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U.S. Equity
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Click for more information on Fundata’s ESG Grade
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|
Close (03-13-2026) |
$39.03 |
|---|---|
| Change |
$0.07
(0.18%)
|
| Open | $39.36 |
|---|---|
| Day Range | $39.07 - $39.36 |
| Volume | 575 |
As at February 28, 2026
As at February 28, 2026
As at February 28, 2026
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Inception Return (February 10, 2016): 9.64%
| 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 | 7.02% | 9.45% | 12.69% | 11.40% | 14.87% | 15.39% | 11.24% | 8.39% | 10.86% | 10.05% | 9.69% | 9.79% | 9.09% | 9.32% |
| Benchmark | -0.17% | -1.69% | 6.34% | 0.21% | 10.54% | 18.01% | 21.90% | 15.70% | 15.86% | 17.18% | 16.18% | 15.07% | 14.83% | 15.59% |
| Category Average | -0.35% | 4.26% | 4.26% | 0.30% | 7.44% | 12.83% | 16.76% | 11.26% | 11.24% | 13.14% | 12.13% | 11.07% | 11.09% | 11.92% |
| Category Rank | 17 / 1,402 | 37 / 1,393 | 95 / 1,369 | 28 / 1,396 | 101 / 1,304 | 381 / 1,255 | 1,055 / 1,183 | 936 / 1,115 | 644 / 1,076 | 876 / 1,014 | 799 / 948 | 648 / 864 | 646 / 790 | 612 / 697 |
| Quartile Ranking | 1 | 1 | 1 | 1 | 1 | 2 | 4 | 4 | 3 | 4 | 4 | 3 | 4 | 4 |
| Return % | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 1.41% | -2.19% | -0.28% | 0.05% | 0.75% | 2.24% | 2.33% | -2.83% | 3.56% | -1.75% | 4.09% | 7.02% |
| Benchmark | -6.04% | -4.57% | 5.88% | 4.21% | 3.75% | 1.28% | 5.00% | 3.05% | -0.03% | -1.89% | 0.38% | -0.17% |
8.64% (April 2020)
-11.52% (March 2020)
| Return % | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | 11.78% | -1.30% | 24.96% | 2.75% | 20.94% | 0.48% | -1.97% | 11.04% | 9.84% |
| Benchmark | 8.65% | 13.80% | 3.98% | 25.18% | 16.07% | 28.16% | -12.52% | 23.32% | 36.01% | 12.28% |
| Category Average | 6.16% | 13.43% | -2.19% | 22.72% | 13.97% | 23.22% | -14.41% | 18.85% | 26.98% | 8.65% |
| Quartile Ranking | - | 3 | 3 | 2 | 4 | 3 | 1 | 4 | 4 | 2 |
| Category Rank | - | 513/ 767 | 507/ 852 | 399/ 924 | 883/ 995 | 745/ 1,060 | 92/ 1,105 | 1,142/ 1,160 | 1,215/ 1,246 | 518/ 1,290 |
24.96% (2019)
-1.97% (2023)
| Name | Percent |
|---|---|
| US Equity | 95.49 |
| International Equity | 2.93 |
| Cash and Equivalents | 1.59 |
| Name | Percent |
|---|---|
| Utilities | 19.48 |
| Healthcare | 18.05 |
| Consumer Goods | 12.68 |
| Financial Services | 10.99 |
| Industrial Goods | 10.22 |
| Other | 28.58 |
| Name | Percent |
|---|---|
| North America | 97.08 |
| Europe | 2.25 |
| Latin America | 0.67 |
| Name | Percent |
|---|---|
| BMO Low Volatility US Equity ETF (ZLU) | 98.91 |
| CAD Currency Forward | 0.96 |
| CANADIAN DOLLAR | 0.14 |
| USD Currency Forward | -0.01 |
BMO Low Volatility US Equity Hedged to CAD ETF
Median
Other - U.S. Equity
| Standard Deviation | 10.68% | 12.18% | 12.14% |
|---|---|---|---|
| Beta | 0.27% | 0.49% | 0.60% |
| Alpha | 0.06% | 0.03% | 0.01% |
| Rsquared | 0.08% | 0.28% | 0.39% |
| Sharpe | 0.70% | 0.68% | 0.64% |
| Sortino | 1.20% | 1.10% | 0.84% |
| Treynor | 0.28% | 0.17% | 0.13% |
| Tax Efficiency | 92.33% | 91.94% | - |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 9.93% | 10.68% | 12.18% | 12.14% |
| Beta | 0.00% | 0.27% | 0.49% | 0.60% |
| Alpha | 0.14% | 0.06% | 0.03% | 0.01% |
| Rsquared | 0.00% | 0.08% | 0.28% | 0.39% |
| Sharpe | 1.20% | 0.70% | 0.68% | 0.64% |
| Sortino | 2.56% | 1.20% | 1.10% | 0.84% |
| Treynor | -25.09% | 0.28% | 0.17% | 0.13% |
| Tax Efficiency | 94.91% | 92.33% | 91.94% | - |
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) | $103 |
| 52 Week High | $40.69 |
| 52 Week Low | $32.85 |
| 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 US Equity Hedged to CAD ETF has been designed to provide exposure to a low beta weighted portfolio of U.S. stocks. Beta measures the security's sensitivity to market movements.
ZLH utilizes a rules based methodology to select the 100 least market sensitive stocks from a universe of U.S. large cap stocks. The underlying portfolio is rebalanced in June and reconstituted in December.
| Portfolio Manager |
BMO Asset Management Inc. |
|---|---|
| Sub-Advisor |
- |
| Fund Manager |
BMO Asset Management Inc. |
|---|---|
| Custodian |
State Street Trust Company Canada |
| Registrar |
State Street Trust Company Canada |
| Distributor |
- |
| MER | 0.34% |
|---|---|
| Management Fee | 0.30% |
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