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

BMO Global Low Volatility ETF Fund Series A

Tactical Balanced

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

Click for more information on Fundata’s FundGrade.

Fundata ESG GradeC Click for more information on Fundata’s ESG Grade

Fundata ESG Grade C

Click for more information on Fundata’s ESG Grade.

NAVPS
(06-14-2024)
$10.55
Change
-$0.01 (-0.05%)

As at May 31, 2024

As at May 31, 2024

As at February 29, 2024

Period
Loading...

Legend

BMO Global Low Volatility ETF Fund Series A

Compare Options


Fund Returns

Inception Return (May 03, 2010): 4.12%

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 1.07% 1.66% 6.13% 4.63% 7.50% 4.42% 2.65% 3.94% 3.58% 3.98% 3.20% 4.10% 3.11% 3.87%
Benchmark 1.73% 1.94% 8.09% 5.92% 12.59% 9.18% 3.91% 4.98% 5.61% 5.55% 5.21% 6.18% 6.05% 6.97%
Category Average 2.21% 7.94% 7.94% 4.69% 10.63% 5.17% 2.44% 5.33% 4.64% 3.96% 3.59% 4.22% 3.47% 3.73%
Category Rank 321 / 360 251 / 358 212 / 358 172 / 358 269 / 356 221 / 356 182 / 342 241 / 334 218 / 324 189 / 301 197 / 285 166 / 264 131 / 193 99 / 154
Quartile Ranking 4 3 3 2 4 3 3 3 3 3 3 3 3 3

Monthly Return

Monthly Return
Return % Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Fund 0.44% 1.34% -1.16% -3.07% -0.12% 4.00% 1.43% 0.58% 2.33% 1.97% -1.37% 1.07%
Benchmark 0.46% 1.75% 0.57% -3.70% 0.21% 5.00% 2.05% 0.78% 3.10% 1.80% -1.57% 1.73%

Best Monthly Return Since Inception

6.36% (April 2020)

Worst Monthly Return Since Inception

-7.84% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 7.47% 3.16% 1.33% 6.92% -0.77% 12.74% 2.92% 8.85% -6.85% 3.28%
Benchmark 12.44% 17.05% 2.39% 8.66% 2.68% 12.26% 11.12% 6.48% -11.62% 11.69%
Category Average 6.78% 0.31% 5.78% 6.18% -5.55% 12.58% 5.65% 9.53% -9.83% 8.35%
Quartile Ranking 4 2 4 2 1 3 3 3 1 4
Category Rank 95/ 126 69/ 166 190/ 210 99/ 274 44/ 296 165/ 312 222/ 332 235/ 336 61/ 355 341/ 356

Best Calendar Return (Last 10 years)

12.74% (2019)

Worst Calendar Return (Last 10 years)

-6.85% (2022)

Asset Allocation

Asset Allocation
Name Percent
US Equity 47.46
International Equity 30.75
Foreign Bonds - Other 9.07
Foreign Corporate Bonds 3.14
Foreign Government Bonds 2.39
Other 7.19

Sector Allocation

Sector Allocation
Name Percent
Fixed Income 17.30
Technology 11.39
Consumer Goods 10.71
Healthcare 10.14
Financial Services 10.09
Other 40.37

Geographic Allocation

Geographic Allocation
Name Percent
North America 59.67
Asia 17.41
Europe 10.42
Multi-National 9.07
Africa and Middle East 1.96
Other 1.47

Top Holdings

Top Holdings
Name Percent
BMO Low Volatility US Equity ETF (ZLU) 31.43
BMO Low Volatility Emerging Markets Equ ETF (ZLE) 17.26
BMO S&P 500 Index ETF (ZSP) 12.62
BMO Low Volatility International Equity ETF (ZLI) 12.49
BMO US Aggregate Bond Index ETF (Hdg) (ZUAG.F) 9.07
Invesco S&P 500 ex-Rate Sensitive LV ETF (XRLV) 4.99
BMO Mid-Term US IG Corporate Bond Ix ETF (ZIC) 3.20
BMO Aggregate Bond Index ETF (ZAG) 2.72
BMO Long-Term US Treasury Bond Index ETF (ZTL.F) 2.38
BMO Low Volatility Canadian Equity ETF (ZLB) 2.36

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Average Duration: L. Average Credit Quality: M.
Period: 

Risk vs Return (3 Yr)

BMO Global Low Volatility ETF Fund Series A

Median

Other - Tactical Balanced

3 Yr Annualized

Standard Deviation 8.35% 8.95% 7.66%
Beta 0.84% 0.99% 0.83%
Alpha -0.01% -0.02% -0.02%
Rsquared 0.84% 0.79% 0.71%
Sharpe 0.01% 0.21% 0.35%
Sortino -0.01% 0.14% 0.20%
Treynor 0.00% 0.02% 0.03%
Tax Efficiency - - -
Volatility Volatility rating is 4 on a scale of 1 to 10 Volatility rating is 3 on a scale of 1 to 10 Volatility rating is 3 on a scale of 1 to 10

Risk Rating

Rating 4 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 6.52% 8.35% 8.95% 7.66%
Beta 0.83% 0.84% 0.99% 0.83%
Alpha -0.03% -0.01% -0.02% -0.02%
Rsquared 0.93% 0.84% 0.79% 0.71%
Sharpe 0.40% 0.01% 0.21% 0.35%
Sortino 1.12% -0.01% 0.14% 0.20%
Treynor 0.03% 0.00% 0.02% 0.03%
Tax Efficiency - - - -

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 May 03, 2010
Instrument Type Mutual Fund
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) $81

Fund Codes

FundServ Code Load Code Sales Status
BMO326
BMO70326

Investment Objectives

This fund’s objective is to increase the value of your investment over the long term by investing primarily in exchange traded funds that invest in global equity and fixed income securities. The fund may also invest in other mutual funds or invest directly in global fixed income securities and cash or cash equivalents. The portfolio manager may change the fund’s asset mix according to its outlook for each asset class.

Investment Strategy

-

Portfolio Manager(s)

Name Start Date
Steven Shepherd 03-24-2023
Robert Armstrong 03-24-2023

Management and Organization

Fund Manager BMO Investments Inc.
Advisor BMO Asset Management Inc.
Custodian State Street Trust Company Canada
Registrar State Street Trust Company Canada
Distributor BMO Investments Inc.
Auditor PriceWaterhouseCoopers LLP

Investment Minimums

RSP Eligible Yes
PAC Allowed Yes
PAC Initial Investment -
PAC Subsequent 50
SWP Allowed No
SWP Min Balance -
SWP Min Withdrawal -

Fees

MER 1.66%
Management Fee 1.35%
Load No Load
FE Max -
DSC Max -
Trailer Fee Max (FE) -
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) 1.00%
Trailer Fee Max (LL) -

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