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AGF Systematic Global ESG Factors ETF (QEF : NEO)

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Global Equity

FundGrade B Click for more information on Fundata’s FundGrade

FundGrade B

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
(05-19-2025) 		$45.97
Change
$0.00 (0.00%)
Open $45.97
Day Range - - -
Volume 0

As at April 30, 2025

As at April 30, 2025

As at April 30, 2025

  • Closing Price / Volume
Period
Created with Highcharts 10.3.3Closing PriceVolumeJul 2018Jan 2019Jul 2019Jan 2020Jul 2020Jan 2021Jul 2021Jan 2022Jul 2022Jan 2023Jul 2023Jan 2024Jul 2024Jan 2025Jun 2024Jul 2024Aug 2024Sep 2024Sep 2024Oct 2024Nov 2024Dec 2024Jan 2025Feb 2025Mar 2025Apr 2025May 20252019-01-012020-01-012021-01-012022-01-012023-01-012024-01-012025-01-01$20.00$30.00$40.00$50.00$38.00$42.00$44.00$46.00$48.0001,000,0002,000,00020,00040,000Period
Created with Highcharts 10.3.3Jul 2018Jan 2019Jul 2019Jan 2020Jul 2020Jan 2021Jul 2021Jan 2022Jul 2022Jan 2023Jul 2023Jan 2024Jul 2024Jan 2025Jun 2024Jul 2024Aug 2024Sep 2024Sep 2024Oct 2024Nov 2024Dec 2024Jan 2025Feb 2025Mar 2025Apr 2025May 20252019-01-012020-01-012021-01-012022-01-012023-01-012024-01-012025-01-012025-01-…0%100%-25%25%50%75%-10%-5%5%10%15%20%Period

Legend

AGF Systematic Global ESG Factors ETF

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Fund Returns

Inception Return (February 12, 2018): 9.57%

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 -2.14% -7.94% -1.19% -4.22% 10.55% 14.70% 12.62% 7.90% 11.30% 9.63% 9.34% - - -
Benchmark -2.97% -7.99% 0.02% -4.37% 12.05% 15.36% 12.95% 8.94% 12.87% 10.21% 10.09% 9.79% 11.46% 10.10%
Category Average -2.36% -0.68% -0.68% -3.44% 8.76% 11.25% 9.41% 5.89% 10.36% 7.80% 7.70% 7.48% 8.67% 7.40%
Category Rank 607 / 2,117 912 / 2,105 1,174 / 2,092 1,033 / 2,101 707 / 2,031 343 / 1,907 279 / 1,772 453 / 1,617 533 / 1,480 282 / 1,422 280 / 1,222 - - -
Quartile Ranking 2 2 3 2 2 1 1 2 2 1 1 - - -

Monthly Return

Created with Highcharts 10.3.3May 24Jun 24Jul 24Aug 24Sep 24Oct 24Nov 24Dec 24Jan 25Feb 25Mar 25Apr 25-6%-4%-2%0%2%4%6%
Monthly Return
Return % May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Fund 3.29% 2.33% 3.20% -0.10% 2.25% 0.42% 2.95% 0.21% 4.04% -1.84% -4.16% -2.14%
Benchmark 3.15% 2.29% 2.79% 0.04% 2.54% 0.69% 4.44% 0.14% 3.94% -1.04% -4.18% -2.97%

Best Monthly Return Since Inception

9.91% (April 2020)

Worst Monthly Return Since Inception

-8.42% (March 2020)

Calendar Return (%)

Created with Highcharts 10.3.3-20%-10%0%10%20%30%
Calendar Return
Return % 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Fund - - - - 20.15% 13.93% 17.12% -15.48% 21.11% 23.96%
Benchmark 16.88% 5.18% 16.29% -1.79% 21.41% 13.15% 17.62% -12.64% 19.37% 26.84%
Category Average 8.98% 3.86% 14.23% -5.38% 19.94% 11.73% 16.21% -13.86% 15.08% 20.13%
Quartile Ranking - - - - 2 2 2 3 1 2
Category Rank - - - - 636/ 1,382 573/ 1,464 704/ 1,583 1,134/ 1,735 322/ 1,883 691/ 2,000

