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Global Fixed Income
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Close (02-11-2025) |
$38.45 |
---|---|
Change |
-$0.31
(-0.80%)
|
Open | $38.52 |
---|---|
Day Range | $38.49 - $38.53 |
Volume | 3,053 |
As at January 31, 2025
As at January 31, 2025
Inception Return (February 21, 2017): -0.53%
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 | 1.45% | 0.23% | -0.39% | 1.45% | 2.40% | -1.81% | -8.14% | -7.52% | -5.78% | -1.57% | -0.06% | - | - | - |
Benchmark | 1.24% | 2.41% | 3.74% | 1.24% | 8.11% | 4.59% | 0.21% | -1.60% | -0.76% | 0.59% | 1.39% | 1.30% | 0.54% | 1.36% |
Category Average | 0.71% | 1.16% | 1.16% | 0.71% | 3.43% | 2.89% | -0.49% | -1.08% | -0.14% | 0.93% | 0.91% | 1.13% | 1.18% | 1.03% |
Category Rank | 73 / 557 | 390 / 555 | 493 / 543 | 73 / 557 | 412 / 524 | 448 / 460 | 398 / 399 | 322 / 323 | 270 / 270 | 232 / 242 | 170 / 206 | - | - | - |
Quartile Ranking | 1 | 3 | 4 | 1 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | - | - | - |
Return % | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fund | -1.22% | 0.68% | -4.97% | 1.90% | 2.12% | 4.52% | -0.17% | 2.23% | -2.63% | 2.60% | -3.70% | 1.45% |
Benchmark | 0.00% | 0.40% | -1.24% | 0.00% | 1.16% | 3.88% | -0.22% | 1.89% | -0.37% | 0.95% | 0.21% | 1.24% |
11.69% (August 2019)
-7.62% (October 2022)
Return % | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 |
---|---|---|---|---|---|---|---|---|---|---|
Fund | - | - | - | 6.82% | 8.61% | 14.88% | -5.48% | -26.55% | 0.66% | -0.20% |
Benchmark | 16.63% | -1.36% | -0.08% | 7.82% | 1.45% | 7.03% | -6.05% | -10.83% | 2.72% | 6.80% |
Category Average | 2.92% | 2.08% | 2.75% | -0.04% | 5.49% | 5.94% | -1.81% | -10.70% | 5.33% | 2.37% |
Quartile Ranking | - | - | - | 1 | 1 | 1 | 4 | 4 | 4 | 4 |
Category Rank | - | - | - | 13/ 197 | 21/ 241 | 1/ 267 | 252/ 320 | 380/ 381 | 453/ 456 | 472/ 518 |
14.88% (2020)
-26.55% (2022)
Name | Percent |
---|---|
Foreign Government Bonds | 99.97 |
Cash and Equivalents | 0.03 |
Name | Percent |
---|---|
Fixed Income | 99.97 |
Cash and Cash Equivalent | 0.03 |
Name | Percent |
---|---|
North America | 100.00 |
Name | Percent |
---|---|
United States Treasury 4.63% 15-May-2054 | 4.80 |
United States Treasury 4.50% 15-Nov-2054 | 4.70 |
United States Treasury 4.75% 15-Nov-2053 | 4.67 |
United States Treasury 4.25% 15-Aug-2054 | 4.56 |
United States Treasury 4.25% 15-Feb-2054 | 4.56 |
United States Treasury 4.13% 15-Aug-2053 | 4.06 |
United States Treasury 4.00% 15-Nov-2052 | 3.56 |
United States Treasury 2.38% 15-May-2051 | 3.34 |
United States Treasury 3.63% 15-Feb-2053 | 3.33 |
United States Treasury 3.63% 15-May-2053 | 3.31 |
BMO Long-Term US Treasury Bond Index ETF series ETF units
Median
Other - Global Fixed Income
Standard Deviation | 13.65% | 14.70% | - |
---|---|---|---|
Beta | 1.67% | 1.85% | - |
Alpha | -0.08% | -0.04% | - |
Rsquared | 0.67% | 0.71% | - |
Sharpe | -0.83% | -0.49% | - |
Sortino | -0.95% | -0.72% | - |
Treynor | -0.07% | -0.04% | - |
Tax Efficiency | - | - | - |
Volatility |
|
|
- |
Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
---|---|---|---|---|
Standard Deviation | 9.85% | 13.65% | 14.70% | - |
Beta | 1.74% | 1.67% | 1.85% | - |
Alpha | -0.11% | -0.08% | -0.04% | - |
Rsquared | 0.65% | 0.67% | 0.71% | - |
Sharpe | -0.14% | -0.83% | -0.49% | - |
Sortino | -0.02% | -0.95% | -0.72% | - |
Treynor | -0.01% | -0.07% | -0.04% | - |
Tax Efficiency | 50.33% | - | - | - |
Start Date | February 21, 2017 |
---|---|
Instrument Type | Exchange Traded Fund |
Share Class | Do-It-Yourself |
Legal Status | Trust |
Sales Status | Open |
Currency | CAD |
Distribution Frequency | Quarterly |
Assets ($mil) | $169 |
52 Week High | $42.11 |
52 Week Low | $36.06 |
Annual Dividend | $1.17 |
Annual Yield | - |
Index | Bloomberg Barclays U.S. Treasury 20+ Year Index |
Shares Outstanding | - |
Registered Plan Eligible | Yes |
Exposure | - |
---|---|
Asset Class High | - |
Asset Class Medium | - |
Asset Class Low | - |
Leveraged | - |
Inverse | - |
Advisor Series | - |
Covered Call Strategy | No |
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.
The investment strategy of BMO Long-Term US Treasury Bond Index ETF will be to invest in and hold the constituent securities of the Bloomberg U.S. Treasury 20+ Year Index in the same proportion as they are held in the Index. The Manager may also use a sampling methodology in selecting investments for BMO Long-Term US Treasury Bond Index ETF to obtain exposure to the performance of the Index.
Name | Start Date |
---|---|
BMO Asset Management Inc. | 02-28-2017 |
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 |
MER | 0.23% |
---|---|
Management Fee | 0.20% |
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