UCITS Factor ETF Analysis as of 202411

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

JPGL

Date Range: 201908 to 202411

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0006	0.9659	0.1095	0.1497	0.2640	0.2670	0.0575
t	-0.5187	39.7690	1.7204	2.2537	3.1975	2.9030	1.4428
Pr(>|t|)	0.3029	0.0000	0.0451	0.0139	0.0011	0.0025	0.0770
R^2	0.9754

ZPRV

Date Range: 201503 to 202411

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0006	1.0490	0.7566	0.3822	0.1056	0.0207	-0.0784
t	0.8376	58.3110	23.6161	13.1955	2.6707	0.4888	-3.6209
Pr(>|t|)	0.2020	0.0000	0.0000	0.0000	0.0043	0.3130	0.0002
R^2	0.9868

ZPRX

Date Range: 201503 to 202411

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0013	1.0832	0.7279	0.3389	0.0707	-0.0949	-0.1592
t	1.3284	43.5506	12.2701	4.9525	0.7973	-0.9086	-4.0022
Pr(>|t|)	0.0933	0.0000	0.0000	0.0000	0.2135	0.1827	0.0001
R^2	0.9761

XDEV

Date Range: 201410 to 202411

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0002	0.9919	0.1219	0.2435	0.0334	0.3418	-0.1483
t	-0.1960	37.9064	1.8819	3.2743	0.3669	3.3654	-3.5770
Pr(>|t|)	0.4225	0.0000	0.0311	0.0007	0.3572	0.0005	0.0003
R^2	0.9515

XDEM

Date Range: 201410 to 202411

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0005	1.0304	-0.2833	0.0960	-0.1372	-0.2505	0.4598
t	0.4481	36.2701	-4.0288	1.1885	-1.3888	-2.2711	10.2142
Pr(>|t|)	0.3274	0.0000	0.0000	0.1185	0.0837	0.0125	0.0000
R^2	0.9371

IEMO

Date Range: 201502 to 202411

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0001	0.9555	-0.1814	-0.0122	-0.0818	-0.2213	0.4061
t	0.0645	35.7497	-2.8440	-0.1658	-0.8653	-1.9695	9.5294
Pr(>|t|)	0.4743	0.0000	0.0026	0.4343	0.1943	0.0256	0.0000
R^2	0.9420

FLXE

Date Range: 201711 to 202411

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0020	0.8915	-0.0620	0.1637	0.4449	0.3110	-0.0343
t	-1.5588	32.2521	-0.7581	2.3551	4.4246	3.3862	-0.7042
Pr(>|t|)	0.0614	0.0000	0.2253	0.0104	0.0000	0.0005	0.2416
R^2	0.9480

DGSD

Date Range: 201412 to 202411

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0005	1.0191	0.4759	0.2557	0.3294	0.0288	-0.0437
t	0.3497	34.4142	5.7394	3.4884	3.1136	0.2869	-0.8497
Pr(>|t|)	0.3636	0.0000	0.0000	0.0003	0.0012	0.3873	0.1986
R^2	0.9385