UCITS Factor ETF Analysis as of 202410

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

JPGL

Date Range: 201908 to 202410

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0006	0.9631	0.1156	0.1513	0.2784	0.2665	0.0546
t	-0.5699	38.8213	1.7852	2.2631	3.2326	2.8802	1.3544
Pr(>|t|)	0.2854	0.0000	0.0396	0.0136	0.0010	0.0027	0.0903
R^2	0.9754

ZPRV

Date Range: 201503 to 202410

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0006	1.0496	0.7577	0.3826	0.1047	0.0196	-0.0776
t	0.8597	57.8805	23.4556	13.1460	2.6323	0.4606	-3.5497
Pr(>|t|)	0.1959	0.0000	0.0000	0.0000	0.0048	0.3230	0.0003
R^2	0.9866

ZPRX

Date Range: 201503 to 202410

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0012	1.0842	0.7335	0.3357	0.0798	-0.0839	-0.1633
t	1.2173	43.8370	12.4157	4.9344	0.9023	-0.8060	-4.1199
Pr(>|t|)	0.1130	0.0000	0.0000	0.0000	0.1844	0.2110	0.0000
R^2	0.9766

XDEV

Date Range: 201410 to 202410

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0000	0.9986	0.1050	0.2413	-0.0086	0.3402	-0.1382
t	-0.0212	38.4408	1.6327	3.2930	-0.0939	3.3993	-3.3611
Pr(>|t|)	0.4916	0.0000	0.0526	0.0007	0.4627	0.0005	0.0005
R^2	0.9533

XDEM

Date Range: 201410 to 202410

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0007	1.0370	-0.2998	0.0936	-0.1785	-0.2517	0.4696
t	0.6123	36.6327	-4.2784	1.1721	-1.7839	-2.3078	10.4785
Pr(>|t|)	0.2708	0.0000	0.0000	0.1217	0.0385	0.0114	0.0000
R^2	0.9387

IEMO

Date Range: 201502 to 202410

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0000	0.9562	-0.1776	-0.0142	-0.0756	-0.2140	0.4033
t	-0.0072	35.7486	-2.7774	-0.1930	-0.7975	-1.9006	9.4384
Pr(>|t|)	0.4971	0.0000	0.0032	0.4237	0.2134	0.0299	0.0000
R^2	0.9424

FLXE

Date Range: 201711 to 202410

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0021	0.8932	-0.0668	0.1599	0.4400	0.3166	-0.0324
t	-1.6111	31.9760	-0.8091	2.2710	4.3466	3.4070	-0.6575
Pr(>|t|)	0.0555	0.0000	0.2104	0.0129	0.0000	0.0005	0.2563
R^2	0.9479

DGSD

Date Range: 201412 to 202410

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0004	1.0195	0.4746	0.2546	0.3280	0.0305	-0.0439
t	0.3345	34.1037	5.6812	3.4299	3.0811	0.3012	-0.8457
Pr(>|t|)	0.3693	0.0000	0.0000	0.0004	0.0013	0.3819	0.1997
R^2	0.9383