ETF Detail - Fund Library

Close (05-16-2024)	$26.82
Change	-$0.03 (-0.11%)

Open	$26.85
Day Range	$26.82 - $26.87
Volume	700

Closing Price / Volume

Period

Legend

BMO Global Strategic Bond Fund - ETF Series

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Fund Returns

Inception Return (May 23, 2018): 2.00%

Fund Returns
Row Heading	Return				Annualized Return
Row Heading	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	-1.49%	0.06%	9.56%	0.52%	6.35%	2.14%	-1.40%	2.25%	1.30%	-	-	-	-	-
Benchmark	-0.78%	0.31%	5.01%	0.77%	1.87%	3.38%	-1.05%	-1.94%	-0.11%	1.10%	0.58%	1.78%	2.36%	2.93%
Category Average	-1.55%	5.93%	5.93%	-0.99%	2.58%	-	-	-	-	-	-	-	-	-
Category Rank	137 / 276	56 / 275	15 / 275	52 / 275	43 / 266	85 / 259	153 / 251	61 / 231	69 / 219	-	-	-	-	-
Quartile Ranking	2	1	1	1	1	2	3	2	2	-	-	-	-	-

Monthly Return

Monthly Return
Return %	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr
Fund	-1.02%	0.29%	0.80%	-0.32%	-1.55%	-1.14%	4.62%	4.19%	0.45%	-0.15%	1.72%	-1.49%
Benchmark	-1.59%	-2.01%	0.30%	1.72%	-2.75%	1.40%	2.81%	1.36%	0.46%	0.43%	0.67%	-0.78%

Best Monthly Return Since Inception

4.63% (January 2023)

Worst Monthly Return Since Inception

-12.46% (March 2020)

Calendar Return (%)

Calendar Return
Return %	2014	2015	2016	2017	2018	2019	2020	2021	2022	2023
Fund	-	-	-	-	-	12.35%	5.52%	1.64%	-15.52%	10.28%
Benchmark	11.01%	16.14%	1.29%	1.23%	6.50%	4.01%	7.35%	-4.31%	-10.27%	5.25%
Category Average	-	-	-	-	-	-	-	-	-	-
Quartile Ranking	-	-	-	-	-	1	2	1	4	1
Category Rank	-	-	-	-	-	8/ 216	108/ 230	49/ 248	255/ 258	12/ 266

Best Calendar Return (Last 10 years)

12.35% (2019)

Worst Calendar Return (Last 10 years)

-15.52% (2022)

Asset Allocation

Asset Allocation
Name	Percent
Foreign Government Bonds	45.26
Foreign Corporate Bonds	28.48
Cash and Equivalents	12.38
Foreign Bonds - Other	11.05
Mortgages	4.54
Other	-1.71

Sector Allocation

Sector Allocation
Name	Percent
Fixed Income	89.34
Cash and Cash Equivalent	12.39
Real Estate	0.08
Consumer Services	0.06
Telecommunications	0.02
Other	-1.89

Geographic Allocation

Geographic Allocation
Name	Percent
North America	83.24
Europe	11.80
Latin America	4.81
Africa and Middle East	2.87
Asia	0.01
Other	-2.73

Top Holdings

Top Holdings
Name	Percent
US 10YR NOTE (CBT)JUN24 XCBT 20240618	29.18
SWU01VA72 IRS USD R F 4.00000 SWU01VA72 CCPOIS 4.00% 20-Dec-2026	8.38
BWU01JHU1 IRS USD R V 12MSOFR SWUV1JHU3 CCPOIS 1.00% 21-Dec-2029	4.85
GNMA II TBA 30 YR 5.5 JUMBOS 5.50% 15-Jun-2054	4.83
Federal National Mrtgage Assoc 4.50% 13-Jun-2023	4.71
BWU01PCJ7 IRS USD R V 12MSOFR SWUV1PCJ9 CCPOIS 1.00% 06-Jun-2030	4.54
SWU01VA23 IRS USD R F 4.75000 SWU01VA23 CCPOIS 4.75% 20-Dec-2024	3.60
BWU01P4Z0 IRS USD R V 03MSOFR SWUV1P4Z2 CCPOIS 1.00% 16-Jun-2031	3.55
SWU022DJ6 IRS EUR R F 2.75000 SWU022DJ6 CCPVANILLA 2.75% 18-Sep-2034	3.32
US 2YR NOTE (CBT) JUN24 XCBT 20240628	3.13

Equity Style

Fixed Income Style

Period:

Risk vs Return (3 Yr)

BMO Global Strategic Bond Fund - ETF Series

Median

Other - Multi-Sector Fixed Income

3 Yr Annualized

Standard Deviation	8.56%	9.40%	-
Beta	0.85%	0.66%	-
Alpha	0.00%	0.02%	-
Rsquared	0.47%	0.20%	-
Sharpe	-0.44%	-0.03%	-
Sortino	-0.62%	-0.16%	-
Treynor	-0.04%	0.00%	-
Tax Efficiency	-	-	-
Volatility			-

Risk Rating

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio	1 Yr	3 Yr	5 Yr	10 Yr
Standard Deviation	7.12%	8.56%	9.40%	-
Beta	0.78%	0.85%	0.66%	-
Alpha	0.05%	0.00%	0.02%	-
Rsquared	0.39%	0.47%	0.20%	-
Sharpe	0.23%	-0.44%	-0.03%	-
Sortino	1.06%	-0.62%	-0.16%	-
Treynor	0.02%	-0.04%	0.00%	-
Tax Efficiency	70.61%	-	-	-

No data available

Fund Details

Start Date	May 23, 2018
Instrument Type	Exchange Traded Fund
Share Class	Do-It-Yourself
Legal Status	Trust
Sales Status	-
Currency	CAD
Distribution Frequency	Quarterly
Assets ($mil)	$172
52 Week High	$27.02
52 Week Low	$23.86
Annual Dividend	$1.20
Annual Yield	-
Index	-
Shares Outstanding	-
Registered Plan Eligible	Yes

ETF Characteristics

Exposure	1x performance
Asset Class High	-
Asset Class Medium	-
Asset Class Low	-
Leveraged	-
Inverse	-
Advisor Series	-
Covered Call Strategy	No

Investment Objectives

This fund’s objective is to provide a fixed monthly distribution and capital appreciation potential by investing primarily in debt instruments issued by governments and corporations from around the world.

Investment Strategy

These are the strategies the portfolio manager uses to try to achieve the fund’s objective: invests primarily in a diversified pool of fixed-income securities, such as bonds and debentures issued by governments and corporations or obtains exposure to such securities; seeks the best potential investments for the portfolio by analyzing the credit ratings of various issuers and using quantitative and other research.

Portfolio Manager(s)

Name	Start Date
Eve Tournier	04-23-2024
Alfred T. Murata	04-23-2024
Daniel J. Ivascyn	04-23-2024

Management and Organization

Fund Manager	BMO Investments Inc.
Advisor	PIMCO Canada Corp.
Custodian	State Street Trust Company Canada
Registrar	State Street Trust Company Canada
Distributor	BMO Investments Inc.
Auditor	PriceWaterhouseCoopers LLP

Fees

MER	0.80%
Management Fee	0.73%

BMO Global Strategic Bond Fund - ETF Series (ZGSB : TSX)

FundGrade C