Join Fund Library now and get free access to personalized features to help you manage your investments.
Global Fixed Income
Click for more information on Fundata’s FundGrade
Click for more information on Fundata’s FundGrade.
2020
Click for more information on Fundata’s FundGrade
|
Close (12-20-2024) |
$38.80 |
|---|---|
| Change |
$0.04
(0.10%)
|
| Open | $39.01 |
|---|---|
| Day Range | $38.80 - $39.05 |
| Volume | 44,435 |
As at November 30, 2024
As at November 30, 2024
Loading...
Loading...
Inception Return (February 21, 2017): -0.24%
| 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 | 2.60% | 2.13% | 8.83% | 3.64% | 10.10% | 1.12% | -9.44% | -8.47% | -4.63% | -0.32% | -0.62% | - | - | - |
| Benchmark | 0.95% | 2.48% | 7.46% | 6.58% | 8.13% | 4.72% | -1.40% | -2.27% | -0.71% | 0.73% | 0.67% | 0.80% | 1.16% | 2.23% |
| Category Average | 1.03% | 4.47% | 4.47% | 3.63% | 6.80% | 4.30% | -0.77% | -0.95% | 0.29% | 1.39% | 0.89% | 1.20% | 1.33% | 1.41% |
| Category Rank | 2 / 565 | 92 / 562 | 4 / 540 | 342 / 528 | 49 / 528 | 453 / 464 | 385 / 386 | 322 / 323 | 267 / 267 | 218 / 239 | 168 / 193 | - | - | - |
| Quartile Ranking | 1 | 1 | 1 | 3 | 1 | 4 | 4 | 4 | 4 | 4 | 4 | - | - | - |
| Return % | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 6.23% | -1.13% | -1.22% | 0.68% | -4.97% | 1.90% | 2.12% | 4.52% | -0.17% | 2.23% | -2.63% | 2.60% |
| Benchmark | 1.46% | 0.01% | 0.00% | 0.40% | -1.24% | 0.00% | 1.16% | 3.88% | -0.22% | 1.89% | -0.37% | 0.95% |
11.69% (August 2019)
-7.62% (October 2022)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | 6.82% | 8.61% | 14.88% | -5.48% | -26.55% | 0.66% |
| Benchmark | 10.42% | 16.63% | -1.36% | -0.08% | 7.82% | 1.45% | 7.03% | -6.05% | -10.83% | 2.72% |
| Category Average | 4.74% | 2.92% | 2.08% | 2.75% | -0.04% | 5.49% | 5.94% | -1.81% | -10.70% | 5.33% |
| Quartile Ranking | - | - | - | - | 1 | 1 | 1 | 4 | 4 | 4 |
| Category Rank | - | - | - | - | 13/ 197 | 21/ 241 | 1/ 267 | 255/ 323 | 388/ 389 | 462/ 465 |
14.88% (2020)
-26.55% (2022)
| Name | Percent |
|---|---|
| Foreign Government Bonds | 99.97 |
| Cash and Equivalents | 0.03 |
| Name | Percent |
|---|---|
| Fixed Income | 99.97 |
| Cash and Cash Equivalent | 0.03 |
| Name | Percent |
|---|---|
| North America | 100.00 |
| Name | Percent |
|---|---|
| United States Treasury 4.63% 15-May-2054 | 4.96 |
| United States Treasury 4.75% 15-Nov-2053 | 4.82 |
| United States Treasury 4.25% 15-Aug-2054 | 4.71 |
| United States Treasury 4.25% 15-Feb-2054 | 4.70 |
| United States Treasury 4.13% 15-Aug-2053 | 4.18 |
| United States Treasury 4.00% 15-Nov-2052 | 3.66 |
| United States Treasury 2.38% 15-May-2051 | 3.47 |
| United States Treasury 3.63% 15-Feb-2053 | 3.43 |
| United States Treasury 3.63% 15-May-2053 | 3.43 |
| United States Treasury 2.00% 15-Aug-2051 | 3.17 |
BMO Long-Term US Treasury Bond Index ETF - CAD Units
Median
Other - Global Fixed Income
| Standard Deviation | 13.64% | 15.42% | - |
|---|---|---|---|
| Beta | 1.67% | 1.91% | - |
| Alpha | -0.07% | -0.03% | - |
| Rsquared | 0.69% | 0.74% | - |
| Sharpe | -0.92% | -0.38% | - |
| Sortino | -1.07% | -0.59% | - |
| Treynor | -0.07% | -0.03% | - |
| Tax Efficiency | - | - | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 10.72% | 13.64% | 15.42% | - |
| Beta | 1.85% | 1.67% | 1.91% | - |
| Alpha | -0.05% | -0.07% | -0.03% | - |
| Rsquared | 0.64% | 0.69% | 0.74% | - |
| Sharpe | 0.53% | -0.92% | -0.38% | - |
| Sortino | 1.14% | -1.07% | -0.59% | - |
| Treynor | 0.03% | -0.07% | -0.03% | - |
| Tax Efficiency | 87.09% | - | - | - |
| Start Date | February 21, 2017 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | $379 |
| 52 Week High | $42.11 |
| 52 Week Low | $36.06 |
| Annual Dividend | $1.23 |
| Annual Yield | - |
| Index | Bloomberg Barclays U.S. Treasury 20+ Year Index |
| Shares Outstanding | - |
| Registered Plan Eligible | Yes |
| Exposure | - |
|---|---|
| Asset Class High | - |
| Asset Class Medium | - |
| Asset Class Low | - |
| Leveraged | - |
| Inverse | - |
| Advisor Series | - |
| Covered Call Strategy | No |
BMO Long-Term US Treasury Bond Index ETF seeks to replicate, to the extent possible, the performance of a long-term U.S. treasury bond index, net of expenses. Currently, BMO Long-Term US Treasury Bond Index ETF seeks to replicate the performance of the Bloomberg Barclays U.S. Long Treasury Bond Index.
The investment strategy of BMO Long-Term US Treasury Bond Index ETF will be to invest in and hold the constituent securities of the Bloomberg U.S. Treasury 20+ Year Index in the same proportion as they are held in the Index. The Manager may also use a sampling methodology in selecting investments for BMO Long-Term US Treasury Bond Index ETF to obtain exposure to the performance of the Index.
| Name | Start Date |
|---|---|
| BMO Asset Management Inc. | 02-28-2017 |
| 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 |
| MER | 0.23% |
|---|---|
| Management Fee | 0.20% |
Join Fund Library now and get free access to personalized features to help you manage your investments.
Fund Library
