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

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

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FundGrade A+® Rating Recipient

FundGrade A+® Rating Recipient

2024, 2023, 2022

Click for more information on Fundata’s FundGrade

Close
(03-14-2025)
$31.26
Change
$0.57 (1.86%)
Open $30.88
Day Range $30.88 - $31.26
Volume 6,192

As at February 28, 2025

As at February 28, 2025

As at December 31, 2024

Period
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Legend

BMO MSCI EAFE Hedged to CAD Index ETF

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Fund Returns

Inception Return (October 20, 2009): 7.89%

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 1.90% 6.95% 5.40% 6.86% 13.20% 15.12% 12.54% 11.68% 11.85% 10.34% 8.93% 9.13% 10.28% 7.65%
Benchmark 1.20% 7.16% 5.45% 6.99% 14.01% 13.90% 9.73% 7.35% 9.62% 8.10% 6.28% 7.55% 8.28% 6.64%
Category Average 1.21% 5.11% 5.11% 6.81% 13.63% 12.81% 8.48% 6.16% 8.33% 7.22% 5.50% 6.68% 7.27% 5.54%
Category Rank 306 / 802 383 / 800 489 / 794 434 / 800 464 / 772 181 / 735 36 / 712 17 / 686 30 / 652 49 / 615 27 / 541 53 / 477 30 / 424 59 / 368
Quartile Ranking 2 2 3 3 3 1 1 1 1 1 1 1 1 1

Monthly Return

Monthly Return
Return % Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Fund 3.96% -1.20% 3.66% -0.91% 0.67% 1.12% -0.39% -2.10% 1.07% 0.08% 4.87% 1.90%
Benchmark 3.12% -1.23% 2.60% -0.96% 4.08% 0.37% 1.09% -2.68% 0.03% 0.16% 5.72% 1.20%

Best Monthly Return Since Inception

12.45% (November 2020)

Worst Monthly Return Since Inception

-13.39% (March 2020)

Calendar Return (%)

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 339/ 367 15/ 411 283/ 471 331/ 532 105/ 599 494/ 649 38/ 679 135/ 702 70/ 732 334/ 768

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 99.79
Income Trust Units 0.82
Cash and Equivalents -0.62
Other 0.01

Sector Allocation

Sector Allocation
Name Percent
Financial Services 23.04
Consumer Goods 16.08
Healthcare 11.84
Industrial Goods 10.93
Technology 8.66
Other 29.45

Geographic Allocation

Geographic Allocation
Name Percent
Europe 67.10
Asia 32.67
Africa and Middle East 0.94
Latin America 0.02
North America -0.95
Other 0.22

Top Holdings

Top Holdings
Name Percent
BMO MSCI EAFE Index ETF (ZEA) 100.67
JPY Currency Forward 0.14
EUR Currency Forward 0.07
GBP Currency Forward 0.06
CHF Currency Forward 0.04
CANADIAN DOLLAR 0.03
AUD Currency Forward 0.02
HKD Currency Forward 0.01
USD Currency Forward 0.01
SEK Currency Forward 0.01

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)

BMO MSCI EAFE Hedged to CAD Index ETF

Median

Other - International Equity

3 Yr Annualized

Standard Deviation 11.85% 13.64% 12.51%
Beta 0.82% 0.94% 0.90%
Alpha 0.04% 0.03% 0.02%
Rsquared 0.82% 0.82% 0.77%
Sharpe 0.74% 0.72% 0.52%
Sortino 1.39% 1.05% 0.59%
Treynor 0.11% 0.10% 0.07%
Tax Efficiency 90.44% 90.12% 86.01%
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 7.58% 11.85% 13.64% 12.51%
Beta 0.77% 0.82% 0.94% 0.90%
Alpha 0.02% 0.04% 0.03% 0.02%
Rsquared 0.71% 0.82% 0.82% 0.77%
Sharpe 1.14% 0.74% 0.72% 0.52%
Sortino 3.17% 1.39% 1.05% 0.59%
Treynor 0.11% 0.11% 0.10% 0.07%
Tax Efficiency 91.53% 90.44% 90.12% 86.01%

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.

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) $987
52 Week High $32.01
52 Week Low $27.37
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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