ETF Detail - Fund Library

Close (11-22-2024)	$27.47
Change	$0.04 (0.15%)

Open	$27.45
Day Range	$27.43 - $27.47
Volume	1,600

Closing Price / Volume

Period

Legend

BMO ESG Corporate Bond Index ETF

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Fund Returns

Inception Return (January 15, 2020): 1.51%

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	-0.51%	1.93%	6.47%	5.22%	12.63%	7.69%	1.44%	0.63%	-	-	-	-	-	-
Benchmark	-0.41%	2.08%	6.64%	5.45%	12.99%	7.77%	1.49%	0.88%	1.92%	3.14%	2.68%	2.56%	2.96%	2.96%
Category Average	-0.56%	6.37%	6.37%	5.24%	12.76%	7.49%	0.99%	0.59%	1.45%	2.51%	-	-	-	-
Category Rank	43 / 106	35 / 106	51 / 102	67 / 95	60 / 95	48 / 90	44 / 84	49 / 78	-	-	-	-	-	-
Quartile Ranking	2	2	2	3	3	3	3	3	-	-	-	-	-	-

Monthly Return

Monthly Return
Return %	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct
Fund	3.77%	3.15%	-0.63%	0.23%	0.50%	-1.28%	1.35%	0.92%	2.12%	0.30%	2.15%	-0.51%
Benchmark	3.64%	3.39%	-0.70%	0.25%	0.60%	-1.26%	1.47%	0.98%	1.96%	0.45%	2.04%	-0.41%

Best Monthly Return Since Inception

4.71% (April 2020)

Worst Monthly Return Since Inception

-5.03% (March 2020)

Calendar Return (%)

Calendar Return
Return %	2014	2015	2016	2017	2018	2019	2020	2021	2022	2023
Fund	-	-	-	-	-	-	-	-2.16%	-9.88%	8.07%
Benchmark	7.44%	2.74%	3.59%	3.48%	0.96%	8.01%	8.57%	-1.32%	-10.12%	8.32%
Category Average	-	-	-	-	-	7.34%	7.62%	-1.82%	-10.25%	7.57%
Quartile Ranking	-	-	-	-	-	-	-	4	2	2
Category Rank	-	-	-	-	-	-	-	65/ 79	32/ 84	39/ 91

Best Calendar Return (Last 10 years)

8.07% (2023)

Worst Calendar Return (Last 10 years)

-9.88% (2022)

Asset Allocation

Asset Allocation
Name	Percent
Canadian Corporate Bonds	98.97
Cash and Equivalents	1.03

Sector Allocation

Sector Allocation
Name	Percent
Fixed Income	98.75
Cash and Cash Equivalent	1.03
Financial Services	0.22

Geographic Allocation

Geographic Allocation
Name	Percent
North America	100.00

Top Holdings

Top Holdings
Name	Percent
Bank of Nova Scotia 2.95% 08-Mar-2027	1.01
Toronto-Dominion Bank 3.06% 26-Jan-2027	0.95
Bank of Montreal 3.19% 01-Mar-2028	0.91
Toronto-Dominion Bank 1.89% 08-Mar-2028	0.85
Canadian Imperial Bank Commrce 2.25% 07-Jan-2027	0.82
Bell Canada 3.50% 30-Mar-2050	0.70
Royal Bank of Canada 2.33% 28-Jan-2027	0.70
Royal Bank of Canada 4.63% 01-May-2028	0.69
Royal Bank of Canada 1.83% 31-Jul-2028	0.69
Bank of Montreal 1.93% 22-Jul-2026	0.68

Equity Style

Fixed Income Style

Average Duration: M. Average Credit Quality: M.

Period:

Risk vs Return (3 Yr)

BMO ESG Corporate Bond Index ETF

Median

Other - Cdn Corp Fixed Income

3 Yr Annualized

Standard Deviation	6.25%	-	-
Beta	1.04%	-	-
Alpha	0.00%	-	-
Rsquared	0.98%	-	-
Sharpe	-0.30%	-	-
Sortino	-0.31%	-	-
Treynor	-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	5.37%	6.25%	-	-
Beta	1.01%	1.04%	-	-
Alpha	0.00%	0.00%	-	-
Rsquared	0.99%	0.98%	-	-
Sharpe	1.39%	-0.30%	-	-
Sortino	4.73%	-0.31%	-	-
Treynor	0.07%	-0.02%	-	-
Tax Efficiency	87.98%	-	-	-

No data available

Fund Details

Start Date	January 15, 2020
Instrument Type	Exchange Traded Fund (Responsible Investment)
Share Class	Do-It-Yourself
Legal Status	Trust
Sales Status	Open
Currency	CAD
Distribution Frequency	Quarterly
Assets ($mil)	$70
52 Week High	$27.96
52 Week Low	$25.37
Annual Dividend	$0.97
Annual Yield	-
Index	Bloomberg Barclays MSCI Canadian Corporate Sustainability SRI 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

BMO ESG Corporate Bond Index ETF seeks to replicate, to the extent possible, the performance of an ESG-focused Canadian corporate bond index, net of expenses. Currently, BMO ESG Corporate Bond Index ETF seeks to replicate the performance of the Bloomberg Barclays MSCI Canadian Corporate Sustainability SRI Index.

Investment Strategy

The investment strategy of BMO ESG Corporate Bond Index ETF is currently to invest in and hold the constituent securities of the Bloomberg MSCI Canada Corporate Sustainability SRI Index in the same proportion as they are reflected in the Index. The Manager may also use a sampling methodology in selecting investments for BMO ESG Corporate Bond Index ETF to obtain exposure to the performance of the Index.

Portfolio Manager(s)

Name	Start Date
BMO Asset Management Inc.	01-21-2020

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	0.17%
Management Fee	0.15%

BMO ESG Corporate Bond Index ETF (ESGB : TSX)

FundGrade C