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

AGF Systematic International Equity ETF (QIE : TSX)

International Equity

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

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.

Close
(11-07-2024)
$32.98
Change
$0.27 (0.83%)
Open -
Day Range - - -
Volume 0

As at September 30, 2024

As at September 30, 2024

As at July 31, 2024

Period
Loading...
Loading...

Legend

AGF Systematic International Equity ETF

Compare Options


Fund Returns

Inception Return (January 30, 2017): 6.69%

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 0.25% 4.43% 4.55% 12.00% 21.63% 20.84% 6.28% 8.36% 6.89% 5.68% 5.63% - - -
Benchmark 1.09% 5.60% 5.99% 14.03% 23.66% 23.54% 6.32% 9.52% 8.26% 6.77% 6.81% 7.59% 7.41% 7.66%
Category Average 1.22% 6.43% 6.43% 13.93% 23.03% 21.24% 5.07% 7.96% 7.29% 6.07% 5.72% 6.53% 6.40% 6.37%
Category Rank 675 / 799 562 / 791 591 / 778 612 / 769 487 / 757 421 / 718 297 / 699 369 / 673 425 / 621 405 / 572 336 / 523 - - -
Quartile Ranking 4 3 4 4 3 3 2 3 3 3 3 - - -

Monthly Return

Monthly Return
Return % Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Fund -1.74% 6.99% 3.31% 1.36% 2.57% 3.04% -0.84% 2.58% -1.58% 4.51% -0.32% 0.25%
Benchmark -1.92% 7.38% 2.98% 0.90% 3.40% 3.12% -1.23% 2.60% -0.96% 4.08% 0.37% 1.09%

Best Monthly Return Since Inception

9.69% (November 2022)

Worst Monthly Return Since Inception

-7.47% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund - - - - -3.26% 11.97% 1.11% 11.36% -9.28% 14.56%
Benchmark 4.12% 19.41% -1.70% 18.37% -6.81% 16.27% 8.01% 8.97% -10.67% 15.74%
Category Average 1.55% 13.82% -2.56% 17.84% -8.91% 17.54% 7.87% 8.64% -12.60% 13.75%
Quartile Ranking - - - - 1 4 3 2 2 2
Category Rank - - - - 112/ 529 518/ 597 474/ 648 191/ 678 250/ 701 318/ 732

Best Calendar Return (Last 10 years)

14.56% (2023)

Worst Calendar Return (Last 10 years)

-9.28% (2022)

Asset Allocation

Asset Allocation
Name Percent
International Equity 93.47
Cash and Equivalents 4.95
Income Trust Units 1.59
Other -0.01

Sector Allocation

Sector Allocation
Name Percent
Financial Services 21.74
Consumer Goods 13.83
Industrial Goods 10.87
Healthcare 10.09
Technology 8.31
Other 35.16

Geographic Allocation

Geographic Allocation
Name Percent
Europe 61.99
Asia 31.36
North America 4.95
Africa and Middle East 1.72
Other -0.02

Top Holdings

Top Holdings
Name Percent
Cash and Cash Equivalents 4.95
Novo Nordisk A/S Cl B 3.02
ASML Holding NV 2.95
Shell PLC 1.70
Sap SE 1.63
AstraZeneca PLC 1.47
Abb Ltd Cl N 1.46
Schneider Electric SE 1.36
SoftBank Group Corp 1.29
Mitsui & Co Ltd 1.27

Equity Style

Market capitalization is large. Equity style is blend.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

AGF Systematic International Equity ETF

Median

Other - International Equity

3 Yr Annualized

Standard Deviation 11.94% 12.00% -
Beta 0.88% 0.86% -
Alpha 0.01% 0.00% -
Rsquared 0.96% 0.95% -
Sharpe 0.29% 0.43% -
Sortino 0.52% 0.56% -
Treynor 0.04% 0.06% -
Tax Efficiency 78.81% 83.70% -
Volatility Volatility rating is 6 on a scale of 1 to 10 Volatility rating is 5 on a scale of 1 to 10 -

Risk Rating

Rating 6 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 9.17% 11.94% 12.00% -
Beta 0.98% 0.88% 0.86% -
Alpha -0.01% 0.01% 0.00% -
Rsquared 0.96% 0.96% 0.95% -
Sharpe 1.68% 0.29% 0.43% -
Sortino 5.77% 0.52% 0.56% -
Treynor 0.16% 0.04% 0.06% -
Tax Efficiency 94.48% 78.81% 83.70% -

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 January 30, 2017
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Annual
Assets ($mil) -
52 Week High $33.74
52 Week Low $28.52
Annual Dividend $0.84
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

AGF Systematic International Equity ETF seeks to provide long-term capital appreciation with reduced volatility, over a full market cycle, by investing primarily in equity securities of issuers in Europe, Australasia and the Far East.

Investment Strategy

In seeking to achieve its investment objective, the AGFiQ International Equity ETF uses a proprietary quantitative model to evaluate international securities of large - and mid- capitalization issuers utilizing a minimum variance approach, in order to construct a portfolio that minimizes portfolio volatility.

Portfolio Manager(s)

Name Start Date
Lei Wan 02-28-2023
Grant Wang 02-28-2023
Robert Yan 02-28-2023

Management and Organization

Fund Manager AGF Investments Inc.
Advisor AGF Investments Inc.
Custodian CIBC Mellon Trust Company
Registrar TSX Trust Company
Distributor -
Auditor PriceWaterhouseCoopers LLP

Fees

MER 0.45%
Management Fee 0.45%

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