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BMO Global Communications Index ETF (COMM.TO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
CA05585R1029
CUSIP
05585R102
Issuer
BMO
Inception Date
May 2, 2018
Leveraged
1x (No leverage)
Index Tracked
Solactive Media and Communications Index
Domicile
Canada
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in BMO Global Communications Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

COMM.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

BMO Global Communications Index ETF (COMM.TO) has returned -0.97% so far this year and 10.68% over the past 12 months.


BMO Global Communications Index ETF

1D
2.01%
1M
-1.74%
YTD
-0.97%
6M
-6.49%
1Y
10.68%
3Y*
19.69%
5Y*
10.13%
10Y*

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 8, 2018, COMM.TO's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, your investment would double in approximately 5.9 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +10.1%, while the worst month was Jun 2022 at -6.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, COMM.TO closed higher 49% of trading days. The best single day was Apr 6, 2020 with a return of +5.8%, while the worst single day was Mar 16, 2020 at -7.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.09%1.90%-1.74%-0.97%
20254.96%-0.94%-5.23%-1.03%5.36%4.92%1.95%2.52%3.51%0.79%-1.70%-4.70%10.13%
20245.69%2.07%1.65%-3.14%5.21%4.50%1.31%1.09%3.92%4.20%6.04%1.01%38.71%
20238.86%0.52%6.27%1.77%0.89%1.07%2.74%1.35%-3.22%1.67%5.29%1.26%31.81%
2022-6.68%-2.28%-0.57%-5.91%-1.46%-6.70%3.50%-0.98%-5.26%2.27%2.35%-4.00%-23.48%
2021-0.04%1.92%1.22%1.97%-2.40%4.93%1.95%4.13%-4.28%-2.09%0.30%2.45%10.09%

Benchmark Metrics

BMO Global Communications Index ETF has an annualized alpha of 4.27%, beta of 0.58, and R² of 0.41 versus S&P 500 Index. Calculated based on daily prices since May 09, 2018.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (81.64%) than losses (80.52%) — typical of diversified or defensive assets.
  • Beta of 0.58 may look defensive, but with R² of 0.41 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.41 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
4.27%
Beta
0.58
0.41
Upside Capture
81.64%
Downside Capture
80.52%

Expense Ratio

COMM.TO has an expense ratio of 0.39%, placing it in the medium range.


Return for Risk

Risk / Return Rank

COMM.TO ranks 33 for risk / return — below 33% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


COMM.TO Risk / Return Rank: 3333
Overall Rank
COMM.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
COMM.TO Sortino Ratio Rank: 3535
Sortino Ratio Rank
COMM.TO Omega Ratio Rank: 3434
Omega Ratio Rank
COMM.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
COMM.TO Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for BMO Global Communications Index ETF (COMM.TO) and compare them to a chosen benchmark (S&P 500 Index).


COMM.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.69

+0.01

Sortino ratio

Return per unit of downside risk

1.06

1.06

0.00

Omega ratio

Gain probability vs. loss probability

1.15

1.17

-0.02

Calmar ratio

Return relative to maximum drawdown

0.88

1.14

-0.27

Martin ratio

Return relative to average drawdown

1.92

4.22

-2.30

Explore COMM.TO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

BMO Global Communications Index ETF provided a 1.06% dividend yield over the last twelve months, with an annual payout of CA$0.48 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.20%1.40%1.60%1.80%2.00%CA$0.00CA$0.10CA$0.20CA$0.30CA$0.40CA$0.5020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
DividendCA$0.48CA$0.49CA$0.47CA$0.46CA$0.50CA$0.51CA$0.38CA$0.37CA$0.25

Dividend yield

1.06%1.07%1.13%1.51%2.09%1.60%1.31%1.52%1.24%

Monthly Dividends

The table displays the monthly dividend distributions for BMO Global Communications Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.00CA$0.00CA$0.12CA$0.12
2025CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.12CA$0.49
2024CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.12CA$0.47
2023CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11CA$0.46
2022CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.12CA$0.50
2021CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.22CA$0.51

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the BMO Global Communications Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BMO Global Communications Index ETF was 29.87%, occurring on Oct 11, 2022. Recovery took 322 trading sessions.

The current BMO Global Communications Index ETF drawdown is 8.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.87%Sep 9, 2021273Oct 11, 2022322Jan 23, 2024595
-21.6%Feb 13, 202022Mar 16, 202069Jun 23, 202091
-15.79%Feb 13, 202539Apr 9, 202552Jun 24, 202591
-13.75%Jul 16, 2018113Dec 24, 201855Mar 15, 2019168
-10.67%Oct 22, 202562Jan 20, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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