ETF Detail - Fund Library

Close (05-07-2024)	$28.43
Change	$0.22 (0.78%)

Open	$28.39
Day Range	$28.39 - $28.45
Volume	2,900

Closing Price / Volume

Period

Legend

BMO Sustainable Global Multi-Sector Bond Fund (ETF Series)

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Fund Returns

Inception Return (May 23, 2018): 2.43%

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	0.82%	0.78%	6.00%	0.78%	7.26%	1.88%	0.00%	2.84%	2.14%	-	-	-	-	-
Benchmark	0.67%	1.56%	7.31%	1.56%	3.76%	2.10%	-1.05%	-1.60%	0.23%	0.94%	1.24%	1.69%	2.07%	3.07%
Category Average	0.93%	6.51%	6.51%	0.57%	4.70%	-	-	-	-	-	-	-	-	-
Category Rank	181 / 276	134 / 275	176 / 275	134 / 275	60 / 266	73 / 258	90 / 251	76 / 231	49 / 216	-	-	-	-	-
Quartile Ranking	3	2	3	2	1	2	2	2	1	-	-	-	-	-

Monthly Return

Monthly Return
Return %	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar
Fund	0.53%	-0.42%	-0.23%	1.64%	0.03%	-0.35%	-0.11%	2.61%	2.63%	0.34%	-0.38%	0.82%
Benchmark	1.06%	-1.59%	-2.01%	0.30%	1.72%	-2.75%	1.40%	2.81%	1.36%	0.46%	0.43%	0.67%

Best Monthly Return Since Inception

4.08% (July 2022)

Worst Monthly Return Since Inception

-6.80% (March 2020)

Calendar Return (%)

Calendar Return
Return %	2014	2015	2016	2017	2018	2019	2020	2021	2022	2023
Fund	-	-	-	-	-	11.25%	5.29%	0.48%	-9.54%	8.64%
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	3	2	3	1
Category Rank	-	-	-	-	-	12/ 216	119/ 230	88/ 248	130/ 258	47/ 266

Best Calendar Return (Last 10 years)

11.25% (2019)

Worst Calendar Return (Last 10 years)

-9.54% (2022)

Asset Allocation

Asset Allocation
Name	Percent
Foreign Corporate Bonds	76.51
Foreign Government Bonds	18.23
Cash and Equivalents	5.27
Other	-0.01

Sector Allocation

Sector Allocation
Name	Percent
Fixed Income	94.73
Cash and Cash Equivalent	5.26
Other	0.01

Geographic Allocation

Geographic Allocation
Name	Percent
Europe	62.93
North America	31.55
Africa and Middle East	3.41
Multi-National	0.91
Asia	0.54
Other	0.66

Top Holdings

Top Holdings
Name	Percent
CDS058754 CDS USD R V 03MEVENT PROT_CDS058754_1 CDX 1.00% 20-Dec-2027	7.64
CDS058802 CDS EUR R V 03MEVENT PROT_CDS058802_1 ITRAXX 1.00% 20-Dec-2027	6.35
CDS059758 CDS USD R V 03MEVENT PROT_CDS059758_1 CDX 1.00% 20-Dec-2027	5.06
CDS058819 CDS EUR R V 03MEVENT PROT_CDS058819_1 ITRAXX 1.00% 20-Dec-2027	4.17
CDS059742 CDS EUR R V 03MEVENT PROT_CDS059742_1 ITRAXX 1.00% 20-Dec-2027	4.06
United Kingdom Government 4.75% 22-Oct-2043	3.95
United States Treasury 1.13% 15-May-2040	3.95
United States Treasury 4.50% 15-Nov-2033	2.23
CDS059385 CDS EUR R V 03MEVENT PROT_CDS059385_1 ITRAXX 1.00% 20-Dec-2027	1.88
CAD Currency	1.79

Equity Style

Fixed Income Style

Average Duration: M. Average Credit Quality: M.

Period:

Risk vs Return (3 Yr)

BMO Sustainable Global Multi-Sector Bond Fund (ETF Series)

Median

Other - Multi-Sector Fixed Income

3 Yr Annualized

Standard Deviation	5.95%	6.08%	-
Beta	0.56%	0.45%	-
Alpha	0.01%	0.02%	-
Rsquared	0.42%	0.22%	-
Sharpe	-0.41%	0.06%	-
Sortino	-0.61%	-0.15%	-
Treynor	-0.04%	0.01%	-
Tax Efficiency	-	-	-
Volatility			-

Risk Rating

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio	1 Yr	3 Yr	5 Yr	10 Yr
Standard Deviation	3.87%	5.95%	6.08%	-
Beta	0.41%	0.56%	0.45%	-
Alpha	0.06%	0.01%	0.02%	-
Rsquared	0.37%	0.42%	0.22%	-
Sharpe	0.61%	-0.41%	0.06%	-
Sortino	3.22%	-0.61%	-0.15%	-
Treynor	0.06%	-0.04%	0.01%	-
Tax Efficiency	79.90%	-	-	-

No data available

Fund Details

Start Date	May 23, 2018
Instrument Type	Exchange Traded Fund (Responsible Investment)
Share Class	Do-It-Yourself
Legal Status	Trust
Sales Status	-
Currency	CAD
Distribution Frequency	Quarterly
Assets ($mil)	-
52 Week High	$28.70
52 Week Low	$26.39
Annual Dividend	$1.00
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 high level of interest income along with the opportunity for growth by investing primarily in a portfolio of global fixed income securities using a responsible investment approach.

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 issues by government 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
Keith Patton	05-30-2023
Rebecca Seabrook	05-30-2023
Ian Robinson	05-30-2023

Management and Organization

Fund Manager	BMO Investments Inc.
Advisor	Columbia Threadneedle Management Limited
Custodian	State Street Trust Company Canada
Registrar	BMO Investments Inc.
Distributor	BMO Investments Inc.
Auditor	PriceWaterhouseCoopers LLP

Fees

MER	0.66%
Management Fee	0.60%

BMO Sustainable Global Multi-Sector Bond Fund (ETF Series) (ZMSB : TSX)

FundGrade C

RI FundGrade A+® Rating Recipient