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BMO MSCI EAFE Hedged to CAD Index ETF (ZDM : TSX)

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International Equity

FundGrade A Click for more information on Fundata’s FundGrade

FundGrade A

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

2024, 2023, 2022

Click for more information on Fundata’s FundGrade

Close
(05-14-2025) 		$31.29
Change
-$0.12 (-0.38%)
Open $31.26
Day Range $31.19 - $31.29
Volume 21,620

As at April 30, 2025

As at April 30, 2025

As at April 30, 2025

  • Closing Price / Volume
Period
Created with Highcharts 10.3.3Closing PriceVolumeJan 2016Jan 2017Jan 2018Jan 2019Jan 2020Jan 2021Jan 2022Jan 2023Jan 2024Jan 2025Jun 2024Jul 2024Jul 2024Aug 2024Sep 2024Oct 2024Nov 2024Dec 2024Jan 2025Feb 2025Mar 2025Apr 2025May 20252016-01-012018-01-012020-01-012022-01-012024-01-01$15.00$20.00$25.00$30.00$35.00$26.00$28.00$32.00010,000,000500,0001,000,000Period
Created with Highcharts 10.3.3Jan 2016Jan 2017Jan 2018Jan 2019Jan 2020Jan 2021Jan 2022Jan 2023Jan 2024Jan 2025Jun 2024Jul 2024Jul 2024Aug 2024Sep 2024Oct 2024Nov 2024Dec 2024Jan 2025Feb 2025Mar 2025Apr 2025May 20252016-01-012018-01-012020-01-012022-01-012024-01-010%-25%25%50%75%-15%-10%-5%5%10%Period

Legend

BMO MSCI EAFE Hedged to CAD Index ETF

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Fund Returns

Inception Return (October 20, 2009): 7.58%

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 -0.37% -1.30% 4.69% 3.50% 6.75% 11.32% 11.25% 9.09% 13.23% 8.82% 8.03% 8.17% 9.46% 7.08%
Benchmark 0.66% 1.09% 7.07% 6.87% 11.81% 11.28% 11.79% 6.83% 10.51% 7.21% 6.12% 6.46% 8.04% 6.69%
Category Average -0.04% 5.18% 5.18% 5.32% 10.73% 9.28% 10.04% 5.03% 9.11% 6.07% 5.29% 5.45% 6.84% 5.39%
Category Rank 374 / 800 457 / 797 413 / 795 494 / 795 520 / 770 203 / 735 264 / 714 47 / 692 24 / 652 40 / 615 38 / 541 33 / 483 35 / 431 79 / 372
Quartile Ranking 2 3 3 3 3 2 2 1 1 1 1 1 1 1

Monthly Return

Created with Highcharts 10.3.3May 24Jun 24Jul 24Aug 24Sep 24Oct 24Nov 24Dec 24Jan 25Feb 25Mar 25Apr 25-4%-2%0%2%4%6%8%
Monthly Return
Return % May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Fund 3.66% -0.91% 0.67% 1.12% -0.39% -2.10% 1.07% 0.08% 4.87% 1.90% -2.78% -0.37%
Benchmark 2.60% -0.96% 4.08% 0.37% 1.09% -2.68% 0.03% 0.16% 5.72% 1.20% -0.76% 0.66%

Best Monthly Return Since Inception

12.45% (November 2020)

Worst Monthly Return Since Inception

-13.39% (March 2020)

Calendar Return (%)

Created with Highcharts 10.3.3-20%-10%0%10%20%30%
Calendar Return
Return % 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Fund 4.53% 6.52% 16.12% -9.91% 23.36% 0.47% 18.49% -5.56% 18.37% 12.41%
Benchmark 19.41% -1.70% 18.37% -6.81% 16.27% 8.01% 8.97% -10.67% 15.74% 11.18%
Category Average 13.82% -2.56% 17.84% -8.91% 17.54% 7.87% 8.64% -12.60% 13.75% 10.76%
Quartile Ranking 4 1 3 3 1 4 1 1 1 2
Category Rank 338/ 366 15/ 410 283/ 470 329/ 530 105/ 597 493/ 647 38/ 677 134/ 699 70/ 729 333/ 764

