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

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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

Click for more information on Fundata’s ESG Grade.

FundGrade A+® Rating Recipient

FundGrade A+® Rating Recipient

2023

Click for more information on Fundata’s FundGrade

Close
(12-03-2024) 		$93.13
Change
$0.21 (0.23%)
Open $92.81
Day Range $92.76 - $93.17
Volume 231,563

As at October 31, 2024

As at October 31, 2024

As at July 31, 2024

  • Closing Price / Volume
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Legend

BMO S&P 500 Index ETF - CAD Units

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Fund Returns

Inception Return (November 14, 2012): 17.61%

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 2.00% 4.47% 15.20% 26.81% 38.08% 24.19% 13.07% 17.60% 16.17% 15.79% 14.81% 15.25% 14.27% 14.98%
Benchmark 2.12% 4.47% 15.49% 27.28% 38.46% 24.49% 13.41% 17.99% 16.57% 16.22% 15.22% 15.67% 14.69% 15.41%
Category Average 1.03% 12.39% 12.39% 21.53% 33.67% 20.00% 8.67% 14.23% 12.72% 12.44% 11.35% 12.06% 10.95% 11.17%
Category Rank 484 / 1,330 369 / 1,314 265 / 1,302 357 / 1,285 457 / 1,279 421 / 1,187 139 / 1,113 157 / 1,062 176 / 998 168 / 918 143 / 853 146 / 766 108 / 691 89 / 631
Quartile Ranking 2 2 1 2 2 2 1 1 1 1 1 1 1 1

Monthly Return

Monthly Return
Return % Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Fund 6.73% 2.03% 3.17% 6.30% 2.99% -2.54% 3.89% 3.95% 2.11% -0.05% 2.48% 2.00%
Benchmark 6.86% 1.80% 3.00% 6.70% 3.07% -2.70% 4.13% 3.97% 2.12% 0.07% 2.23% 2.12%

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/ 552 131/ 644 180/ 692 407/ 768 234/ 854 429/ 926 478/ 1,002 177/ 1,067 402/ 1,124 501/ 1,188

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 97.06
International Equity 2.86
Canadian Equity 0.06
Cash and Equivalents 0.02

Sector Allocation

Sector Allocation
Name Percent
Technology 37.97
Financial Services 12.71
Healthcare 10.85
Consumer Services 10.08
Consumer Goods 6.56
Other 21.83

Geographic Allocation

Geographic Allocation
Name Percent
North America 97.15
Europe 2.68
Latin America 0.11
Other 0.06

Top Holdings

Top Holdings
Name Percent
Apple Inc 7.12
NVIDIA Corp 6.77
Microsoft Corp 6.27
Amazon.com Inc 3.62
Meta Platforms Inc Cl A 2.58
Alphabet Inc Cl A 2.09
Alphabet Inc Cl C 1.73
Berkshire Hathaway Inc Cl B 1.72
Broadcom Inc 1.65
Tesla Inc 1.45

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 13.29% 14.05% 12.74%
Beta 0.95% 0.99% 0.99%
Alpha 0.00% 0.00% 0.00%
Rsquared 0.99% 0.99% 0.99%
Sharpe 0.73% 0.98% 1.04%
Sortino 1.21% 1.51% 1.52%
Treynor 0.10% 0.14% 0.13%
Tax Efficiency 96.20% 96.53% 95.97%
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 8.66% 13.29% 14.05% 12.74%
Beta 0.96% 0.95% 0.99% 0.99%
Alpha 0.01% 0.00% 0.00% 0.00%
Rsquared 1.00% 0.99% 0.99% 0.99%
Sharpe 3.28% 0.73% 0.98% 1.04%
Sortino 10.72% 1.21% 1.51% 1.52%
Treynor 0.30% 0.10% 0.14% 0.13%
Tax Efficiency 98.55% 96.20% 96.53% 95.97%

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 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) $16,699
52 Week High $93.25
52 Week Low $67.41
Annual Dividend $0.89
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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