UCITS Factor ETF Analysis as of 202408

Data for this analysis was sourced from Kenneth R. French's database and justETF.com.

JPGL

Date Range: 201908 to 202408

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0006	0.9627	0.1086	0.1577	0.2743	0.2588	0.0588
t	-0.5590	38.3820	1.6396	2.3073	3.0753	2.7463	1.4362
Pr(>|t|)	0.2891	0.0000	0.0532	0.0123	0.0016	0.0040	0.0781
R^2	0.9756

ZPRV

Date Range: 201503 to 202408

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0005	1.0489	0.7595	0.3865	0.1072	0.0151	-0.0757
t	0.6779	58.2399	23.6417	13.3249	2.7010	0.3573	-3.4799
Pr(>|t|)	0.2496	0.0000	0.0000	0.0000	0.0040	0.3608	0.0004
R^2	0.9870

ZPRX

Date Range: 201503 to 202408

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0010	1.0814	0.7360	0.3563	0.1156	-0.0985	-0.1611
t	1.0120	43.5686	12.4969	5.1711	1.2706	-0.9469	-4.0763
Pr(>|t|)	0.1568	0.0000	0.0000	0.0000	0.1032	0.1729	0.0000
R^2	0.9768

XDEV

Date Range: 201410 to 202408

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0001	0.9990	0.0971	0.2367	-0.0244	0.3456	-0.1372
t	0.1057	38.2332	1.4856	3.1872	-0.2597	3.4143	-3.3026
Pr(>|t|)	0.4580	0.0000	0.0700	0.0009	0.3978	0.0004	0.0006
R^2	0.9534

XDEM

Date Range: 201410 to 202408

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0007	1.0366	-0.3071	0.0976	-0.1854	-0.2564	0.4732
t	0.6311	36.3819	-4.3088	1.2055	-1.8109	-2.3231	10.4467
Pr(>|t|)	0.2646	0.0000	0.0000	0.1152	0.0364	0.0109	0.0000
R^2	0.9390

IEMO

Date Range: 201502 to 202408

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0002	0.9581	-0.1755	-0.0068	-0.0561	-0.2176	0.4044
t	-0.1948	35.4474	-2.7342	-0.0905	-0.5714	-1.9188	9.4283
Pr(>|t|)	0.4229	0.0000	0.0036	0.4640	0.2844	0.0288	0.0000
R^2	0.9425

FLXE

Date Range: 201711 to 202408

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0024	0.8912	-0.0718	0.1732	0.4505	0.3069	-0.0212
t	-1.7337	31.5520	-0.8613	2.4042	4.3994	3.2573	-0.4185
Pr(>|t|)	0.0434	0.0000	0.1958	0.0092	0.0000	0.0008	0.3383
R^2	0.9472

DGSD

Date Range: 201412 to 202408

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0009	1.0202	0.4828	0.2356	0.3123	0.0351	-0.0578
t	0.6546	33.9934	5.7731	3.1199	2.9222	0.3436	-1.0949
Pr(>|t|)	0.2570	0.0000	0.0000	0.0011	0.0021	0.3659	0.1379
R^2	0.9388