tax Efficiency - 52.24 -

Category

International Equity

General Info

Inception Date Sep 02, 2015
MER 0.45%
Total Assets
(in millions)
$381.16

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.