BMO MSCI EAFE Index ETF (ZEA.TO)
The ETF aims to mirror the performance of the MSCI EAFE Index by investing in developed equity markets excluding Canada and the U.S. The fund may use a sampling methodology in selecting investments and hold securities to replicate the index's performance, potentially reducing management fees through underlying ETF investments.
ETF Info
| CUSIP | 05579E109 |
|---|---|
| Issuer | BMO |
| Inception Date | Feb 10, 2014 |
| Region | Developed Markets (Broad) |
| Category | Global Equities |
| Leveraged | 1x |
| Index Tracked | MSCI EAFE Index |
| Domicile | Canada |
| Distribution Policy | Distributing |
| Asset Class | Equity |
Expense Ratio
ZEA.TO has an expense ratio of 0.22%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in BMO MSCI EAFE 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.
Returns By Period
BMO MSCI EAFE Index ETF had a return of 9.80% year-to-date (YTD) and 16.58% in the last 12 months. Over the past 10 years, BMO MSCI EAFE Index ETF had an annualized return of 7.22%, while the S&P 500 had an annualized return of 11.39%, indicating that BMO MSCI EAFE Index ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 9.80% | 25.45% |
| 1 month | -4.28% | 2.91% |
| 6 months | -0.11% | 14.05% |
| 1 year | 16.58% | 35.64% |
| 5 years (annualized) | 6.67% | 14.13% |
| 10 years (annualized) | 7.22% | 11.39% |
Monthly Returns
The table below presents the monthly returns of ZEA.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.61% | 3.80% | 3.07% | -1.68% | 3.91% | -1.38% | 3.31% | 1.11% | 1.01% | -2.48% | 9.80% | ||
| 2023 | 6.57% | -0.05% | 1.96% | 2.85% | -3.73% | 2.00% | 2.31% | -1.49% | -3.31% | -0.76% | 5.89% | 3.30% | 16.04% |
| 2022 | -3.29% | -3.50% | -1.21% | -4.16% | 0.70% | -7.72% | 5.17% | -3.81% | -4.81% | 5.16% | 11.09% | -0.92% | -8.48% |
| 2021 | -0.35% | 2.34% | 0.49% | 0.75% | 1.98% | 1.26% | 1.35% | 2.52% | -2.99% | 1.06% | -1.38% | 3.33% | 10.66% |
| 2020 | -1.19% | -6.28% | -10.30% | 5.15% | 4.42% | 1.65% | 0.85% | 1.69% | 0.34% | -3.44% | 10.87% | 2.95% | 5.14% |
| 2019 | 2.81% | 2.59% | 2.42% | 3.17% | -4.08% | 2.87% | -1.13% | -0.93% | 2.32% | 2.66% | 2.17% | 0.98% | 16.73% |
| 2018 | 2.94% | -0.57% | -0.54% | 1.21% | -0.99% | -0.14% | 1.70% | -1.78% | -0.35% | -6.12% | 1.37% | -2.84% | -6.24% |
| 2017 | -0.24% | 3.11% | 3.54% | 5.17% | 2.29% | -3.70% | -1.17% | 0.11% | 2.21% | 5.27% | 0.79% | -1.36% | 16.80% |
| 2016 | -4.70% | -6.27% | 1.82% | -1.35% | 4.30% | -3.48% | 5.08% | 1.05% | 1.35% | -0.37% | -1.22% | 2.60% | -1.84% |
| 2015 | 7.85% | 4.71% | 1.15% | -0.46% | 2.98% | -1.83% | 2.84% | -4.35% | -5.34% | 5.90% | 1.30% | 1.52% | 16.55% |
| 2014 | 2.50% | -0.57% | 0.46% | 0.84% | -1.16% | 0.59% | -0.65% | -0.59% | 0.00% | 1.39% | -0.65% | 2.11% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ZEA.TO is 55, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for BMO MSCI EAFE Index ETF (ZEA.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
BMO MSCI EAFE Index ETF provided a 2.81% dividend yield over the last twelve months, with an annual payout of CA$0.64 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | CA$0.64 | CA$0.64 | CA$0.58 | CA$0.53 | CA$0.54 | CA$0.57 | CA$0.52 | CA$0.45 | CA$0.46 | CA$0.42 | CA$0.36 |
Dividend yield | 2.81% | 3.02% | 3.08% | 2.49% | 2.74% | 2.95% | 3.05% | 2.40% | 2.80% | 2.43% | 2.37% |
Monthly Dividends
The table displays the monthly dividend distributions for BMO MSCI EAFE Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | CA$0.00 | CA$0.00 | CA$0.16 | CA$0.00 | CA$0.00 | CA$0.16 | CA$0.00 | CA$0.00 | CA$0.16 | CA$0.00 | CA$0.00 | CA$0.48 | |
| 2023 | CA$0.00 | CA$0.00 | CA$0.16 | CA$0.00 | CA$0.00 | CA$0.16 | CA$0.00 | CA$0.00 | CA$0.16 | CA$0.00 | CA$0.00 | CA$0.16 | CA$0.64 |
| 2022 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.19 | CA$0.58 |
| 2021 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.14 | CA$0.53 |
| 2020 | CA$0.00 | CA$0.00 | CA$0.15 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.54 |
| 2019 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.18 | CA$0.57 |
| 2018 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.15 | CA$0.52 |
| 2017 | CA$0.00 | CA$0.00 | CA$0.10 | CA$0.00 | CA$0.00 | CA$0.10 | CA$0.00 | CA$0.00 | CA$0.12 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.45 |
| 2016 | CA$0.00 | CA$0.00 | CA$0.12 | CA$0.00 | CA$0.00 | CA$0.10 | CA$0.00 | CA$0.00 | CA$0.12 | CA$0.00 | CA$0.00 | CA$0.12 | CA$0.46 |
| 2015 | CA$0.00 | CA$0.00 | CA$0.10 | CA$0.00 | CA$0.00 | CA$0.10 | CA$0.00 | CA$0.00 | CA$0.11 | CA$0.00 | CA$0.00 | CA$0.12 | CA$0.42 |
| 2014 | CA$0.09 | CA$0.00 | CA$0.00 | CA$0.09 | CA$0.00 | CA$0.00 | CA$0.09 | CA$0.00 | CA$0.00 | CA$0.09 | CA$0.36 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the BMO MSCI EAFE 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 Index ETF was 27.80%, occurring on Mar 16, 2020. Recovery took 169 trading sessions.
The current BMO MSCI EAFE Index ETF drawdown is 4.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.8% | Feb 13, 2020 | 22 | Mar 16, 2020 | 169 | Nov 16, 2020 | 191 |
| -23.65% | Sep 8, 2021 | 265 | Sep 27, 2022 | 142 | Apr 21, 2023 | 407 |
| -18.12% | Aug 6, 2015 | 225 | Jun 27, 2016 | 180 | Mar 16, 2017 | 405 |
| -13.19% | Jan 24, 2018 | 232 | Dec 24, 2018 | 89 | May 3, 2019 | 321 |
| -9.57% | Jun 11, 2014 | 88 | Oct 16, 2014 | 67 | Jan 22, 2015 | 155 |
Volatility
Volatility Chart
The current BMO MSCI EAFE Index ETF volatility is 3.40%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.