Fund Library Home Page
Sign In Français

  • My Watchlist is is a members only feature. Sign in or Sign up for free access to the watchlist feature.

Fund Search
ETF Search
Stock Search

Join Fund Library now and get free access to personalized features to help you manage your investments.

Sign up Now More Info

BMO MSCI Canada Value Index ETF (ZVC : TSX)

Add to My Watchlist

Canadian 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
(12-03-2024) 		$30.57
Change
$0.03 (0.10%)
Open $30.50
Day Range $30.50 - $30.56
Volume 2,624

As at October 31, 2024

As at October 31, 2024

As at July 31, 2024

  • Closing Price / Volume
Period
Loading...
Loading...

Legend

BMO MSCI Canada Value Index ETF

Compare Options

Fund Returns

Inception Return (October 04, 2017): 8.63%

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 -0.40% 2.28% 6.87% 12.73% 22.85% 12.30% 9.76% 19.06% 11.43% 10.55% 8.36% - - -
Benchmark 0.85% 5.30% 12.95% 18.24% 32.06% 15.16% 8.05% 15.02% 11.33% 11.65% 9.36% 9.62% 9.96% 8.41%
Category Average 0.32% 10.90% 10.90% 15.35% 27.26% 12.81% 6.99% 13.70% 9.77% 9.80% 7.62% 7.89% 8.07% 6.92%
Category Rank 620 / 742 620 / 726 696 / 719 644 / 715 657 / 714 480 / 688 67 / 639 40 / 581 136 / 547 250 / 510 231 / 470 - - -
Quartile Ranking 4 4 4 4 4 3 1 1 1 2 2 - - -

Monthly Return

Monthly Return
Return % Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Fund 5.02% 3.77% 0.45% 2.92% 4.87% -2.71% 1.68% -2.24% 5.11% 0.08% 2.61% -0.40%
Benchmark 7.48% 3.91% 0.55% 1.82% 4.14% -1.82% 2.77% -1.42% 5.87% 1.22% 3.15% 0.85%

Best Monthly Return Since Inception

14.15% (November 2020)

Worst Monthly Return Since Inception

-20.91% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund - - - - -11.12% 17.73% -3.84% 32.36% 2.44% 11.16%
Benchmark 10.55% -8.32% 21.08% 9.10% -8.89% 22.88% 5.60% 25.09% -5.84% 11.75%
Category Average 9.54% -6.15% 16.46% 6.89% -9.47% 19.21% 3.42% 23.26% -4.82% 9.85%
Quartile Ranking - - - - 3 4 4 1 1 2
Category Rank - - - - 355/ 476 448/ 521 499/ 548 34/ 583 27/ 650 266/ 689

Best Calendar Return (Last 10 years)

32.36% (2021)

Worst Calendar Return (Last 10 years)

-11.12% (2018)

Asset Allocation

Asset Allocation
Name Percent
Canadian Equity 99.81
Cash and Equivalents 0.19

Sector Allocation

Sector Allocation
Name Percent
Financial Services 38.13
Energy 17.33
Basic Materials 10.75
Industrial Services 10.47
Technology 8.31
Other 15.01

Geographic Allocation

Geographic Allocation
Name Percent
North America 100.00

Top Holdings

Top Holdings
Name Percent
Manulife Financial Corp 7.21
Suncor Energy Inc 6.31
Bank of Nova Scotia 5.79
Toronto-Dominion Bank 5.38
Canadian Imperial Bank of Commerce 5.26
CGI Inc Cl A 5.16
Bank of Montreal 4.60
Canadian Pacific Kansas City Ltd 4.56
Canadian Natural Resources Ltd 4.42
Canadian National Railway Co 3.73

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)

BMO MSCI Canada Value Index ETF

Median

Other - Canadian Equity

3 Yr Annualized

Standard Deviation 13.54% 17.36% -
Beta 0.95% 1.05% -
Alpha 0.02% 0.00% -
Rsquared 0.88% 0.90% -
Sharpe 0.50% 0.59% -
Sortino 0.82% 0.76% -
Treynor 0.07% 0.10% -
Tax Efficiency 87.14% 88.89% -
Volatility Volatility rating is 7 on a scale of 1 to 10 Volatility rating is 9 on a scale of 1 to 10 -

Risk Rating

Rating 7 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 9.50% 13.54% 17.36% -
Beta 0.94% 0.95% 1.05% -
Alpha -0.06% 0.02% 0.00% -
Rsquared 0.89% 0.88% 0.90% -
Sharpe 1.74% 0.50% 0.59% -
Sortino 4.63% 0.82% 0.76% -
Treynor 0.18% 0.07% 0.10% -
Tax Efficiency 93.87% 87.14% 88.89% -

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 October 04, 2017
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) $57
52 Week High $30.60
52 Week Low $24.65
Annual Dividend $0.86
Annual Yield -
Index MSCI Canada Enhanced Value Capped 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 MSCI Canada Value Index ETF seeks to replicate, to the extent possible, the performance of a Canadian equity value index, net of expenses. Currently, BMO MSCI Canada Value Index ETF seeks to replicate the performance of the MSCI Canada Enhanced Value Capped Index.

Investment Strategy

The investment strategy of BMO MSCI Canada Value Index ETF is to invest in and hold the Constituent Securities of the MSCI Canada Enhanced Value Capped Index or securities intended to replicate the performance of the Index.

Portfolio Manager(s)

Name Start Date
BMO Asset Management Inc. 10-04-2017

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 0.40%
Management Fee 0.35%

Join Fund Library now and get free access to personalized features to help you manage your investments.

Sign up Now More Info