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BMO MSCI Canada Value Index ETF

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Canadian Equity

FundGrade B Click for more information on Fundata’s FundGrade

FundGrade B

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.

NAVPS
(11-21-2024) 		$30.45
Change
$0.33 (1.11%)

As at October 31, 2024

As at October 31, 2024

As at July 31, 2024

Period
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Legend

BMO MSCI Canada Value Index ETF

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Fund Returns

Inception Return (October 04, 2017): 8.63%

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 -0.40% 2.28% 6.87% 12.73% 22.85% 12.30% 9.76% 19.06% 11.43% 10.55% 8.36% - - -
Benchmark 0.85% 5.30% 12.95% 18.24% 32.06% 15.16% 8.05% 15.02% 11.33% 11.65% 9.36% 9.62% 9.96% 8.41%
Category Average 0.32% 3.53% 10.90% 15.35% 27.26% 12.81% 6.99% 13.70% 9.77% 9.80% 7.62% 7.89% 8.07% 6.92%
Category Rank 616 / 737 616 / 721 691 / 714 639 / 710 652 / 709 476 / 683 67 / 635 40 / 577 135 / 543 246 / 505 227 / 465 - - -
Quartile Ranking 4 4 4 4 4 3 1 1 1 2 2 - - -

Monthly Return

Monthly Return
Return % Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Fund 5.02% 3.77% 0.45% 2.92% 4.87% -2.71% 1.68% -2.24% 5.11% 0.08% 2.61% -0.40%
Benchmark 7.48% 3.91% 0.55% 1.82% 4.14% -1.82% 2.77% -1.42% 5.87% 1.22% 3.15% 0.85%

Best Monthly Return Since Inception

14.15% (November 2020)

Worst Monthly Return Since Inception

-20.91% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund - - - - -11.12% 17.73% -3.84% 32.36% 2.44% 11.16%
Benchmark 10.55% -8.32% 21.08% 9.10% -8.89% 22.88% 5.60% 25.09% -5.84% 11.75%
Category Average 9.54% -6.15% 16.46% 6.89% -9.47% 19.21% 3.42% 23.26% -4.82% 9.85%
Quartile Ranking - - - - 3 4 4 1 1 2
Category Rank - - - - 352/ 471 443/ 516 495/ 544 34/ 579 27/ 646 263/ 684

Best Calendar Return (Last 10 years)

32.36% (2021)

Worst Calendar Return (Last 10 years)

-11.12% (2018)

Asset Allocation

Asset Allocation
Name Percent
Canadian Equity 99.81
Cash and Equivalents 0.19

Sector Allocation

Sector Allocation
Name Percent
Financial Services 38.13
Energy 17.33
Basic Materials 10.75
Industrial Services 10.47
Technology 8.31
Other 15.01

Geographic Allocation

Geographic Allocation
Name Percent
North America 100.00

Top Holdings

Top Holdings
Name Percent
Manulife Financial Corp 7.21
Suncor Energy Inc 6.31
Bank of Nova Scotia 5.79
Toronto-Dominion Bank 5.38
Canadian Imperial Bank of Commerce 5.26
CGI Inc Cl A 5.16
Bank of Montreal 4.60
Canadian Pacific Kansas City Ltd 4.56
Canadian Natural Resources Ltd 4.42
Canadian National Railway Co 3.73

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

BMO MSCI Canada Value Index ETF

Median

Other - Canadian Equity

3 Yr Annualized

Standard Deviation 13.54% 17.36% -
Beta 0.95% 1.05% -
Alpha 0.02% 0.00% -
Rsquared 0.88% 0.90% -
Sharpe 0.50% 0.59% -
Sortino 0.82% 0.76% -
Treynor 0.07% 0.10% -
Tax Efficiency 87.14% 88.89% -
Volatility Volatility rating is 7 on a scale of 1 to 10 Volatility rating is 9 on a scale of 1 to 10 -

Risk Rating

Rating 7 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 9.50% 13.54% 17.36% -
Beta 0.94% 0.95% 1.05% -
Alpha -0.06% 0.02% 0.00% -
Rsquared 0.89% 0.88% 0.90% -
Sharpe 1.74% 0.50% 0.59% -
Sortino 4.63% 0.82% 0.76% -
Treynor 0.18% 0.07% 0.10% -
Tax Efficiency 93.87% 87.14% 88.89% -

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.

View the full methodology

Fund Details

Start Date October 04, 2017
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) $57

Fund Codes

FundServ Code Load Code Sales Status
N/A

Investment Objectives

BMO MSCI Canada Value Index ETF seeks to replicate, to the extent possible, the performance of a Canadian equity value index, net of expenses. Currently, BMO MSCI Canada Value Index ETF seeks to replicate the performance of the MSCI Canada Enhanced Value Capped Index.

Investment Strategy

The investment strategy of BMO MSCI Canada Value Index ETF is to invest in and hold the Constituent Securities of the MSCI Canada Enhanced Value Capped Index or securities intended to replicate the performance of the Index.

Portfolio Manager(s)

Name Start Date
BMO Asset Management Inc. 10-04-2017

Management and Organization

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

Investment Minimums

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

Fees

MER 0.40%
Management Fee 0.35%
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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