Best Calendar Return (Last 10 years)

23.96% (2024)

Worst Calendar Return (Last 10 years)

-15.48% (2022)

Asset Allocation

Asset Allocation
Name Percent
US Equity 58.03
International Equity 38.21
Canadian Equity 2.01
Cash and Equivalents 1.74
Other 0.01

Sector Allocation

Sector Allocation
Name Percent
Technology 30.78
Financial Services 20.14
Healthcare 9.74
Consumer Services 8.37
Consumer Goods 7.32
Other 23.65

Geographic Allocation

Geographic Allocation
Name Percent
North America 61.78
Europe 23.02
Asia 13.77
Latin America 1.25
Africa and Middle East 0.17
Other 0.01

Top Holdings

Top Holdings
Name Percent
Apple Inc 3.91
Microsoft Corp 3.90
NVIDIA Corp 3.85
Alphabet Inc Cl C 2.11
Cash and Cash Equivalents 1.74
Broadcom Inc 1.66
Mastercard Inc Cl A 1.62
L'Air Liquide SA 1.56
Allianz SE 1.48
Anthem Inc 1.47

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)

Created with Highcharts 10.3.3Risk (Annualized Standard Deviation)ReturnMedian DeviationMedian Return681012141618202224-20%-10%0%10%20%30%

AGF Systematic Global ESG Factors ETF

Median

Other - Global Equity

3 Yr Annualized

Standard Deviation 12.00% 11.66% -
Beta 0.97% 0.97% -
Alpha 0.00% -0.01% -
Rsquared 0.97% 0.97% -
Sharpe 0.73% 0.77% -
Sortino 1.35% 1.16% -
Treynor 0.09% 0.09% -
Tax Efficiency 94.26% 94.04% -
Volatility Volatility rating is 6 on a scale of 1 to 10 Volatility rating is 6 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 8.92% 12.00% 11.66% -
Beta 0.93% 0.97% 0.97% -
Alpha -0.01% 0.00% -0.01% -
Rsquared 0.95% 0.97% 0.97% -
Sharpe 0.75% 0.73% 0.77% -
Sortino 1.37% 1.35% 1.16% -
Treynor 0.07% 0.09% 0.09% -
Tax Efficiency 94.44% 94.26% 94.04% -

Fundata ESG Metrics

Fundata ESG Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A86.4​86.458.3​58.30%10%20%30%40%50%60%70%80%90%100%

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

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A88.6​88.659.5​59.50%10%20%30%40%50%60%70%80%90%100%

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

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A84.6​84.657.8​57.80%10%20%30%40%50%60%70%80%90%100%

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

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A80.9​80.956.6​56.60%10%20%30%40%50%60%70%80%90%100%

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 February 12, 2018
Instrument Type Exchange Traded Fund (Responsible Investment)
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Annual
Assets ($mil) $101
52 Week High $46.52
52 Week Low $38.58
Annual Dividend $0.59
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 Global ESG Factors ETF seeks to provide long-term capital appreciation with reduced volatility, over a full market cycle, by investing primarily in global equity securities, which are selected primarily using a quantitative multi-factor model that integrates environmental, social and governance (ESG) criteria as part of the evaluation process.

Investment Strategy

In seeking to achieve its investment objective, AGF Systematic Global ESG Factors ETF employs an ESG integration approach using a quantitative multi-factor model to evaluate equity securities of global issuers. The investable universe is comprised of all securities in the MSCI All Country World Net Index, subject to exclusions for: companies that derive a significant portion of their revenue from the extraction of fossil fuels, tobacco product manufacturing or distribution, or military defense c

Portfolio Management

Portfolio Manager

AGF Investments Inc.

  • Grant Wang
  • Mark Stacey
  • Robert Yan
Sub-Advisor

AGF Investments LLC

Management and Organization

Fund Manager

AGF Investments Inc.
Custodian

CIBC Mellon Trust Company
Registrar

TSX Trust Company
Distributor

-

Fees

MER 0.45%
Management Fee 0.45%

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