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International Equity
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2019
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|
Close (04-17-2024) |
$25.89 |
|---|---|
| Change |
$0.00
(0.00%)
|
| Open | - |
|---|---|
| Day Range | - - - |
| Volume | 10 |
As at March 31, 2024
As at March 31, 2024
As at February 29, 2024
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Inception Return (February 10, 2016): 6.67%
| 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 | 2.73% | 5.00% | 10.49% | 5.00% | 10.93% | 6.54% | 6.03% | 9.09% | 4.29% | 5.63% | 5.65% | 5.95% | - | - |
| Benchmark | 3.12% | 7.59% | 16.68% | 7.59% | 15.23% | 9.95% | 5.89% | 11.85% | 7.22% | 5.75% | 6.70% | 7.66% | 6.18% | 6.93% |
| Category Average | 2.83% | 15.60% | 15.60% | 7.06% | 12.44% | 8.30% | 4.27% | 10.73% | 6.20% | 4.82% | 5.67% | 6.45% | 5.01% | 5.58% |
| Category Rank | 460 / 783 | 592 / 775 | 690 / 763 | 592 / 775 | 459 / 742 | 607 / 719 | 261 / 694 | 475 / 656 | 536 / 620 | 244 / 540 | 264 / 476 | 278 / 423 | - | - |
| Quartile Ranking | 3 | 4 | 4 | 4 | 3 | 4 | 2 | 3 | 4 | 2 | 3 | 3 | - | - |
| Return % | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 3.63% | -2.65% | 1.13% | 1.24% | -1.23% | -1.59% | -1.47% | 4.11% | 2.57% | 1.92% | 0.28% | 2.73% |
| Benchmark | 2.76% | -3.45% | 1.52% | 3.11% | -1.30% | -3.65% | -1.92% | 7.38% | 2.98% | 0.90% | 3.40% | 3.12% |
10.46% (November 2020)
-12.76% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | 12.61% | 1.07% | 16.88% | -5.53% | 12.64% | -7.68% | 12.61% |
| Benchmark | 4.12% | 19.41% | -1.70% | 18.37% | -6.81% | 16.27% | 8.01% | 8.97% | -10.67% | 15.74% |
| Category Average | 1.55% | 13.82% | -2.56% | 17.84% | -8.91% | 17.54% | 7.87% | 8.64% | -12.60% | 13.75% |
| Quartile Ranking | - | - | - | 4 | 1 | 3 | 4 | 1 | 2 | 3 |
| Category Rank | - | - | - | 396/ 468 | 5/ 531 | 338/ 599 | 636/ 653 | 140/ 684 | 191/ 707 | 483/ 738 |
16.88% (2019)
-7.68% (2022)
| Name | Percent |
|---|---|
| International Equity | 95.99 |
| Income Trust Units | 2.63 |
| Cash and Equivalents | 1.41 |
| Other | -0.03 |
| Name | Percent |
|---|---|
| Consumer Goods | 15.69 |
| Healthcare | 14.20 |
| Industrial Services | 11.11 |
| Utilities | 10.90 |
| Financial Services | 9.75 |
| Other | 38.35 |
| Name | Percent |
|---|---|
| Europe | 69.61 |
| Asia | 27.20 |
| Africa and Middle East | 1.94 |
| North America | 1.27 |
| Other | -0.02 |
| Name | Percent |
|---|---|
| BMO Low Volatility International Equity ETF (ZLI) | 99.06 |
| CAD Currency Forward | 1.21 |
| CANADIAN DOLLAR | 0.02 |
| EURO CURRENCY | 0.01 |
| SINGAPORE DOLLAR | 0.00 |
| CHF Currency Forward | 0.00 |
| ILS Currency Forward | 0.00 |
| USD Currency Forward | 0.00 |
| AUD Currency Forward | -0.01 |
| HKD Currency Forward | -0.01 |
BMO Low Volatility International Equity Hedged to CAD ETF
Median
Other - International Equity
| Standard Deviation | 10.03% | 12.08% | - |
|---|---|---|---|
| Beta | 0.66% | 0.77% | - |
| Alpha | 0.02% | -0.01% | - |
| Rsquared | 0.77% | 0.77% | - |
| Sharpe | 0.37% | 0.25% | - |
| Sortino | 0.48% | 0.22% | - |
| Treynor | 0.06% | 0.04% | - |
| Tax Efficiency | 82.95% | 76.57% | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 7.71% | 10.03% | 12.08% | - |
| Beta | 0.60% | 0.66% | 0.77% | - |
| Alpha | 0.02% | 0.02% | -0.01% | - |
| Rsquared | 0.79% | 0.77% | 0.77% | - |
| Sharpe | 0.77% | 0.37% | 0.25% | - |
| Sortino | 1.87% | 0.48% | 0.22% | - |
| Treynor | 0.10% | 0.06% | 0.04% | - |
| Tax Efficiency | 89.96% | 82.95% | 76.57% | - |
The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.
Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.
Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.
Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.
Powered by OWL Analytics. For more information, please contact Fundata Canada.
| Start Date | February 10, 2016 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | - |
| 52 Week High | $26.93 |
| 52 Week Low | $23.63 |
| Annual Dividend | $0.68 |
| Annual Yield | - |
| Index | - |
| Shares Outstanding | - |
| Registered Plan Eligible | Yes |
| Exposure | 1x performance |
|---|---|
| Asset Class High | - |
| Asset Class Medium | - |
| Asset Class Low | - |
| Leveraged | - |
| Inverse | - |
| Advisor Series | - |
| Covered Call Strategy | No |
BMO Low Volatility International Equity Hedged to CAD 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.
ZLD utilizes a rules based methodology to build a portfolio of less market sensitive stocks from a universe of international large cap stocks. The underlying portfolio is rebalanced in June and reconstituted in December.
| Name | Start Date |
|---|---|
| BMO Asset Management Inc. | 02-10-2016 |
| 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 | 0.45% |
|---|---|
| Management Fee | 0.40% |
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