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BMO Long-Term US Treasury Bond Index ETF - CAD Units (ZTL : NEO)

Global Fixed Income

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

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FundGrade A+® Rating Recipient

FundGrade A+® Rating Recipient

2020

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Close
(04-16-2024)
$36.81
Change
-$0.08 (-0.22%)
Open $36.69
Day Range $36.69 - $36.81
Volume 17,041

As at March 31, 2024

As at March 31, 2024

Period
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Legend

BMO Long-Term US Treasury Bond Index ETF - CAD Units

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Fund Returns

Inception Return (February 28, 2017): -1.16%

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 0.68% -1.67% 8.49% -1.67% -7.43% -9.27% -6.86% -11.92% -3.45% -1.27% -1.10% - - -
Benchmark 0.40% 0.42% 5.94% 0.42% 0.29% -0.21% -2.75% -4.26% -1.27% -0.48% 0.02% 0.16% 0.88% 1.90%
Category Average 0.75% 5.89% 5.89% -0.15% 2.55% -0.69% -1.73% -0.14% 0.16% 0.37% 0.58% 0.83% 0.83% 1.23%
Category Rank 376 / 541 513 / 538 3 / 513 513 / 538 487 / 490 416 / 417 336 / 337 280 / 280 245 / 245 174 / 203 147 / 168 - - -
Quartile Ranking 3 4 1 4 4 4 4 4 4 4 4 - - -

Monthly Return

Monthly Return
Return % Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Fund 0.65% -2.76% -2.26% -2.95% -0.70% -7.43% -3.54% 7.67% 6.23% -1.13% -1.22% 0.68%
Benchmark 0.77% -1.74% -2.61% -0.13% 1.51% -3.16% 1.33% 2.61% 1.46% 0.01% 0.00% 0.40%

Best Monthly Return Since Inception

11.69% (August 2019)

Worst Monthly Return Since Inception

-7.62% (October 2022)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund - - - - 6.82% 8.61% 14.88% -5.48% -26.55% 0.66%
Benchmark 10.42% 16.63% -1.36% -0.08% 7.82% 1.45% 7.03% -6.05% -10.83% 2.72%
Category Average 4.74% 2.92% 2.08% 2.75% -0.04% 5.49% 5.94% -1.81% -10.70% 5.33%
Quartile Ranking - - - - 1 1 1 4 4 4
Category Rank - - - - 12/ 193 21/ 236 1/ 269 264/ 328 394/ 395 472/ 475

Best Calendar Return (Last 10 years)

14.88% (2020)

Worst Calendar Return (Last 10 years)

-26.55% (2022)

Asset Allocation

Asset Allocation
Name Percent
Foreign Government Bonds 99.98
Cash and Equivalents 0.02

Sector Allocation

Sector Allocation
Name Percent
Fixed Income 99.98
Cash and Cash Equivalent 0.02

Geographic Allocation

Geographic Allocation
Name Percent
North America 100.00

Top Holdings

Top Holdings
Name Percent
United States Treasury 4.75% 15-Nov-2053 5.48
United States Treasury 4.13% 15-Aug-2053 4.66
United States Treasury 4.00% 15-Nov-2052 4.17
United States Treasury 3.63% 15-May-2053 3.89
United States Treasury 3.63% 15-Feb-2053 3.85
United States Treasury 2.38% 15-May-2051 3.83
United States Treasury 2.88% 15-May-2052 3.53
United States Treasury 2.00% 15-Aug-2051 3.43
United States Treasury 3.00% 15-Aug-2052 3.41
United States Treasury 1.88% 15-Feb-2051 3.34

Equity Style

Equity style data not available

Fixed Income Style

Average Duration: L. Average Credit Quality: H.
Period: 

Risk vs Return (3 Yr)

BMO Long-Term US Treasury Bond Index ETF - CAD Units

Median

Other - Global Fixed Income

3 Yr Annualized

Standard Deviation 14.33% 16.35% -
Beta 1.67% 2.06% -
Alpha -0.02% 0.00% -
Rsquared 0.66% 0.75% -
Sharpe -0.61% -0.25% -
Sortino -0.84% -0.48% -
Treynor -0.05% -0.02% -
Tax Efficiency - - -
Volatility Volatility rating is 8 on a scale of 1 to 10 Volatility rating is 8 on a scale of 1 to 10 -

Risk Rating

Rating 8 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 14.29% 14.33% 16.35% -
Beta 1.76% 1.67% 2.06% -
Alpha -0.08% -0.02% 0.00% -
Rsquared 0.55% 0.66% 0.75% -
Sharpe -0.81% -0.61% -0.25% -
Sortino -0.96% -0.84% -0.48% -
Treynor -0.07% -0.05% -0.02% -
Tax Efficiency - - - -

Fund Details

Start Date February 28, 2017
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) -
52 Week High $43.91
52 Week Low $34.00
Annual Dividend $1.35
Annual Yield -
Index Bloomberg Barclays U.S. Treasury 20+ Year Index
Shares Outstanding -
Registered Plan Eligible Yes

ETF Characteristics

Exposure -
Asset Class High -
Asset Class Medium -
Asset Class Low -
Leveraged -
Inverse -
Advisor Series -
Covered Call Strategy No

Investment Objectives

BMO Long-Term US Treasury Bond Index ETF seeks to replicate, to the extent possible, the performance of a long-term U.S. treasury bond index, net of expenses. Currently, BMO Long-Term US Treasury Bond Index ETF seeks to replicate the performance of the Bloomberg Barclays U.S. Long Treasury Bond Index.

Investment Strategy

-

Portfolio Manager(s)

Name Start Date
BMO Asset Management Inc. 02-28-2017

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 0.23%
Management Fee 0.20%

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