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BMO Long Federal Bond (ZFL.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

BMO Long Federal Bond (ZFL.TO)

ETF · Currency in CAD · Last updated May 12, 2025

The BMO Long Federal Bond Index ETF aims to replicate the performance of the FTSE TMX Canada Long Term Federal Bond Index, net of expenses, by investing primarily in debt securities with maturities greater than ten years that are issued or guaranteed by the Government of Canada and its agencies.

ETF Info

CUSIP

05590K100

Issuer

BMO

Inception Date

May 19, 2010

Region

North America (Canada)

Category

Canadian Government Bonds

Leveraged

1x

Index Tracked

FTSE TMX Canada Long Term Federal Bond Index

Domicile

Canada

Distribution Policy

Distributing

Asset Class

Bond

Expense Ratio

ZFL.TO has an expense ratio of 0.22%, which is considered low.

Share Price Chart

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Compare to other instruments

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

Performance

Performance Chart

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Returns By Period

BMO Long Federal Bond (ZFL.TO) returned 0.00% year-to-date (YTD) and 0.00% over the past 12 months. Over the past 10 years, ZFL.TO returned 0.00% annually, underperforming the S&P 500 benchmark at 10.35%.

ZFL.TO

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

0.00%

5Y*

0.00%

10Y*

0.00%

^GSPC (Benchmark)

YTD

-3.77%

1M

5.53%

6M

-5.60%

1Y

8.37%

5Y*

14.61%

10Y*

10.35%

*Annualized

Monthly Returns

The table below presents the monthly returns of ZFL.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.00%0.00%0.00%0.00%0.00%
20240.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20230.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20220.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20210.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20200.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20190.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20180.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20170.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20160.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20150.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20140.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ZFL.TO is 40, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of ZFL.TO is 4040
Overall Rank
The Sharpe Ratio Rank of ZFL.TO is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ZFL.TO is 4343
Sortino Ratio Rank
The Omega Ratio Rank of ZFL.TO is 3535
Omega Ratio Rank
The Calmar Ratio Rank of ZFL.TO is 2929
Calmar Ratio Rank
The Martin Ratio Rank of ZFL.TO is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BMO Long Federal Bond (ZFL.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

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There isn't enough data available to calculate the Sharpe ratio for BMO Long Federal Bond. This metric is based on the past 12 months of trading data. Please check back later for updated information.

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Dividends

Dividend History

BMO Long Federal Bond provided a 0.00% dividend yield over the last twelve months, with an annual payout of CA$0.40 per share.

0.00%CA$0.00CA$0.10CA$0.20CA$0.30CA$0.40CA$0.50CA$0.6020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
DividendCA$0.40CA$0.42CA$0.48CA$0.50CA$0.52CA$0.52CA$0.54CA$0.52CA$0.52CA$0.53CA$0.57CA$0.57

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Dividends

The table displays the monthly dividend distributions for BMO Long Federal Bond. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025CA$0.03CA$0.03CA$0.03CA$0.03CA$0.13
2024CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.42
2023CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.48
2022CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.50
2021CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.52
2020CA$0.04CA$0.05CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.52
2019CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.54
2018CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.05CA$0.52
2017CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.05CA$0.52
2016CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.04CA$0.04CA$0.04CA$0.04CA$0.53
2015CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.06CA$0.57
2014CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.57

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 Long Federal Bond. 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 Long Federal Bond was 6.39%, occurring on Feb 18, 2011. Recovery took 70 trading sessions.

The current BMO Long Federal Bond drawdown is 0.95%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.39%Oct 6, 201094Feb 18, 201170Jun 1, 2011164
-6.13%Oct 5, 201116Oct 27, 201118Nov 22, 201134
-4.92%Jul 24, 201237Sep 14, 2012———
-4.13%Dec 20, 201162Mar 20, 201233May 7, 201295
-2.64%Jul 6, 20108Jul 15, 201017Aug 10, 201025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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