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BMO S&P 500 Index ETF - CAD Units (ZSP : TSX)

U.S. Equity

FundGrade A Click for more information on Fundata’s FundGrade

FundGrade A

Click for more information on Fundata’s FundGrade.

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

Fundata ESG Grade B

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FundGrade A+® Rating Recipient

FundGrade A+® Rating Recipient

2023

Click for more information on Fundata’s FundGrade

Close
(07-18-2024)
$83.07
Change
-$0.53 (-0.63%)
Open $83.78
Day Range $82.75 - $83.94
Volume 399,268

As at June 30, 2024

As at June 30, 2024

As at February 29, 2024

Period
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Legend

BMO S&P 500 Index ETF - CAD Units

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Fund Returns

Inception Return (November 14, 2012): 17.50%

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 3.95% 5.25% 18.87% 18.87% 28.19% 25.37% 13.31% 16.84% 15.66% 14.62% 14.74% 15.12% 14.20% 15.26%
Benchmark 3.97% 5.34% 19.31% 19.31% 28.76% 25.79% 13.71% 17.14% 16.08% 15.00% 15.15% 15.56% 14.64% 15.71%
Category Average 2.98% 15.31% 15.31% 15.31% 23.48% 20.55% 8.91% 13.87% 12.06% 11.23% 11.42% 11.84% 10.63% 11.23%
Category Rank 459 / 1,367 401 / 1,360 460 / 1,345 460 / 1,345 473 / 1,299 413 / 1,236 168 / 1,165 172 / 1,092 184 / 1,037 157 / 900 190 / 838 160 / 760 97 / 657 92 / 620
Quartile Ranking 2 2 2 2 2 2 1 1 1 1 1 1 1 1

Monthly Return

Monthly Return
Return % Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Fund 2.72% 0.81% -4.29% -0.07% 6.73% 2.03% 3.17% 6.30% 2.99% -2.54% 3.89% 3.95%
Benchmark 2.72% 1.05% -4.85% 0.44% 6.86% 1.80% 3.00% 6.70% 3.07% -2.70% 4.13% 3.97%

Best Monthly Return Since Inception

11.54% (April 2020)

Worst Monthly Return Since Inception

-8.07% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 23.75% 20.21% 8.19% 13.58% 3.44% 24.53% 15.67% 27.53% -12.63% 23.08%
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 1 1 2 3 2 2 2 1 2 2
Category Rank 76/ 547 130/ 639 180/ 687 406/ 776 236/ 864 428/ 939 516/ 1,051 179/ 1,126 423/ 1,183 519/ 1,247

Best Calendar Return (Last 10 years)

27.53% (2021)

Worst Calendar Return (Last 10 years)

-12.63% (2022)

Asset Allocation

Asset Allocation
Name Percent
US Equity 96.92
International Equity 2.77
Cash and Equivalents 0.24
Canadian Equity 0.07

Sector Allocation

Sector Allocation
Name Percent
Technology 39.15
Financial Services 11.76
Healthcare 11.39
Consumer Services 10.10
Consumer Goods 6.37
Other 21.23

Geographic Allocation

Geographic Allocation
Name Percent
North America 97.23
Europe 2.63
Latin America 0.11
Other 0.03

Top Holdings

Top Holdings
Name Percent
Microsoft Corp 7.23
NVIDIA Corp 6.62
Apple Inc 6.61
Amazon.com Inc 3.86
Meta Platforms Inc Cl A 2.41
Alphabet Inc Cl A 2.34
Alphabet Inc Cl C 1.96
Berkshire Hathaway Inc Cl B 1.61
Eli Lilly and Co 1.58
Broadcom Inc 1.53

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 S&P 500 Index ETF - CAD Units

Median

Other - U.S. Equity

3 Yr Annualized

Standard Deviation 13.91% 14.05% 12.76%
Beta 0.96% 0.99% 0.99%
Alpha 0.00% 0.00% 0.00%
Rsquared 1.00% 0.99% 1.00%
Sharpe 0.75% 0.96% 1.07%
Sortino 1.19% 1.46% 1.55%
Treynor 0.11% 0.14% 0.14%
Tax Efficiency 96.05% 96.29% 95.84%
Volatility Volatility rating is 7 on a scale of 1 to 10 Volatility rating is 6 on a scale of 1 to 10 Volatility rating is 7 on a scale of 1 to 10

Risk Rating

Rating 7 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 11.28% 13.91% 14.05% 12.76%
Beta 0.95% 0.96% 0.99% 0.99%
Alpha 0.01% 0.00% 0.00% 0.00%
Rsquared 0.99% 1.00% 0.99% 1.00%
Sharpe 1.85% 0.75% 0.96% 1.07%
Sortino 4.25% 1.19% 1.46% 1.55%
Treynor 0.22% 0.11% 0.14% 0.14%
Tax Efficiency 98.02% 96.05% 96.29% 95.84%

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.

Fund Details

Start Date November 14, 2012
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) $14,905
52 Week High $84.71
52 Week Low $62.27
Annual Dividend $0.91
Annual Yield -
Index S&P 500 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 No
Covered Call Strategy No

Investment Objectives

The BMO S&P 500 Index ETF has been designed to replicate, to the extent possible, the performance of the S&P 500 Index, net of expenses.

Investment Strategy

ZSP invests in and holds the Constituent Securities of the Index in the same proportion as they are reflected in the Index.

Portfolio Manager(s)

Name Start Date
BMO Asset Management Inc. 11-14-2012

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 0.09%
Management Fee 0.08%

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