E315 – Unpacking Index Investing with MSCI Canada

In this episode, host Zayla Saunders and guest Sheldon Quan King from MSCI Canada explore why index choice is itself an investment decision—from how index construction methodology shapes investor outcomes, to the case for international small and mid cap equities, and the growing role of equal weight strategies in reducing concentration risk.Zayla Saunders is Vice President of ETF Online Distribution at BMO Global Asset Management (BMO GAM). She is joined by Sheldon Quan King, Vice President, Indexed Investments at MSCI. This episode was recorded live on Friday, May 22, 2026. ETFs mentioned:· BMO MSCI EAFE Small-Mid Cap Index ETF (Ticker: ZESM)· BMO MSCI USA Equal Weight Index ETF (Ticker: ZEQL)Sources: ETF Flows, according to the National Bank Report, February 2026‘Factor Models at 50: Innovation that Changed Investing,’ MSCI, October 1, 2025 Disclaimers:Please visit for full disclaimersThis podcast is for information purposes. The viewpoints expressed by the speakers represent their assessment of the markets at the time of publication. Those views are subject to change without notice at any time. The information contained herein is not, and should not be construed as, investment, tax or legal advice to any party. Investments should be evaluated relative to the individual’s investment objectives and professional advice should be obtained with respect to any circumstance. Any statement that necessarily depends on future events may be a forward-looking statement. Forward-looking statements are not guarantees of performance. They involve risks, uncertainties and assumptions. Although such statements are based on assumptions that are believed to be reasonable, there can be no assurance that actual results will not differ materially from expectations. Investors are cautioned not to rely unduly on any forward-looking statements. In connection with any forward-looking statements, investors should carefully consider the areas of risk described in the most recent prospectus. The BMO ETFs or securities referred to herein are not sponsored, endorsed or promoted by MSCI Inc. (“MSCI”), and MSCI bears no liability with respect to any such BMO ETFs or securities or any index on which such BMO ETFs or securities are based. The prospectus of the BMO ETFs contains a more detailed description of the limited relationship MSCI has with BMO Asset Management Inc. and any related BMO ETFs. For a summary of the risks of an investment in the BMO ETFs, please see the specific risks set out in the BMO ETF’s prospectus. BMO ETFs trade like stocks, fluctuate in market value and may trade at a discount to their net asset value, which may increase the risk of loss. Distributions are not guaranteed and are subject to change and/or elimination.This communication may contain links to other sites that BMO Global Asset Management (BMO GAM) does not own or operate. Any content from or links to a third-party website are not reviewed or endorsed by BMO GAM. Investors use any external websites or third-party content at their own risk. Accordingly, BMO GAM disclaims any responsibility for them.BMO ETFs are managed by BMO Asset Management Inc., an investment fund manager, a portfolio manager, and a separate legal entity from Bank of Montreal. BMO Global Asset Management is a brand name under which BMO Asset Management Inc. and BMO Investments Inc. operate.“BMO (M-bar roundel symbol)” is a registered trademark of Bank of Montreal, used under licence.