BMO MSCI EAFE Selection Equity Index ETF (ESGE.TO)

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

BMO MSCI EAFE Selection Equity Index ETF (ESGE.TO) is up 14.4% since the beginning of the year. ESGE.TO is currently trading at CA$45 per share. Investors who bought CA$1,000 worth of ESGE.TO shares 5 years ago would now be looking at an investment worth CA$1,646.

BMO MSCI EAFE Selection Equity Index ETF (ESGE.TO) has returned 14.35% so far this year and 24.26% over the past 12 months.

Based on dividend-adjusted daily data since Jan 21, 2020, ESGE.TO's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +12.6%, while the worst month was Mar 2020 at -9.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ESGE.TO closed higher 50% of trading days. The best single day was Mar 25, 2020 with a return of +8.6%, while the worst single day was Mar 12, 2020 at -9.7%.

BMO MSCI EAFE Selection Equity Index ETF has an annualized alpha of 3.25%, beta of 0.44, and R2 of 0.35 versus S&P 500 Index. Calculated based on daily prices since January 21, 2020.

• This ETF participated in 74.90% of S&P 500 Index downside but only 64.38% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.44 may look defensive, but with R2 of 0.35 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 0.35 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

ESGE.TO ranks 56 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

BMO MSCI EAFE Selection Equity Index ETF provided a 1.75% dividend yield over the last twelve months, with an annual payout of CA$0.80 per share.

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

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.

The table below displays the maximum drawdowns of the BMO MSCI EAFE Selection Equity 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 MSCI EAFE Selection Equity Index ETF was 27.77%, occurring on Mar 16, 2020. Recovery took 175 trading sessions.

The chart below shows the rolling one-month volatility.