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BMO MSCI USA Value Index ETF (ZVU : TSX)

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U.S. Equity

FundGrade D Click for more information on Fundata’s FundGrade

FundGrade D

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Fundata ESG GradeB Click for more information on Fundata’s ESG Grade

Fundata ESG Grade B

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Close
(04-22-2024) 		$27.90
Change
-$0.02 (-0.07%)
Open -
Day Range - - -
Volume 0

As at March 31, 2024

As at March 31, 2024

As at February 29, 2024

  • Closing Price / Volume
Period
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Legend

BMO MSCI USA Value Index ETF

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Fund Returns

Inception Return (October 04, 2017): 8.74%

Fund Returns
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 5.70% 10.02% 20.26% 10.02% 19.62% 8.43% 6.80% 15.89% 8.98% 7.95% - - - -
Benchmark 3.07% 13.26% 23.76% 13.26% 30.04% 14.00% 14.30% 19.94% 15.37% 15.05% 14.39% 15.08% 13.81% 15.28%
Category Average 2.94% 22.06% 22.06% 11.88% 26.39% 10.39% 10.21% 17.40% 12.02% 11.35% 11.08% 11.62% 10.10% 11.05%
Category Rank 69 / 1,374 1,083 / 1,361 959 / 1,343 1,083 / 1,361 1,076 / 1,288 899 / 1,216 998 / 1,158 815 / 1,095 869 / 993 824 / 887 - - - -
Quartile Ranking 1 4 3 4 4 3 4 3 4 4 - - - -

Monthly Return

Monthly Return
Return % Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Fund -0.91% -3.56% 4.37% 3.11% -0.55% -2.74% -1.60% 5.76% 5.03% 0.55% 3.51% 5.70%
Benchmark 1.90% 0.62% 3.76% 2.72% 1.05% -4.85% 0.44% 6.86% 1.80% 3.00% 6.70% 3.07%

Best Monthly Return Since Inception

13.42% (November 2020)

Worst Monthly Return Since Inception

-14.51% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund - - - - -4.08% 20.34% -2.72% 27.44% -8.63% 11.03%
Benchmark 24.19% 20.77% 8.65% 13.80% 3.98% 25.18% 16.07% 28.16% -12.52% 23.32%
Category Average 16.59% 10.40% 6.16% 13.43% -2.19% 22.72% 13.97% 23.22% -14.41% 18.85%
Quartile Ranking - - - - 4 4 4 1 1 4
Category Rank - - - - 669/ 875 764/ 950 1,038/ 1,063 183/ 1,139 227/ 1,196 1,076/ 1,260

Best Calendar Return (Last 10 years)

27.44% (2021)

Worst Calendar Return (Last 10 years)

-8.63% (2022)

Asset Allocation

Asset Allocation
Name Percent
US Equity 96.25
International Equity 3.48
Cash and Equivalents 0.27

Sector Allocation

Sector Allocation
Name Percent
Technology 26.77
Financial Services 13.16
Consumer Goods 11.50
Healthcare 11.47
Real Estate 8.39
Other 28.71

Geographic Allocation

Geographic Allocation
Name Percent
North America 96.52
Europe 3.35
Latin America 0.14
Other -0.01

Top Holdings

Top Holdings
Name Percent
Intel Corp 6.30
Cisco Systems Inc 4.74
AT&T Inc 4.70
General Motors Co 3.54
International Business Machines Corp 3.40
Applied Materials Inc 2.79
Ford Motor Co 2.31
Pfizer Inc 2.25
Wells Fargo & Co 2.00
CVS Health Corp 1.97

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

BMO MSCI USA Value Index ETF

Median

Other - U.S. Equity

3 Yr Annualized

Standard Deviation 14.41% 17.08% -
Beta 0.80% 0.98% -
Alpha -0.04% -0.05% -
Rsquared 0.64% 0.68% -
Sharpe 0.35% 0.48% -
Sortino 0.51% 0.62% -
Treynor 0.06% 0.08% -
Tax Efficiency 85.54% 88.91% -
Volatility Volatility rating is 8 on a scale of 1 to 10 Volatility rating is 8 on a scale of 1 to 10 -

Risk Rating

Rating 8 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 11.78% 14.41% 17.08% -
Beta 0.80% 0.80% 0.98% -
Alpha -0.03% -0.04% -0.05% -
Rsquared 0.51% 0.64% 0.68% -
Sharpe 1.18% 0.35% 0.48% -
Sortino 2.92% 0.51% 0.62% -
Treynor 0.17% 0.06% 0.08% -
Tax Efficiency 94.18% 85.54% 88.91% -

Fundata ESG Metrics

Fundata ESG Score

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.

Fundata E Score

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.

Fundata S Score

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.

Fundata G Score

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.

View the full methodology

Fund Details

Start Date October 04, 2017
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) $55
52 Week High $29.50
52 Week Low $23.48
Annual Dividend $0.72
Annual Yield -
Index MSCI USA Enhanced Value Capped 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

BMO MSCI USA Value Index ETF seeks to replicate, to the extent possible, the performance of a U.S.equity value index, net of expenses. Currently, BMO MSCI USA Value Index ETF seeks to replicate the performance of the MSCI USA Enhanced Value Capped Index.

Investment Strategy

The investment strategy of BMO MSCI USA Value Index ETF is to invest in and hold the Constituent Securities of the MSCI USA Enhanced Value Capped Index or securities intended to replicate the performance of the Index.

Portfolio Manager(s)

Name Start Date
BMO Asset Management Inc. 10-04-2017

Management and Organization

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

Fees

MER 0.34%
Management Fee 0.30%

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