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BMO Low Volatility U.S. Equity ETF Fund Series A

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U.S. Equity

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

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

2023

Click for more information on Fundata’s FundGrade

NAVPS
(04-23-2024) 		$11.18
Change
$0.00 (0.04%)

As at March 31, 2024

As at March 31, 2024

As at February 29, 2024

Period
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Legend

BMO Low Volatility U.S. Equity ETF Fund Series A

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Fund Returns

Inception Return (August 17, 2020): 7.84%

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 3.85% 8.27% 12.47% 8.27% 5.55% 4.77% 8.51% - - - - - - -
Benchmark 3.07% 13.26% 23.76% 13.26% 30.04% 14.00% 14.30% 19.94% 15.37% 15.05% 14.39% 15.08% 13.81% 15.28%
Category Average 2.94% 22.06% 22.06% 11.88% 26.39% 10.39% 10.21% 17.40% 12.02% 11.35% 11.08% 11.62% 10.10% 11.05%
Category Rank 229 / 1,374 1,264 / 1,361 1,322 / 1,343 1,264 / 1,361 1,285 / 1,288 1,129 / 1,216 884 / 1,158 - - - - - - -
Quartile Ranking 1 4 4 4 4 4 4 - - - - - - -

Monthly Return

Monthly Return
Return % Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Fund 2.68% -5.63% 0.65% 0.57% -0.78% -3.56% 1.74% 2.48% -0.36% 2.13% 2.07% 3.85%
Benchmark 1.90% 0.62% 3.76% 2.72% 1.05% -4.85% 0.44% 6.86% 1.80% 3.00% 6.70% 3.07%

Best Monthly Return Since Inception

7.53% (December 2021)

Worst Monthly Return Since Inception

-5.63% (May 2023)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund - - - - - - - 18.85% 6.51% -4.16%
Benchmark 24.19% 20.77% 8.65% 13.80% 3.98% 25.18% 16.07% 28.16% -12.52% 23.32%
Category Average 16.59% 10.40% 6.16% 13.43% -2.19% 22.72% 13.97% 23.22% -14.41% 18.85%
Quartile Ranking - - - - - - - 4 1 4
Category Rank - - - - - - - 914/ 1,139 16/ 1,196 1,258/ 1,260

Best Calendar Return (Last 10 years)

18.85% (2021)

Worst Calendar Return (Last 10 years)

-4.16% (2023)

Asset Allocation

Asset Allocation
Name Percent
US Equity 95.34
International Equity 3.64
Cash and Equivalents 1.01
Other 0.01

Sector Allocation

Sector Allocation
Name Percent
Consumer Goods 20.95
Utilities 17.20
Healthcare 15.98
Financial Services 10.93
Technology 7.62
Other 27.32

Geographic Allocation

Geographic Allocation
Name Percent
North America 96.35
Europe 2.75
Latin America 0.92
Other -0.02

Top Holdings

Top Holdings
Name Percent
BMO Low Volatility US Equity ETF (ZLU) 99.53
CAD Currency 0.47

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 Low Volatility U.S. Equity ETF Fund Series A

Median

Other - U.S. Equity

3 Yr Annualized

Standard Deviation 9.57% - -
Beta 0.43% - -
Alpha 0.02% - -
Rsquared 0.41% - -
Sharpe 0.63% - -
Sortino 0.98% - -
Treynor 0.14% - -
Tax Efficiency - - -
Volatility Volatility rating is 4 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 9.52% 9.57% - -
Beta 0.56% 0.43% - -
Alpha -0.09% 0.02% - -
Rsquared 0.39% 0.41% - -
Sharpe 0.12% 0.63% - -
Sortino 0.40% 0.98% - -
Treynor 0.02% 0.14% - -
Tax Efficiency 69.35% - - -

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 August 17, 2020
Instrument Type Mutual Fund
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Annual
Assets ($mil) $174

Fund Codes

FundServ Code Load Code Sales Status
BMO109
BMO70109

Investment Objectives

This fund’s objective is to provide a return that is similar to the return of one or more exchange traded funds that invest primarily in U.S. equities. The fund may invest all or a portion of its assets in one or more exchange traded funds, invest directly in the underlying securities held by the exchange traded funds and/or use derivatives to provide the fund with a return determined by reference to the exchange traded funds.

Investment Strategy

These are the strategies the portfolio manager uses to try to achieve the fund’s objective: currently invests up to 100% of the fund’s assets in securities of BMO Low Volatility U.S. Equity ETF; BMO Low Volatility U.S. Equity ETF seeks to provide exposure to the performance of a portfolio of U.S. equities that have lower sensitivity to market movements with the potential for long-term capital appreciation.

Portfolio Manager(s)

Name Start Date
Raymond Chan 04-23-2024

Management and Organization

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

Investment Minimums

RSP Eligible Yes
PAC Allowed Yes
PAC Initial Investment 50
PAC Subsequent 50
SWP Allowed Yes
SWP Min Balance 10,000
SWP Min Withdrawal 100

Fees

MER 1.40%
Management Fee 1.25%
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) -

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