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For Universal Life Investment Accounts

BMO Low Volatility Canadian Equity ETF (ZLB)

Canadian Equity

As Of: Dec 31, 2025

Fund Objective

BMO Low Volatility Canadian Equity ETF has been designed to provide exposure to a low beta weighted portfolio of Canadian stocks. Beta measures the security's sensitivity to market movements.

Asset Allocation

Asset Percent
Canadian Equity 93.88%
Income Trust Units 5.16%
Cash and Equivalents 0.96%

Sector Allocation

Sector Percent
Financial Services 24.11%
Consumer Services 23.11%
Utilities 16.16%
Telecommunications 9.19%
Basic Materials 8.59%
Other 18.84%

Geo Allocation

Region Percent
North America 98.97%
Latin America 1.03%

Top Holdings

Name Percent
Loblaw Cos Ltd 4.67%
Hydro One Ltd 3.92%
Metro Inc 3.90%
Fortis Inc 3.82%
Quebecor Inc Cl B 3.63%
Empire Co Ltd Cl A 3.55%
Great-West Lifeco Inc 3.48%
Emera Inc 3.34%
TMX Group Ltd 2.93%
Intact Financial Corp 2.77%

Market Indexed Account

Category

Canadian Equity

General Info

Inception Date Oct 21, 2011
MER 0.40%
Total Assets
(in millions)
$5,678.51

UL Fees

Wave 33 to Wave 55
Life Dimensions (Low Fees) 1.75%

Fund Management Company

BMO Asset Management Inc.

Investment Style

This investment's style box characteristics are Large Growth.

Fund Growth

Period

Growth Summary

Table below lists the current growth and return for an investment of $10,000 at the fund's inception:

Investment Value $55,226.05
Rate of Return +452.26%
Values over period specified.

Legend

BMO Low Volatility Canadian Equity ETF (ZLB)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 0.1 5.4 10.1 25.3 25.3 16.5 14.1 11.3 12.8
Quartile 4 2 4 2 2 3 2 2 -

Calendar Performance

2025 2024 2023 2022 2021 2020 2019 2018 2017 2016
Fund 25.3 15.3 9.4 -0.4 22.9 1.6 21.8 -2.8 11.1 13.0
Quartile 2 4 3 1 3 3 2 1 1 4

Volatility

Volatility: 5

Risk vs. Return

Period

BMO Low Volatility Canadian Equity ETF (ZLB)

Median

Other - Canadian Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 8.22 9.41 10.31
Beta 0.58 0.63 0.68
Alpha 0.04 0.04 0.03
R-Squared 0.62 0.65 0.72
Sharpe Ratio 1.44 1.17 0.92
Sortino Ratio 3.03 2.13 1.25
Treynor 0.20 0.17 0.14
Tax Efficiency 93.95 92.80 91.12

Market Indexed Account

Category

Canadian Equity

General Info

Inception Date Oct 21, 2011
MER 0.40%
Total Assets
(in millions)
$5,678.51

UL Fees

Wave 33 to Wave 55
Life Dimensions (Low Fees) 1.75%

Fund Management Company

BMO Asset Management Inc.

Investment Style

This investment's style box characteristics are Large Growth.