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BMO Low Volatility International Equity ETF (ZLI.TO)
CAD29.98
+0.10 (+0.33%)
TSX CAD CA Equity
NAV
CAD 29.83
+0.50% vs NAV
as of 2026-07-13
AUM
CAD 284.95M
TER
0.45%
Yield (TTM)
2.13%
Distribution
Distributing · Quarterly
52-week range
28.36 – 30.95
Holdings
105
Issuer
BMO
About this ETF
The BMO Long Short Canadian Equity ETF aims to generate sustained capital growth and appealing risk-adjusted returns. It accomplishes this by utilizing both long and short investment positions, primarily within the Canadian stock market. The fund's approach involves acquiring shares of fundamentally strong, attractively valued companies, while simultaneously short-selling firms that are considered less favorable according to its proprietary model.
ISIN
CA05581C1095
Issuer
BMO
Domicile
CA
Inception
2015-09-02
Asset class
Equity
Price
Top 10 holdings
| EURONEXT NV ENX.PA | 2.14% |
| Orange S.A. ORA.PA | 2.12% |
| DEUTSCHE BOERSE AG DB1.DE | 1.69% |
| London Stock Exchange Group PLC LSEG.L | 1.58% |
| INSURANCE AUSTRALIA GROUP LTD IAG.AX | 1.55% |
| JAPAN POST HOLDINGS CO LTD 6178.T | 1.54% |
| KONINKLIJKE AHOLD DELHAIZE NV AD.AS | 1.52% |
| SECOM CO LTD 9735.T | 1.52% |
| CENTRAL JAPAN RAILWAY CO 9022.T | 1.43% |
| REDEIA CORP SA RED.MC | 1.42% |
Sector mix
Price chart
CAD29.98
+0.10 (+0.33%)
Loading historical data…
Returns
| 1 month | +1.73% |
| 3 months | +0.98% |
| 6 months | +2.50% |
| Year to date | +4.72% |
| 1 year | +3.38% |
| 3 years (ann.) | +9.67% |
| 5 years (ann.) | +3.72% |
| 10 years (ann.) | +3.35% |
Risk profile
| Volatility (1y, ann.) | 10.32% |
| Sharpe (1y) | 0.37 |
| Sharpe (3y) | 0.94 |
| Sortino (1y) | 0.51 |
| Max drawdown (1y) | -8.37% |
| Max drawdown (5y) | -26.74% |
| Max drawdown (full) | -26.74% |
| Beta vs S&P 500 (1y) | 0.34 |
| Correlation vs S&P 500 (1y) | 0.41 |
Technical outlook as of 2026-07-13
Day Score (bias 0-100, not a probability)
55
P(gain) 22 sessions — probability
55%
VaR 95% (daily)
-1.12%
CVaR 95% (daily)
-1.78%
GARCH vol forecast (22d)
0.63%
Market regime (Markov)
Lateral
The Monte Carlo cone is drawn on the price chart above (Forecast overlay); RSI, MACD and the rest of the oscillators live in its indicator panels.
Top-10 concentration
16.5%
Effective holdings
90
Disclosed positions
105
Full holdings
| Constituent | ISIN | Market value | Weight |
|---|---|---|---|
| Loading… | |||
Sector breakdown
Geographic exposure
Loading map…
Cost vs. peers
ZLI.TO
0.45%
Equity median
0.39%
Cheapest in class BKLC
0.00%
Comparison universe: 6,948 funds of the same asset class.
Cost impact calculator
Dividend history
Distributing share class Income is paid out to shareholders.
