ETF Detail - Fund Library

Close (11-20-2024)	$27.85
Change	-$0.12 (-0.43%)

Open	$27.87
Day Range	$27.87 - $27.87
Volume	636

Closing Price / Volume

Period

Legend

BMO Core Plus Bond Fund - ETF Series

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Fund Returns

Inception Return (May 23, 2018): 1.68%

Fund Returns
Row Heading	Return				Annualized Return
Row Heading	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	-0.91%	1.41%	6.69%	3.78%	11.56%	5.91%	-0.28%	-1.12%	0.33%	1.80%	-	-	-	-
Benchmark	-1.07%	1.25%	6.50%	3.09%	11.09%	5.28%	-0.23%	-1.11%	0.36%	1.97%	1.60%	1.33%	1.81%	2.06%
Category Average	-1.07%	6.21%	6.21%	2.91%	11.20%	5.33%	-0.72%	-1.26%	0.06%	1.43%	0.98%	0.80%	1.19%	1.26%
Category Rank	237 / 660	142 / 653	211 / 636	191 / 629	312 / 627	259 / 603	295 / 582	322 / 550	286 / 526	246 / 489	-	-	-	-
Quartile Ranking	2	1	2	2	2	2	3	3	3	3	-	-	-	-

Monthly Return

Monthly Return
Return %	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct
Fund	3.91%	3.45%	-1.18%	-0.16%	0.52%	-1.91%	1.68%	1.13%	2.31%	0.37%	1.97%	-0.91%
Benchmark	4.21%	3.42%	-1.36%	-0.40%	0.48%	-1.95%	0.00%	2.98%	2.14%	0.52%	1.82%	-1.07%

Best Monthly Return Since Inception

4.08% (April 2020)

Worst Monthly Return Since Inception

-3.36% (January 2022)

Calendar Return (%)

Calendar Return
Return %	2014	2015	2016	2017	2018	2019	2020	2021	2022	2023
Fund	-	-	-	-	-	6.07%	8.79%	-2.96%	-12.53%	7.00%
Benchmark	9.10%	3.57%	1.54%	2.70%	1.29%	6.97%	8.61%	-2.71%	-11.46%	6.38%
Category Average	7.06%	1.07%	1.60%	1.96%	-0.34%	6.21%	8.18%	-2.79%	-12.16%	6.16%
Quartile Ranking	-	-	-	-	-	3	2	3	4	2
Category Rank	-	-	-	-	-	308/ 498	204/ 528	387/ 559	460/ 588	177/ 604

Best Calendar Return (Last 10 years)

8.79% (2020)

Worst Calendar Return (Last 10 years)

-12.53% (2022)

Asset Allocation

Asset Allocation
Name	Percent
Canadian Corporate Bonds	46.99
Canadian Government Bonds	46.58
Cash and Equivalents	4.22
Foreign Government Bonds	1.38
Foreign Corporate Bonds	0.64
Other	0.19

Sector Allocation

Sector Allocation
Name	Percent
Fixed Income	95.78
Cash and Cash Equivalent	4.22

Geographic Allocation

Geographic Allocation
Name	Percent
North America	100.00
Europe	0.00

Top Holdings

Top Holdings
Name	Percent
B7604357 CDS USD R V 03MEVENT 462326059 CCPCDX 1.00% 20-Jun-2029	7.42
Canada Government 3.00% 01-Jun-2034	6.55
Canada Government 2.75% 01-Dec-2055	3.46
Quebec Province 1.90% 01-Sep-2030	2.60
Ontario Province 2.05% 02-Jun-2030	2.51
Ontario Province 2.90% 02-Jun-2049	1.58
B7672542 CDS USD R V 03MEVENT 464967612 CCPCDX 1.00% 20-Jun-2029	1.58
Canada Government 4.00% 01-Dec-2031	1.53
Canada Government 1.75% 01-Dec-2053	1.47
United States Treasury 1.88% 15-Jul-2034	1.38

Equity Style

Fixed Income Style

Average Duration: L. Average Credit Quality: M.

Period:

Risk vs Return (3 Yr)

BMO Core Plus Bond Fund - ETF Series

Median

Other - Canadian Fixed Income

3 Yr Annualized

Standard Deviation	6.82%	6.28%	-
Beta	0.94%	0.95%	-
Alpha	0.00%	0.00%	-
Rsquared	0.94%	0.95%	-
Sharpe	-0.52%	-0.28%	-
Sortino	-0.59%	-0.53%	-
Treynor	-0.04%	-0.02%	-
Tax Efficiency	-	-	-
Volatility			-

Risk Rating

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio	1 Yr	3 Yr	5 Yr	10 Yr
Standard Deviation	6.31%	6.82%	6.28%	-
Beta	0.84%	0.94%	0.95%	-
Alpha	0.02%	0.00%	0.00%	-
Rsquared	0.85%	0.94%	0.95%	-
Sharpe	1.04%	-0.52%	-0.28%	-
Sortino	2.84%	-0.59%	-0.53%	-
Treynor	0.08%	-0.04%	-0.02%	-
Tax Efficiency	89.41%	-	-	-

No data available

Fund Details

Start Date	May 23, 2018
Instrument Type	Exchange Traded Fund
Share Class	Do-It-Yourself
Legal Status	Trust
Sales Status	Open
Currency	CAD
Distribution Frequency	Quarterly
Assets ($mil)	$3,083
52 Week High	$28.57
52 Week Low	$25.85
Annual Dividend	$0.80
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

This fund's objective is to provide a high level of interest income along with the opportunity for growth by investing primarily in Canadian dollar denominated investment grade and non-investment grade debt instruments.

Investment Strategy

These are the strategies the portfolio manager uses to try to achieve the fund’s objective: invests primarily in Canadian dollar denominated investment grade fixed income instruments such as debt securities issued or guaranteed by Canadian federal and provincial governments or issued by Canadian corporations and in non-investment grade debt instruments, loans and any other debt obligations the portfolio manager believes will enhance the fund’s total return.

Portfolio Manager(s)

Name	Start Date
Andrew Osterback	05-23-2018
Earl Davis	05-24-2024
Vishang Chawla	05-24-2024
Gordon Rumble	05-24-2024

Management and Organization

Fund Manager	BMO Investments Inc.
Advisor	BMO Asset Management Inc.
Custodian	State Street Trust Company Canada
Registrar	BMO Investments Inc.
Distributor	BMO Investments Inc.
Auditor	PriceWaterhouseCoopers LLP

Fees

MER	0.56%
Management Fee	0.50%

BMO Core Plus Bond Fund - ETF Series (ZCPB : TSX)

FundGrade D