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Canadian Fixed Income
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2023, 2022, 2021, 2020
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|
NAVPS (11-21-2024) |
$14.82 |
|---|---|
| Change |
-$0.08
(-0.52%)
|
As at October 31, 2024
As at October 31, 2024
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Inception Return (February 10, 2014): 2.22%
| 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 | -1.08% | 1.20% | 6.64% | 3.15% | 11.32% | 5.45% | -0.27% | -1.07% | 0.48% | 2.01% | 1.59% | 1.25% | 1.69% | 1.97% |
| Benchmark | -1.07% | 1.25% | 6.50% | 3.09% | 11.09% | 5.28% | -0.23% | -1.11% | 0.36% | 1.97% | 1.60% | 1.33% | 1.81% | 2.06% |
| Category Average | -1.07% | 1.10% | 6.21% | 2.91% | 11.20% | 5.33% | -0.72% | -1.26% | 0.06% | 1.43% | 0.98% | 0.80% | 1.19% | 1.26% |
| Category Rank | 468 / 661 | 356 / 654 | 234 / 637 | 386 / 629 | 367 / 627 | 383 / 603 | 288 / 582 | 309 / 550 | 237 / 526 | 187 / 489 | 174 / 446 | 185 / 418 | 164 / 371 | 122 / 329 |
| Quartile Ranking | 3 | 3 | 2 | 3 | 3 | 3 | 2 | 3 | 2 | 2 | 2 | 2 | 2 | 2 |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 4.33% | 3.45% | -1.41% | -0.36% | 0.54% | -2.06% | 1.78% | 1.17% | 2.33% | 0.35% | 1.95% | -1.08% |
| Benchmark | 4.21% | 3.42% | -1.36% | -0.40% | 0.48% | -1.95% | 0.00% | 2.98% | 2.14% | 0.52% | 1.82% | -1.07% |
4.53% (January 2015)
-3.59% (April 2022)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | 3.60% | 1.37% | 1.71% | 1.18% | 6.97% | 9.30% | -2.66% | -11.95% | 6.59% |
| Benchmark | 9.10% | 3.57% | 1.54% | 2.70% | 1.29% | 6.97% | 8.61% | -2.71% | -11.46% | 6.38% |
| Category Average | 7.06% | 1.07% | 1.60% | 1.96% | -0.34% | 6.21% | 8.18% | -2.79% | -12.16% | 6.16% |
| Quartile Ranking | - | 1 | 3 | 3 | 2 | 2 | 1 | 3 | 3 | 2 |
| Category Rank | - | 31/ 346 | 260/ 380 | 265/ 425 | 125/ 451 | 144/ 498 | 119/ 528 | 297/ 559 | 323/ 588 | 286/ 604 |
9.30% (2020)
-11.95% (2022)
| Name | Percent |
|---|---|
| Canadian Government Bonds | 70.74 |
| Canadian Corporate Bonds | 23.33 |
| Cash and Equivalents | 5.55 |
| Foreign Government Bonds | 0.19 |
| Canadian Bonds - Other | 0.10 |
| Other | 0.09 |
| Name | Percent |
|---|---|
| Fixed Income | 94.43 |
| Cash and Cash Equivalent | 5.55 |
| Financial Services | 0.01 |
| Other | 0.01 |
| Name | Percent |
|---|---|
| North America | 100.00 |
| Name | Percent |
|---|---|
| Canada Government 0.50% 01-Dec-2030 | 9.27 |
| Canada Government 0.50% 01-Sep-2025 | 5.03 |
| Canada Housing Trust No 1 1.90% 15-Mar-2031 | 3.45 |
| Ontario Province 2.65% 02-Dec-2050 | 3.27 |
| Quebec Province 1.50% 01-Sep-2031 | 2.67 |
| Canada Government 1.50% 01-Dec-2031 | 2.21 |
| Canada Government 1.75% 01-Dec-2053 | 2.15 |
| Ontario Province 2.05% 02-Jun-2030 | 2.05 |
| Quebec Province 2.85% 01-Dec-2053 | 1.84 |
| Canada Government 2.75% 01-Dec-2048 | 1.79 |
BMO Discount Bond Index ETF
Median
Other - Canadian Fixed Income
| Standard Deviation | 7.53% | 6.63% | 5.43% |
|---|---|---|---|
| Beta | 1.04% | 1.01% | 0.99% |
| Alpha | 0.00% | 0.00% | 0.00% |
| Rsquared | 0.95% | 0.95% | 0.96% |
| Sharpe | -0.46% | -0.24% | 0.09% |
| Sortino | -0.54% | -0.47% | -0.23% |
| Treynor | -0.03% | -0.02% | 0.01% |
| Tax Efficiency | - | - | - |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 6.79% | 7.53% | 6.63% | 5.43% |
| Beta | 0.91% | 1.04% | 1.01% | 0.99% |
| Alpha | 0.01% | 0.00% | 0.00% | 0.00% |
| Rsquared | 0.85% | 0.95% | 0.95% | 0.96% |
| Sharpe | 0.94% | -0.46% | -0.24% | 0.09% |
| Sortino | 2.49% | -0.54% | -0.47% | -0.23% |
| Treynor | 0.07% | -0.03% | -0.02% | 0.01% |
| Tax Efficiency | 90.88% | - | - | - |
| Start Date | February 10, 2014 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Monthly |
| Assets ($mil) | $746 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| N/A | ||
BMO Discount Bond Index ETF has been designed to replicate, to the extent possible, the performance of the FTSE TMX Canada Universe Discount Bond Index™, net of expenses.
ZDB invests in a variety of debt securities primarily with a term to maturity greater than one year. The Fund invests in bonds with 3-month trailing price of $100.50 or lower. Securities held in the Index are a broad measure of the Canadian investment-grade fixed income market consisting of Federal, Provincial and Corporate bonds.
| Name | Start Date |
|---|---|
| Robert Bechard | 02-10-2014 |
| 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 |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | No |
| PAC Initial Investment | - |
| PAC Subsequent | - |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | 0.10% |
|---|---|
| Management Fee | 0.09% |
| Load | No Load |
| FE Max | - |
| DSC Max | - |
| Trailer Fee Max (FE) | - |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | - |
| Trailer Fee Max (LL) | - |
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