| Ex-date | Payment | Amount |
|---|---|---|
| 2026-06-29 | 2026-07-03 | CAD 0.1600 |
| 2026-03-30 | 2026-04-02 | CAD 0.1600 |
| 2025-12-30 | 2026-01-05 | CAD 0.1600 |
| 2025-09-29 | 2025-10-02 | CAD 0.1600 |
| 2025-06-27 | 2025-07-03 | CAD 0.1600 |
| 2025-03-28 | 2025-04-02 | CAD 0.1600 |
| 2024-12-30 | 2025-01-03 | CAD 0.1600 |
| 2024-09-27 | 2024-10-02 | CAD 0.1600 |
| 2024-06-27 | 2024-07-03 | CAD 0.1600 |
| 2024-03-27 | 2024-04-02 | CAD 0.1600 |
| 2023-12-27 | 2024-01-03 | CAD 0.1600 |
| 2023-09-27 | 2023-10-04 | CAD 0.1600 |
| 2023-06-28 | 2023-07-05 | CAD 0.1600 |
| 2023-03-29 | 2023-04-04 | CAD 0.1600 |
| 2022-12-28 | 2023-01-03 | CAD 0.1600 |
| 2022-09-28 | 2022-10-05 | CAD 0.1600 |
| 2022-06-28 | 2022-07-05 | CAD 0.1600 |
| 2022-03-29 | 2022-04-04 | CAD 0.1600 |
| 2021-12-29 | 2022-01-05 | CAD 0.1600 |
| 2021-09-28 | 2021-10-04 | CAD 0.1600 |
| 2021-06-28 | 2021-07-06 | CAD 0.1600 |
| 2021-03-29 | 2021-04-05 | CAD 0.1600 |
| 2020-12-29 | 2021-01-05 | CAD 0.1600 |
| 2020-09-28 | 2020-10-02 | CAD 0.1600 |
| 2020-06-26 | 2020-07-06 | CAD 0.1600 |
| 2020-03-27 | 2020-04-02 | CAD 0.1700 |
| 2019-12-27 | 2020-01-03 | CAD 0.1500 |
| 2019-09-26 | 2019-10-02 | CAD 0.1500 |
| 2019-06-26 | 2019-07-03 | CAD 0.1500 |
| 2019-03-27 | 2019-04-02 | CAD 0.1500 |
| 2018-12-27 | 2019-01-03 | CAD 0.2000 |
| 2018-09-26 | 2018-10-04 | CAD 0.1300 |
| 2018-06-27 | 2018-07-06 | CAD 0.1300 |
| 2018-03-27 | 2018-04-05 | CAD 0.1300 |
| 2017-12-27 | 2018-01-05 | CAD 0.1850 |
| 2017-09-27 | 2017-10-05 | CAD 0.1100 |
| 2017-06-27 | 2017-07-07 | CAD 0.1100 |
| 2017-03-28 | 2017-04-06 | CAD 0.1100 |
| 2016-12-23 | 2017-01-06 | CAD 0.1200 |
| 2016-09-27 | 2016-10-06 | CAD 0.1000 |
ESG profile
No ESG estimate available: none of the scored universe overlaps this portfolio (typical for bond, commodity or synthetic funds).
Scored coverage: 0.0% of the portfolio by weight.
Similar ETFs
| Fund | TER | AUM (USD) | Yield (TTM) | Return 1y | Sharpe 1y |
|---|---|---|---|---|---|
| Vanguard Total Stock Market ETF VTI | 0.03% | 2.30T | 1.05% | +19.93% | 1.48 |
| Vanguard S&P 500 ETF VOO | 0.03% | 1.70T | 1.07% | +19.68% | 1.49 |
| iShares Core S&P 500 ETF IVV | 0.03% | 894.38B | 1.09% | +19.68% | 1.49 |
| State Street SPDR S&P 500 ETF SPY | 0.09% | 789.23B | 1.00% | +19.71% | 1.49 |
| SPDR S&P 500 ETF Trust 1557.T | 0.09% | 789.09B | 0.49% | +37.54% | 2.26 |
| State Street SPDR S&P 500 ETF SPY.AX | 0.09% | 788.13B | 1.00% | +11.84% | 1.13 |
| Vanguard Total International Stock ETF VXUS | 0.05% | 652.30B | 2.61% | +20.58% | 1.21 |
| Invesco QQQ Trust, Series 1 QQQ | 0.18% | 481.14B | 0.43% | +28.14% | 1.43 |
| Vanguard Growth ETF VUG | 0.03% | 393.80B | 0.39% | +16.85% | 0.99 |
| Vanguard FTSE Developed Markets ETF VEA | 0.03% | 317.30B | 2.60% | +21.64% | 1.23 |
Cheaper alternatives
No fund of the class reaches 60% portfolio overlap — showing the cheapest funds of the class instead.
| Fund | TER | AUM (USD) | Overlap |
|---|---|---|---|
| iShares Core MSCI EAFE ETF IEFA | 0.07% | 187.22B | 11.2% |
| Vanguard FTSE Developed Markets ETF VEA | 0.03% | 317.30B | 8.5% |
| Vanguard Total International Stock ETF VXUS | 0.05% | 652.30B | 6.3% |
| iShares Core MSCI World UCITS ETF IWDA.AS | 0.20% | 143.20B | 3.3% |
| iShares Core MSCI World UCITS ETF SWDA.L | 0.20% | 143.31B | 3.3% |