Best Calendar Return (Last 10 years)

23.36% (2019)

Worst Calendar Return (Last 10 years)

-9.91% (2018)

Asset Allocation

Asset Allocation
Name Percent
International Equity 98.68
Income Trust Units 0.88
Cash and Equivalents 0.31
Canadian Equity 0.03
US Equity 0.01
Other 0.09

Sector Allocation

Sector Allocation
Name Percent
Financial Services 23.15
Consumer Goods 15.84
Healthcare 11.10
Industrial Goods 10.76
Technology 8.24
Other 30.91

Geographic Allocation

Geographic Allocation
Name Percent
Europe 65.92
Asia 32.29
Africa and Middle East 0.94
North America 0.74
Latin America 0.03
Other 0.08

Top Holdings

Top Holdings
Name Percent
BMO MSCI EAFE Index ETF (ZEA) 99.96
CAD Currency Forward 0.48
CANADIAN DOLLAR 0.02
SWISS FRANC 0.00
AUSTRALIAN DOLLAR 0.00
DANISH KRONE 0.00
EURO CURRENCY 0.00
NORWEGIAN KRONE 0.00
POUND STERLING 0.00
US DOLLAR 0.00

Equity Style

Market capitalization is large. Equity style is blend.

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 Return91011121314151617181920210%5%10%15%20%25%

BMO MSCI EAFE Hedged to CAD Index ETF

Median

Other - International Equity

3 Yr Annualized

Standard Deviation 11.98% 11.98% 12.56%
Beta 0.86% 0.87% 0.91%
Alpha 0.01% 0.04% 0.01%
Rsquared 0.83% 0.81% 0.77%
Sharpe 0.62% 0.90% 0.47%
Sortino 1.20% 1.59% 0.53%
Treynor 0.09% 0.12% 0.07%
Tax Efficiency 89.04% 90.62% 84.61%
Volatility Volatility rating is 6 on a scale of 1 to 10 Volatility rating is 6 on a scale of 1 to 10 Volatility rating is 7 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 7.60% 11.98% 11.98% 12.56%
Beta 0.78% 0.86% 0.87% 0.91%
Alpha -0.02% 0.01% 0.04% 0.01%
Rsquared 0.65% 0.83% 0.81% 0.77%
Sharpe 0.41% 0.62% 0.90% 0.47%
Sortino 0.93% 1.20% 1.59% 0.53%
Treynor 0.04% 0.09% 0.12% 0.07%
Tax Efficiency 83.86% 89.04% 90.62% 84.61%

Fundata ESG Metrics

Fundata ESG Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A86.8​86.873.6​73.60%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: A84.9​84.972.2​72.20%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: A90.7​90.779.1​79.10%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: A83.2​83.266.8​66.80%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.

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Fund Details

Start Date October 20, 2009
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) -
52 Week High $32.01
52 Week Low $26.75
Annual Dividend $0.80
Annual Yield -
Index MSCI EAFE 100% Hedged to CAD Dollars 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

The BMO MSCI EAFE Hedged to CAD Index ETF has been designed to replicate, to the extent possible, the performance of the MSCI EAFE 100% Hedged to CAD Dollars Index, net of expenses.

Investment Strategy

ZDM invests in developed markets equity, excluding Canada and the U.S. The Manager may use a sampling methodology in selecting investments for the fund. The Fund may also invest in or hold securities intended to replicate the performance of the Index. The foreign currency exposure is hedged back to the Canadian dollar. In addition, as ZDM may hold other underlying ETFs, the management fees charged are reduced by the management fees paid on the underlying ETFs.

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 0.23%
Management Fee 0.20%

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