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Global Fixed Income
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2023
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|
Close (12-06-2024) |
$51.96 |
|---|---|
| Change |
$0.54
(1.05%)
|
| Open | $51.95 |
|---|---|
| Day Range | $51.90 - $51.98 |
| Volume | 15,069 |
As at October 31, 2024
As at October 31, 2024
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Inception Return (February 21, 2017): 1.95%
| 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 | 1.80% | 1.56% | 5.03% | 8.07% | 6.39% | 5.19% | 4.27% | 1.04% | 1.84% | 2.49% | 2.34% | - | - | - |
| Benchmark | -0.37% | 1.29% | 6.45% | 5.58% | 9.92% | 6.35% | -0.67% | -2.80% | -0.90% | 0.82% | 0.67% | 0.23% | 1.08% | 2.23% |
| Category Average | -1.54% | 4.61% | 4.61% | 2.57% | 9.50% | 5.33% | -1.02% | -0.89% | 0.06% | 1.26% | 0.79% | 0.77% | 1.22% | 1.34% |
| Category Rank | 7 / 564 | 48 / 553 | 238 / 539 | 16 / 528 | 492 / 527 | 284 / 456 | 3 / 386 | 31 / 317 | 18 / 266 | 27 / 236 | 6 / 183 | - | - | - |
| Quartile Ranking | 1 | 1 | 2 | 1 | 4 | 3 | 1 | 1 | 1 | 1 | 1 | - | - | - |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -0.66% | -0.90% | 1.79% | 0.17% | 0.14% | 0.78% | -0.10% | 1.06% | 2.42% | -1.43% | 1.20% | 1.80% |
| Benchmark | 2.61% | 1.46% | 0.01% | 0.00% | 0.40% | -1.24% | 0.00% | 1.16% | 3.88% | -0.22% | 1.89% | -0.37% |
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/ 197 | 234/ 241 | 246/ 267 | 165/ 323 | 3/ 389 | 444/ 465 |
10.01% (2018)
-2.04% (2021)
| Name | Percent |
|---|---|
| Foreign Government Bonds | 99.69 |
| Cash and Equivalents | 0.31 |
| Name | Percent |
|---|---|
| Fixed Income | 99.69 |
| Cash and Cash Equivalent | 0.31 |
| Name | Percent |
|---|---|
| North America | 100.00 |
| Name | Percent |
|---|---|
| United States Treasury 4.50% 31-May-2029 | 1.05 |
| United States Treasury 4.63% 30-Apr-2029 | 1.02 |
| United States Treasury 1.50% 31-Jan-2027 | 1.01 |
| United States Treasury 4.00% 31-Jul-2029 | 1.01 |
| United States Treasury 4.25% 30-Jun-2029 | 1.01 |
| United States Treasury 4.38% 31-Jul-2026 | 1.00 |
| United States Treasury 4.88% 31-May-2026 | 0.98 |
| United States Treasury 4.63% 30-Jun-2026 | 0.98 |
| United States Treasury 3.63% 31-Aug-2029 | 0.97 |
| United States Treasury 3.50% 30-Sep-2029 | 0.97 |
BMO Short-Term US Treasury Bond Index ETF - CAD Units
Median
Other - Global Fixed Income
| Standard Deviation | 5.40% | 6.43% | - |
|---|---|---|---|
| Beta | 0.32% | 0.57% | - |
| Alpha | 0.04% | 0.02% | - |
| Rsquared | 0.17% | 0.38% | - |
| Sharpe | 0.16% | -0.04% | - |
| Sortino | 0.37% | -0.22% | - |
| Treynor | 0.03% | 0.00% | - |
| Tax Efficiency | 81.96% | 59.51% | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 4.12% | 5.40% | 6.43% | - |
| Beta | 0.16% | 0.32% | 0.57% | - |
| Alpha | 0.05% | 0.04% | 0.02% | - |
| Rsquared | 0.04% | 0.17% | 0.38% | - |
| Sharpe | 0.40% | 0.16% | -0.04% | - |
| Sortino | 1.46% | 0.37% | -0.22% | - |
| Treynor | 0.11% | 0.03% | 0.00% | - |
| Tax Efficiency | 86.41% | 81.96% | 59.51% | - |
| Start Date | February 21, 2017 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | $64 |
| 52 Week High | $51.98 |
| 52 Week Low | $46.88 |
| Annual Dividend | $1.06 |
| 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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