Join Fund Library now and get free access to personalized features to help you manage your investments.

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

Multi-Sector Fixed Income

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

Click for more information on Fundata’s FundGrade.

RI FundGrade A+® Rating Recipient

RI FundGrade A+® Rating Recipient

2023, 2022

Click for more information on Fundata’s FundGrade

Close
(11-05-2024)
$28.86
Change
-$0.02 (-0.07%)
Open -
Day Range - - -
Volume 0

As at September 30, 2024

As at September 30, 2024

Period
Loading...
Loading...

Legend

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

Compare Options


Fund Returns

Inception Return (May 23, 2018): 2.92%

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 0.94% 3.64% 4.30% 5.11% 10.56% 9.00% 0.92% 1.72% 2.07% 3.00% - - - -
Benchmark 1.97% 5.25% 5.97% 7.63% 13.72% 8.45% -0.01% -0.89% 0.70% 2.28% 2.29% 1.61% 2.21% 3.54%
Category Average 1.23% 4.41% 4.41% 5.00% 11.20% - - - - - - - - -
Category Rank 261 / 297 216 / 296 187 / 294 164 / 293 185 / 293 59 / 283 105 / 276 96 / 264 92 / 239 69 / 219 - - - -
Quartile Ranking 4 3 3 3 3 1 2 2 2 2 - - - -

Monthly Return

Monthly Return
Return % Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Fund -0.11% 2.61% 2.63% 0.34% -0.38% 0.82% -1.08% 0.98% 0.74% 1.62% 1.03% 0.94%
Benchmark 1.40% 2.81% 1.36% 0.46% 0.43% 0.67% -0.78% 0.36% 1.11% 3.56% -0.33% 1.97%

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 - - - - - 23/ 234 127/ 248 106/ 266 139/ 276 47/ 284

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 85.68
Foreign Government Bonds 8.34
Cash and Equivalents 5.97
Other 0.01

Sector Allocation

Sector Allocation
Name Percent
Fixed Income 94.02
Cash and Cash Equivalent 5.98

Geographic Allocation

Geographic Allocation
Name Percent
Europe 64.24
North America 28.50
Asia 2.32
Multi-National 1.74
Africa and Middle East 1.39
Other 1.81

Top Holdings

Top Holdings
Name Percent
CDS058802 CDS EUR R V 03MEVENT PROT_CDS058802_1 ITRAXX 1.00% 20-Dec-2027 6.52
United Kingdom Government 4.75% 22-Oct-2043 4.10
CDS059758 CDS USD R V 03MEVENT PROT_CDS059758_1 CDX 1.00% 20-Dec-2027 3.40
United States Treasury 1.13% 15-May-2040 2.99
South Africa Government 8.75% 31-Jan-2044 1.86
CIBC CAD DEPOSITS CAD 1.00% 30-Apr-2040 1.71
EUR Currency 1.51
NEW S WALES TREASURY CRP LOCAL GOVT G REGS 2.50% 22-Nov-2032 1.49
United States Treasury 3.63% 15-Feb-2044 1.44
United States Treasury 4.50% 15-Nov-2033 1.34

Equity Style

Equity style data not available

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 6.12% 6.11% -
Beta 0.58% 0.47% -
Alpha 0.01% 0.02% -
Rsquared 0.45% 0.24% -
Sharpe -0.37% 0.00% -
Sortino -0.40% -0.16% -
Treynor -0.04% 0.00% -
Tax Efficiency - 35.26% -
Volatility Volatility rating is 2 on a scale of 1 to 10 Volatility rating is 1 on a scale of 1 to 10 -

Risk Rating

Rating 2 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 3.81% 6.12% 6.11% -
Beta 0.56% 0.58% 0.47% -
Alpha 0.03% 0.01% 0.02% -
Rsquared 0.40% 0.45% 0.24% -
Sharpe 1.42% -0.37% 0.00% -
Sortino 4.72% -0.40% -0.16% -
Treynor 0.10% -0.04% 0.00% -
Tax Efficiency 86.18% - 35.26% -

Fund Details

Start Date May 23, 2018
Instrument Type Exchange Traded Fund (Responsible Investment)
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) $121
52 Week High $29.54
52 Week Low $26.54
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
Aran Bajwa 05-24-2024
Abigail Mardlin 05-24-2024

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 0.68%
Management Fee 0.60%

Join Fund Library now and get free access to personalized features to help you manage your investments.