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BMO Low Volatility US Equity ETF (ZLU : TSX)

U.S. Equity

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

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.

FundGrade A+® Rating Recipient

FundGrade A+® Rating Recipient

2022, 2016

Click for more information on Fundata’s FundGrade

Close
(10-07-2025)
$59.17
Change
$0.15 (0.25%)
Open $59.00
Day Range $58.94 - $59.24
Volume 13,876

As at August 31, 2025

As at August 31, 2025

As at August 31, 2025

Period
Created with Highcharts 10.3.3Closing PriceVolumeJan 2016Jan 2017Jan 2018Jan 2019Jan 2020Jan 2021Jan 2022Jan 2023Jan 2024Jan 2025Oct 2024Nov 2024Dec 2024Jan 2025Feb 2025Mar 2025Apr 2025May 2025Jun 2025Jul 2025Aug 2025Sep 2025Sep 20252016-01-012018-01-012020-01-012022-01-012024-01-01$20.00$30.00$40.00$50.00$60.00$70.00$52.00$54.00$56.00$58.0005,000,00010,000,0001,000,000Period
Created with Highcharts 10.3.3Jan 2016Jan 2017Jan 2018Jan 2019Jan 2020Jan 2021Jan 2022Jan 2023Jan 2024Jan 2025Oct 2024Nov 2024Dec 2024Jan 2025Feb 2025Mar 2025Apr 2025May 2025Jun 2025Jul 2025Aug 2025Sep 2025Sep 20252016-01-012018-01-012020-01-012022-01-012024-01-010%50%100%150%-50%-2%2%4%6%8%10%12%Period

Legend

BMO Low Volatility US Equity ETF

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Fund Returns

Inception Return (March 27, 2013): 13.34%

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 1.52% 3.52% -2.25% 4.92% 8.20% 13.09% 9.24% 9.16% 10.54% 9.00% 10.00% 10.80% 9.45% 10.27%
Benchmark 1.28% 9.49% 3.95% 5.81% 18.04% 22.32% 21.43% 13.36% 15.95% 16.55% 14.80% 15.98% 15.44% 15.10%
Category Average 1.23% 3.05% 3.05% 4.51% 12.30% 17.71% 16.60% 8.84% 12.24% 12.48% 10.93% 11.93% 11.63% 11.14%
Category Rank 484 / 1,369 1,213 / 1,343 1,144 / 1,309 508 / 1,297 981 / 1,287 968 / 1,226 1,107 / 1,165 583 / 1,093 793 / 1,036 860 / 976 634 / 891 613 / 831 614 / 750 473 / 664
Quartile Ranking 2 4 4 2 4 4 4 3 4 4 3 3 4 3

Monthly Return

Created with Highcharts 10.3.3Sep 24Oct 24Nov 24Dec 24Jan 25Feb 25Mar 25Apr 25May 25Jun 25Jul 25Aug 25-10%-5%0%5%10%
Monthly Return
Return % Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Fund 2.33% 0.81% 3.72% -3.62% 3.75% 3.45% 0.99% -5.94% -0.59% -0.58% 2.57% 1.52%
Benchmark 2.23% 2.12% 6.59% 0.26% 3.46% -1.62% -6.04% -4.57% 5.88% 4.21% 3.75% 1.28%

Best Monthly Return Since Inception

10.86% (January 2015)

Worst Monthly Return Since Inception

-7.28% (February 2020)

Calendar Return (%)

Created with Highcharts 10.3.3-20%-10%0%10%20%30%40%
Calendar Return
Return % 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Fund 26.59% 5.74% 5.10% 8.49% 20.32% 2.16% 20.63% 7.98% -3.11% 21.22%
Benchmark 20.77% 8.65% 13.80% 3.98% 25.18% 16.07% 28.16% -12.52% 23.32% 36.01%
Category Average 10.40% 6.16% 13.43% -2.19% 22.72% 13.97% 23.22% -14.41% 18.85% 26.98%
Quartile Ranking 1 2 4 1 4 4 3 1 4 4
Category Rank 32/ 633 290/ 681 748/ 758 100/ 843 756/ 915 912/ 989 766/ 1,054 5/ 1,105 1,159/ 1,168 982/ 1,254

Best Calendar Return (Last 10 years)

26.59% (2015)

Worst Calendar Return (Last 10 years)

-3.11% (2023)

Asset Allocation

Asset Allocation
Name Percent
US Equity 95.76
International Equity 3.93
Cash and Equivalents 0.31

Sector Allocation

Sector Allocation
Name Percent
Utilities 19.93
Healthcare 17.47
Consumer Goods 13.78
Financial Services 12.06
Technology 9.13
Other 27.63

Geographic Allocation

Geographic Allocation
Name Percent
North America 96.07
Europe 2.96
Latin America 0.97

Top Holdings

Top Holdings
Name Percent
CBOE Global Markets Inc 2.39
Northrop Grumman Corp 2.22
Johnson & Johnson 2.20
International Business Machines Corp 1.99
Corning Inc 1.99
Gen Digital Inc 1.92
Motorola Solutions Inc 1.90
Oracle Corp 1.78
Akamai Technologies Inc 1.76
Roper Technologies Inc 1.65

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 Return8101214161820222426280%5%10%15%20%25%30%35%

BMO Low Volatility US Equity ETF

Median

Other - U.S. Equity

3 Yr Annualized

Standard Deviation 9.84% 9.84% 10.36%
Beta 0.41% 0.42% 0.52%
Alpha 0.01% 0.04% 0.03%
Rsquared 0.28% 0.33% 0.41%
Sharpe 0.54% 0.81% 0.83%
Sortino 1.00% 1.32% 1.14%
Treynor 0.13% 0.19% 0.16%
Tax Efficiency 90.62% 91.88% 91.99%
Volatility Volatility rating is 5 on a scale of 1 to 10 Volatility rating is 5 on a scale of 1 to 10 Volatility rating is 5 on a scale of 1 to 10

Risk Rating

Rating 5 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 10.39% 9.84% 9.84% 10.36%
Beta 0.31% 0.41% 0.42% 0.52%
Alpha 0.03% 0.01% 0.04% 0.03%
Rsquared 0.17% 0.28% 0.33% 0.41%
Sharpe 0.51% 0.54% 0.81% 0.83%
Sortino 0.73% 1.00% 1.32% 1.14%
Treynor 0.17% 0.13% 0.19% 0.16%
Tax Efficiency 90.24% 90.62% 91.88% 91.99%

Fundata ESG Metrics

Fundata ESG Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A78.978.960.360.30%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: A65.765.762.462.40%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: A79.179.154.854.80%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: A86.186.163.763.70%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.

Fund Details

Start Date March 27, 2013
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) $2,149
52 Week High $60.06
52 Week Low $52.52
Annual Dividend $1.08
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

BMO Low Volatility US Equity ETF has been designed to provide exposure to a low beta weighted portfolio of U.S. stocks. Beta measures the security's sensitivity to market movements.

Investment Strategy

ZLU utilizes a rules based methodology to select the 100 least market sensitive stocks from a universe of U.S. large cap stocks. The underlying portfolio is rebalanced in June and reconstituted in December.

Portfolio Management

Portfolio Manager

BMO Asset Management Inc.

Sub-Advisor

-

Management and Organization

Fund Manager

BMO Asset Management Inc.

Custodian

State Street Trust Company Canada

Registrar

State Street Trust Company Canada

Distributor

-

Fees

MER 0.34%
Management Fee 0.30%

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