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Global Fixed Income
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Close (06-14-2024) |
$49.65 |
---|---|
Change |
-$0.01
(-0.02%)
|
Open | $49.64 |
---|---|
Day Range | $49.64 - $49.70 |
Volume | 2,116 |
As at May 31, 2024
As at May 31, 2024
Inception Return (February 28, 2017): 1.22%
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 | -0.10% | 0.82% | 1.87% | 2.80% | 2.76% | 4.76% | 3.13% | -1.03% | 0.64% | 1.91% | 0.93% | - | - | - |
Benchmark | 0.00% | -0.84% | 0.62% | -0.82% | 0.03% | 1.24% | -2.50% | -4.40% | -1.98% | -0.42% | -0.71% | -0.15% | 0.99% | 1.76% |
Category Average | 1.16% | 2.23% | 2.23% | -0.81% | 2.43% | 0.70% | -2.13% | -1.19% | -0.21% | 0.49% | 0.25% | 0.66% | 0.84% | 1.06% |
Category Rank | 541 / 543 | 75 / 539 | 379 / 536 | 14 / 536 | 228 / 490 | 9 / 440 | 2 / 356 | 93 / 293 | 55 / 245 | 15 / 209 | 24 / 173 | - | - | - |
Quartile Ranking | 4 | 1 | 3 | 1 | 2 | 1 | 1 | 2 | 1 | 1 | 1 | - | - | - |
Return % | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fund | -3.18% | -0.20% | 2.74% | 0.11% | 2.17% | -0.66% | -0.90% | 1.79% | 0.17% | 0.14% | 0.78% | -0.10% |
Benchmark | -2.61% | -0.13% | 1.51% | -3.16% | 1.33% | 2.61% | 1.46% | 0.01% | 0.00% | 0.40% | -1.24% | 0.00% |
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/ 191 | 227/ 234 | 250/ 268 | 170/ 325 | 3/ 392 | 452/ 472 |
10.01% (2018)
-2.04% (2021)
Name | Percent |
---|---|
Foreign Government Bonds | 99.57 |
Cash and Equivalents | 0.42 |
Other | 0.01 |
Name | Percent |
---|---|
Fixed Income | 99.58 |
Cash and Cash Equivalent | 0.42 |
Name | Percent |
---|---|
North America | 100.00 |
Name | Percent |
---|---|
United States Treasury 1.50% 31-Jan-2027 | 1.12 |
US TREASURY N/B 4.63% 30-Apr-2029 | 1.06 |
US TREASURY N/B 4.88% 30-Apr-2026 | 1.06 |
United States Treasury 4.50% 31-Mar-2026 | 1.05 |
United States Treasury 4.63% 28-Feb-2026 | 1.05 |
US TREASURY N/B 4.50% 31-May-2029 | 1.04 |
United States Treasury 4.13% 31-Mar-2029 | 0.99 |
United States Treasury 4.00% 31-Jan-2029 | 0.98 |
United States Treasury 4.25% 28-Feb-2029 | 0.93 |
United States Treasury 2.88% 15-May-2028 | 0.93 |
BMO Short-Term US Treasury Bond Index ETF - CAD Units
Median
Other - Global Fixed Income
Standard Deviation | 5.54% | 6.42% | - |
---|---|---|---|
Beta | 0.36% | 0.58% | - |
Alpha | 0.04% | 0.02% | - |
Rsquared | 0.21% | 0.38% | - |
Sharpe | 0.06% | -0.19% | - |
Sortino | 0.06% | -0.48% | - |
Treynor | 0.01% | -0.02% | - |
Tax Efficiency | 76.51% | - | - |
Volatility |
|
|
- |
Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
---|---|---|---|---|
Standard Deviation | 5.40% | 5.54% | 6.42% | - |
Beta | 0.35% | 0.36% | 0.58% | - |
Alpha | 0.03% | 0.04% | 0.02% | - |
Rsquared | 0.14% | 0.21% | 0.38% | - |
Sharpe | -0.37% | 0.06% | -0.19% | - |
Sortino | -0.04% | 0.06% | -0.48% | - |
Treynor | -0.06% | 0.01% | -0.02% | - |
Tax Efficiency | 71.72% | 76.51% | - | - |
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) | $47 |
52 Week High | $49.67 |
52 Week Low | $45.89 |
Annual Dividend | $0.94 |
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.
-
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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