First Asset Canadian Dividend Low Volatility Index ETF

Fund Overview

First Asset Canadian Dividend Low Volatility Index ETF (the "Fund") provides investors with exposure to a select group of 20 Canadian equity securities that exhibit low beta (low sensitivity to market fluctuations) and high dividend yield characteristics. The Fund has been designed to replicate the performance of the CIBC Canadian Dividend Low Volatility Index, which uses a proprietary rules-based methodology to select constituent securities from those trading on the TSX that meet minimum market cap and average daily volume thresholds. Securities will be equally weighted and rebalanced quarterly.

 1m3m6mYTD1ySI
FDL 0.39%-3.61%-0.10%-3.61%0.85%2.45%
Benchmark-0.16%-4.52%-0.27%-4.52%1.71%6.47%
As at: 29 Mar 2018 - Benchmark: S&P/TSX Composite Index (Total Return)

 

Sector Breakdown*

As at 29 March 2018
*As a percent of invested assets

The indicated rates of return are the historical annual compounded total returns, including changes in unit value and do not take into account sales, redemption or optional charges or income taxes payable by a security holder that would have reduced returns.


The S&P/TSX Composite Index is a capitalization-weighted index designed to measure market activity of stocks listed on the Toronto Stock Exchange. This index is used as a benchmark to help you understand the Fund`s performance relative to the general performance of broader Canadian equity market.

Key Facts

Index Characteristics

Number of Securities20
Price/Earnings Ratio13.28
Price/Book Ratio1.48
As at 29 Mar, 2018

Index Risk Return Measures

Time period: 01/5/2005 to 03/29/2018IndexBenchmark
Return (% annualized)8.577.05
Std Dev9.2312.64
Beta0.521.00
Sharpe0.750.47
Sortino Ratio1.150.65
Max Drawdown-33.92-43.35
Up Capture69.11100.00
Down Capture43.69100.00
As at 29 Mar, 2018
Index: CIBC Canadian Dividend Low Volatility Index
Benchmark: S&P/TSX Composite TR Index
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Distributions

Distribution details (.csv)

Twelve month-trailing distribution yield: 3.86%

FDLTotalCashReinvestedEligible dividendsNon eligible dividendsOther incomeCapital GainsReturn of capitalForeign IncomeForeign tax paid
SI$1.15270$1.11270$0.04000$0.47234-$0.03069$0.35761$0.09044$0.00262-
2018 +$0.19900$0.19900--------
23-Mar$0.19900$0.19900--------
2017 +$0.80790$0.76790$0.04000$0.44789--$0.35161$0.00840--
28-Dec$0.18200$0.18200-$0.10090--$0.07921$0.00189--
28-Dec$0.04000-$0.04000$0.02218--$0.01741$0.00041--
28-Sep$0.18200$0.18200-$0.10090--$0.07921$0.00189--
29-Jun$0.19550$0.19550-$0.10838--$0.08508$0.00204--
30-Mar$0.20840$0.20840-$0.11553--$0.09070$0.00217--
2016 +$0.14580$0.14580-$0.02445-$0.03069$0.00600$0.08204$0.00262-
29-Dec$0.14580$0.14580-$0.02445-$0.03069$0.00600$0.08204$0.00262-

(1) Future distribution dates may be amended at any time. (2) Reinvested distributions are not paid in cash but instead remain invested in the Fund. To recognize that these distributions have been allocated to investors for tax purposes the amounts of these distributions should be added to the adjusted cost base of the units held. (3) The characterization of distributions for tax purposes (such as dividends/other income/capital gains etc.) will not be known for certain until after the Fund's tax year end. Therefore investors will be informed of the characterization of the amounts distributed for tax purposes only for the entire year and not with each distribution. For tax purposes these amounts will be reported by brokers on official tax statements.