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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
(12-23-2024) 		$45.75
Change
$0.26 (0.57%)
Open -
Day Range - - -
Volume 42

As at November 30, 2024

As at November 30, 2024

As at July 31, 2024

  • Closing Price / Volume
Period
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Legend

AGF Systematic Global ESG Factors ETF

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Fund Returns

Inception Return (February 12, 2018): 10.85%

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 2.95% 5.70% 11.52% 23.71% 26.79% 20.18% 8.97% 11.04% 11.37% 11.63% - - - -
Benchmark 4.44% 7.83% 13.43% 26.65% 29.86% 20.82% 10.82% 12.45% 12.38% 12.56% 10.99% 12.08% 11.25% 11.57%
Category Average 4.22% 10.71% 10.71% 21.71% 24.97% 16.24% 7.58% 9.61% 9.67% 10.01% 8.47% 9.46% 8.68% 8.63%
Category Rank 1,767 / 2,106 1,216 / 2,080 950 / 2,051 851 / 2,013 821 / 2,013 399 / 1,896 671 / 1,739 537 / 1,583 383 / 1,469 393 / 1,376 - - - -
Quartile Ranking 4 3 2 2 2 1 2 2 2 2 - - - -

Monthly Return

Monthly Return
Return % Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Fund 2.50% 2.24% 4.84% 2.68% -2.42% 3.29% 2.33% 3.20% -0.10% 2.25% 0.42% 2.95%
Benchmark 2.53% 1.41% 5.64% 2.94% -1.84% 3.15% 2.29% 2.79% 0.04% 2.54% 0.69% 4.44%

Best Monthly Return Since Inception

9.91% (April 2020)

Worst Monthly Return Since Inception

-8.42% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund - - - - - 20.15% 13.93% 17.12% -15.48% 21.11%
Benchmark 13.97% 16.88% 5.18% 16.29% -1.79% 21.41% 13.15% 17.62% -12.64% 19.37%
Category Average 8.33% 8.98% 3.86% 14.23% -5.38% 19.94% 11.73% 16.21% -13.86% 15.08%
Quartile Ranking - - - - - 2 2 2 3 1
Category Rank - - - - - 636/ 1,388 573/ 1,470 711/ 1,590 1,142/ 1,745 324/ 1,896

Best Calendar Return (Last 10 years)

21.11% (2023)

Worst Calendar Return (Last 10 years)

-15.48% (2022)

Asset Allocation

Asset Allocation
Name Percent
US Equity 69.33
International Equity 28.74
Cash and Equivalents 1.03
Canadian Equity 0.60
Income Trust Units 0.29
Other 0.01

Sector Allocation

Sector Allocation
Name Percent
Technology 29.76
Financial Services 19.18
Healthcare 14.26
Consumer Services 8.70
Consumer Goods 6.83
Other 21.27

Geographic Allocation

Geographic Allocation
Name Percent
North America 70.96
Europe 18.25
Asia 10.17
Multi-National 0.38
Latin America 0.21
Other 0.03

Top Holdings

Top Holdings
Name Percent
NVIDIA Corp 4.56
Apple Inc 4.20
Microsoft Corp 3.89
Meta Platforms Inc Cl A 1.94
Broadcom Inc 1.83
Merck & Co Inc 1.58
Alphabet Inc Cl C 1.54
Mastercard Inc Cl A 1.47
Booking Holdings Inc 1.45
Accenture PLC Cl A 1.43

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)

AGF Systematic Global ESG Factors ETF

Median

Other - Global Equity

3 Yr Annualized

Standard Deviation 12.84% 13.04% -
Beta 0.99% 0.98% -
Alpha -0.02% -0.01% -
Rsquared 0.97% 0.97% -
Sharpe 0.46% 0.72% -
Sortino 0.76% 1.03% -
Treynor 0.06% 0.10% -
Tax Efficiency 92.83% 94.00% -
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 6.56% 12.84% 13.04% -
Beta 0.92% 0.99% 0.98% -
Alpha 0.00% -0.02% -0.01% -
Rsquared 0.91% 0.97% 0.97% -
Sharpe 3.00% 0.46% 0.72% -
Sortino 7.87% 0.76% 1.03% -
Treynor 0.21% 0.06% 0.10% -
Tax Efficiency 96.81% 92.83% 94.00% -

Fundata ESG Metrics

Fundata ESG Score

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

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

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

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) -
52 Week High $46.20
52 Week Low $36.21
Annual Dividend $0.78
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 ETFseeks to provide long-term capital appreciation with reduced volatility, over a full market cycle, by investing primarily in global equity securities.

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.

Portfolio Manager(s)

Name Start Date
Robert Yan 03-30-2021
Mark Stacey 03-30-2021
Grant Wang 03-30-2021

Management and Organization

Fund Manager AGF Investments Inc.
Advisor AGF Investments Inc.
Custodian CIBC Mellon Trust Company
Registrar TSX Trust Company
Distributor -
Auditor PriceWaterhouseCoopers LLP

Fees

MER 0.45%
Management Fee 0.45%

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