BMO ESG US Corporate Bond Hedged to CAD Index ETF (ESGF.TO)

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BMO ESG US Corporate Bond Hedged to CAD Index ETF (ESGF.TO) is down 0.0% since the beginning of the year. ESGF.TO is currently trading at CA$24 per share. Investors who bought CA$1,000 worth of ESGF.TO shares 5 years ago would now be looking at an investment worth CA$918.

BMO ESG US Corporate Bond Hedged to CAD Index ETF (ESGF.TO) has returned -0.04% so far this year and 2.57% over the past 12 months.

Based on dividend-adjusted daily data since Jan 21, 2020, ESGF.TO's average daily return is 0.00%, while the average monthly return is 0.00%.

Historically, 55% of months were positive and 45% were negative. The best month was Apr 2020 with a return of +7.8%, while the worst month was Sep 2022 at -5.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ESGF.TO closed higher 41% of trading days. The best single day was Apr 20, 2020 with a return of +3.3%, while the worst single day was Mar 17, 2020 at -9.8%.

BMO ESG US Corporate Bond Hedged to CAD Index ETF has an annualized alpha of 0.63%, beta of -0.02, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 21, 2020.

• This ETF participated in 41.06% of S&P 500 Index downside but only 13.52% of its upside - more exposed to losses than it benefited from rallies.
• Beta of -0.02 may look defensive, but with R2 of 0.00 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 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

ESGF.TO ranks 18 for risk / return — in the bottom 18% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

BMO ESG US Corporate Bond Hedged to CAD Index ETF provided a 4.39% dividend yield over the last twelve months, with an annual payout of CA$1.03 per share.

The table displays the monthly dividend distributions for BMO ESG US Corporate Bond Hedged to CAD 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 ESG US Corporate Bond Hedged to CAD 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 ESG US Corporate Bond Hedged to CAD Index ETF was 23.55%, occurring on Oct 25, 2022. The portfolio has not yet recovered.

The current BMO ESG US Corporate Bond Hedged to CAD Index ETF drawdown is 10.58%.

The chart below shows the rolling one-month volatility.