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Global Fixed Income
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Close (07-25-2024) |
$50.08 |
---|---|
Change |
$0.03
(0.06%)
|
Open | $50.15 |
---|---|
Day Range | $50.03 - $50.15 |
Volume | 2,163 |
As at June 30, 2024
As at June 30, 2024
Inception Return (February 28, 2017): 1.35%
Row Heading | Return | Annualized Return | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 Mth | 3 Mth | 6 Mth | YTD | 1 Yr | 2 Yr | 3 Yr | 4 Yr | 5 Yr | 6 Yr | 7 Yr | 8 Yr | 9 Yr | 10 Yr | |
Fund | 1.06% | 1.75% | 3.89% | 3.89% | 7.26% | 4.75% | 2.66% | -0.43% | 1.38% | 1.85% | 1.70% | - | - | - |
Benchmark | 1.16% | -0.09% | 0.33% | 0.33% | 3.91% | 2.42% | -2.71% | -3.97% | -1.50% | -0.40% | 0.03% | -0.26% | 1.17% | 2.01% |
Category Average | 0.71% | -0.10% | -0.10% | -0.10% | 3.35% | 2.36% | -2.12% | -1.23% | -0.21% | 0.59% | 0.49% | 0.58% | 1.01% | 1.13% |
Category Rank | 90 / 545 | 15 / 544 | 21 / 533 | 21 / 533 | 15 / 488 | 42 / 442 | 3 / 360 | 73 / 295 | 25 / 248 | 20 / 212 | 8 / 175 | - | - | - |
Quartile Ranking | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | - | - | - |
Return % | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fund | -0.20% | 2.74% | 0.11% | 2.17% | -0.66% | -0.90% | 1.79% | 0.17% | 0.14% | 0.78% | -0.10% | 1.06% |
Benchmark | -0.13% | 1.51% | -3.16% | 1.33% | 2.61% | 1.46% | 0.01% | 0.00% | 0.40% | -1.24% | 0.00% | 1.16% |
6.48% (March 2020)
-4.17% (June 2017)
Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
---|---|---|---|---|---|---|---|---|---|---|
Fund | - | - | - | - | 10.01% | -1.10% | 2.10% | -2.04% | 0.93% | 1.97% |
Benchmark | 10.42% | 16.63% | -1.36% | -0.08% | 7.82% | 1.45% | 7.03% | -6.05% | -10.83% | 2.72% |
Category Average | 4.74% | 2.92% | 2.08% | 2.75% | -0.04% | 5.49% | 5.94% | -1.81% | -10.70% | 5.33% |
Quartile Ranking | - | - | - | - | 1 | 4 | 4 | 3 | 1 | 4 |
Category Rank | - | - | - | - | 1/ 193 | 229/ 236 | 248/ 266 | 165/ 323 | 3/ 390 | 450/ 470 |
10.01% (2018)
-2.04% (2021)
Name | Percent |
---|---|
Foreign Government Bonds | 99.21 |
Cash and Equivalents | 0.79 |
Name | Percent |
---|---|
Fixed Income | 99.21 |
Cash and Cash Equivalent | 0.79 |
Name | Percent |
---|---|
North America | 100.00 |
Name | Percent |
---|---|
United States Treasury 1.50% 31-Jan-2027 | 1.09 |
United States Treasury 4.50% 31-May-2029 | 1.05 |
United States Treasury 4.88% 31-May-2026 | 1.04 |
United States Treasury 4.63% 30-Apr-2029 | 1.03 |
United States Treasury 4.88% 30-Apr-2026 | 1.02 |
United States Treasury 4.50% 31-Mar-2026 | 1.01 |
United States Treasury 4.63% 28-Feb-2026 | 1.01 |
United States Treasury 4.13% 31-Mar-2029 | 1.00 |
United States Treasury 4.00% 31-Jan-2029 | 0.95 |
United States Treasury 4.25% 28-Feb-2029 | 0.94 |
BMO Short-Term US Treasury Bond Index ETF - CAD Units
Median
Other - Global Fixed Income
Standard Deviation | 5.41% | 6.32% | - |
---|---|---|---|
Beta | 0.34% | 0.57% | - |
Alpha | 0.04% | 0.02% | - |
Rsquared | 0.19% | 0.38% | - |
Sharpe | -0.04% | -0.08% | - |
Sortino | -0.06% | -0.33% | - |
Treynor | -0.01% | -0.01% | - |
Tax Efficiency | 71.86% | 46.95% | - |
Volatility |
|
|
- |
Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
---|---|---|---|---|
Standard Deviation | 3.95% | 5.41% | 6.32% | - |
Beta | 0.07% | 0.34% | 0.57% | - |
Alpha | 0.07% | 0.04% | 0.02% | - |
Rsquared | 0.01% | 0.19% | 0.38% | - |
Sharpe | 0.57% | -0.04% | -0.08% | - |
Sortino | 2.59% | -0.06% | -0.33% | - |
Treynor | 0.33% | -0.01% | -0.01% | - |
Tax Efficiency | 88.43% | 71.86% | 46.95% | - |
Start Date | February 28, 2017 |
---|---|
Instrument Type | Exchange Traded Fund |
Share Class | Do-It-Yourself |
Legal Status | Trust |
Sales Status | Open |
Currency | CAD |
Distribution Frequency | Quarterly |
Assets ($mil) | $53 |
52 Week High | $50.07 |
52 Week Low | $45.79 |
Annual Dividend | $0.99 |
Annual Yield | - |
Index | Bloomberg Barclays U.S. Treasury 1-5 Year Bond Index |
Shares Outstanding | - |
Registered Plan Eligible | Yes |
Exposure | - |
---|---|
Asset Class High | - |
Asset Class Medium | - |
Asset Class Low | - |
Leveraged | - |
Inverse | - |
Advisor Series | - |
Covered Call Strategy | No |
BMO Short-Term US Treasury Bond Index ETF seeks to replicate, to the extent possible, the performance of a short-term U.S. treasury bond index, net of expenses. Currently, BMO Short-Term US Treasury Bond Index ETF seeks to replicate the performance of the Bloomberg Barclays U.S. Treasury 1-5 Year Bond Index.
The investment strategy of BMO Short-Term US Treasury Bond Index ETF is currently to invest in and hold the constituent securities of the Bloomberg U.S. Treasury 1-5 Year Bond Index. The Manager may also use a sampling methodology in selecting investments for BMO Short-Term US Treasury Bond Index ETF to obtain exposure to the performance of the Index.
Name | Start Date |
---|---|
BMO Asset Management Inc. | 02-28-2017 |
Fund Manager | BMO Asset Management Inc. |
---|---|
Advisor | BMO Asset Management Inc. |
Custodian | State Street Trust Company Canada |
Registrar | State Street Trust Company Canada |
Distributor | - |
Auditor | PriceWaterhouseCoopers LLP |
MER | 0.23% |
---|---|
Management Fee | 0.20% |
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