BMO Low Volatility Etf Performance

ZLE Etf  CAD 22.43  -0.28  -1.23%   
The etf holds a market beta of -0.0093, which means very low measured sensitivity to broad market movements. Returns on BMO Low tend to move against the broader market, though the counter-movement is modest relative to the index.
Risk-Adjusted Performance
Contained
 
Weak
 
Strong
BMO Low Volatility currently ranks below 6% of comparable global equities and portfolios when recent risk-adjusted returns are measured across a 90-day horizon. This score becomes more useful when investors compare it with downside risk, Sharpe Ratio, and current trend stability. In spite of very healthy technical and fundamental indicators, BMO Low is not utilizing all of its potential. The recent price disarray may contribute to short-term losses for investors. Learn More
  

Relative Risk vs. Return Landscape

If you had invested C$ 2,160 in BMO Low Volatility on December 24, 2025 and sold it today you would have earned a total of C$ 111.00 from holding BMO Low Volatility or generated 5.14% return on investment over 90 days. BMO Low Volatility is generating a 0.0889% daily return assuming 1.038% volatility of returns over the 90 days investment horizon. Simply put, 9% of all etfs have less volatile historical return distribution than BMO Low, and 99% of all equity instruments are likely to generate higher returns than the ETF over the next 90 trading days.
  Expected Return   
       Risk  
This comparison focuses on expected return, realized volatility, and risk efficiency versus the market. It is most useful when expected return is read together with volatility rather than in isolation. Assuming the 90-day trading horizon BMO Low is expected to generate 1.23 times more return on investment than the market. However, the ETF is 1.23 times more volatile than its market benchmark. It trades about 0.09 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.1 per unit of risk.

Historical Prices of BMO Low Volatility

Below is the normalized historical share price chart for BMO Low Volatility extending back to May 17, 2016. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of BMO Low stands at 22.43, as last reported on the 24th of March, with the highest price reaching 22.43 and the lowest price hitting 22.43 during the day.
Macro event markers
 
Covid
 
Interest Hikes

Target Price Odds to finish over Current Price

Mean reversion in BMO Etf pricing reflects the documented tendency for ETFs to gravitate toward equilibrium. While this pattern holds broadly, certain ETFs can remain mispriced for extended periods before correction.
Current PriceHorizonTarget PriceOdds moving above the current price in 90 days
22.43 90 days 22.43
about 72.39
Using a normal distribution model, the likelihood of BMO Low moving above the current price in 90 days from now is about 72.39 . That implies the recent risk-reward balance still leans to the upside over this window. (The curve shows where outcomes have been clustering for BMO Etf over the next 90 days). The curve width gives a practical read on how much uncertainty surrounds BMO Etf over this horizon.
Assuming the 90-day trading horizon BMO Low Volatility has a beta of -0.0093. This usually means that as returns on the benchmark increase, returns on BMO Low tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, BMO Low Volatility is likely to outperform the market. Additionally, BMO Low Volatility has an alpha of 0.0698, implying that it can generate a 0.0698 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).
   BMO Low Price Density   
       Price  

Predictive Modules for BMO Low

Predicting the direction of BMO Low Volatility involves a range of quantitative and qualitative ETF techniques. Each approach has strengths and limitations, making diversified forecasting strategies especially important for BMO Low Volatility.
Mean reversion is the tendency of BMO Low's price to return to its historical average after periods of extreme deviation. Some analysts monitor this tendency by comparing BMO Low's price extremes to fundamental value.
Hype
Prediction
LowEstimatedHigh
21.6822.7223.76
Details
Intrinsic
Valuation
LowRealHigh
20.1321.1724.98
Details
Naive
Forecast
LowNextHigh
22.0623.0924.13
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
22.2223.3624.50
Details
Competitive analysis for BMO Low compares its financial performance and valuation against sector peers. This relative perspective often changes investment conclusions drawn from standalone analysis.

Primary Risk Indicators

Over the past two decades, the etf market has experienced significant volatility affecting BMO Low. BMO Low has seen dramatic price moves that have reshaped risk profiles for its holders.
α
Alpha over Dow Jones
0.07
β
Beta against Dow Jones-0.0093
σ
Overall volatility
0.74
Ir
Information ratio 0.14

Investor Alerts and Insights

Staying informed about BMO Low through targeted alerts gives investors the edge they need to track NAV changes and holdings shifts. These notifications for BMO Low Volatility help investors make timely decisions in response to significant ETF events.
Latest headline from news.google.com: When Moves Investors should Listen - Stock Traders Daily
The fund keeps 96.55% of its net assets in stocks

BMO Low Fundamentals Growth

The market price of BMO Etf is shaped by investors' expectations for BMO Low's financial performance. Revenue and earnings trends, operating margins, and capital structure decisions all play a role in BMO Etf pricing.
Total Asset158.49 M

Performance Metrics & Calculation Methodology

BMO Low performance is typically evaluated relative to its benchmark and tracking difference over time. Drawdown profile frames downside sensitivity and recovery characteristics.

This section for BMO Low Volatility is built from fund disclosures and market reference feeds, with reporting definitions aligned before display. Values may update on different source schedules. Return and risk statistics are calculated from historical price series.

This content is curated and reviewed by:

Raphi Shpitalnik - Junior Member of Macroaxis Editorial Board
Last reviewed on March 13th, 2026