Join Fund Library now and get free access to personalized features to help you manage your investments.
Canadian Fixed Income
Click for more information on Fundata’s FundGrade
Click for more information on Fundata’s FundGrade.
2023, 2022, 2021, 2020
Click for more information on Fundata’s FundGrade
|
NAVPS (11-20-2024) |
$14.90 |
|---|---|
| Change |
-$0.05
(-0.37%)
|
As at October 31, 2024
As at October 31, 2024
Loading...
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 / 660 | 356 / 653 | 233 / 636 | 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) | - |
Join Fund Library now and get free access to personalized features to help you manage your investments.
Fund Library
