UCITS Factor ETF Analysis as of 202412

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

JPGL

Date Range: 201908 to 202412

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0011	0.9762	0.1074	0.1659	0.2417	0.2512	0.0752
t	-0.9175	37.4057	1.5573	2.3116	2.7115	2.5240	1.7585
Pr(>|t|)	0.1812	0.0000	0.0622	0.0120	0.0043	0.0070	0.0417
R^2	0.9715

ZPRV

Date Range: 201503 to 202412

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0005	1.0507	0.7589	0.3831	0.1042	0.0219	-0.0766
t	0.7277	58.5450	23.7108	13.2168	2.6339	0.5164	-3.5436
Pr(>|t|)	0.2341	0.0000	0.0000	0.0000	0.0048	0.3033	0.0003
R^2	0.9868

ZPRX

Date Range: 201503 to 202412

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0013	1.0836	0.7278	0.3378	0.0705	-0.0928	-0.1591
t	1.3306	44.3890	12.3251	5.0221	0.7988	-0.9114	-4.0194
Pr(>|t|)	0.0930	0.0000	0.0000	0.0000	0.2130	0.1820	0.0001
R^2	0.9761

XDEV

Date Range: 201410 to 202412

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0001	0.9898	0.1216	0.2395	0.0380	0.3457	-0.1523
t	-0.1166	38.0672	1.8803	3.2326	0.4188	3.4116	-3.7062
Pr(>|t|)	0.4537	0.0000	0.0312	0.0008	0.3381	0.0004	0.0002
R^2	0.9514

XDEM

Date Range: 201410 to 202412

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0006	1.0280	-0.2836	0.0914	-0.1319	-0.2461	0.4552
t	0.5363	36.4026	-4.0379	1.1356	-1.3394	-2.2361	10.1955
Pr(>|t|)	0.2964	0.0000	0.0000	0.1292	0.0915	0.0136	0.0000
R^2	0.9370

IEMO

Date Range: 201502 to 202412

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0001	0.9542	-0.1812	-0.0088	-0.0812	-0.2279	0.4056
t	0.0900	36.3648	-2.8519	-0.1222	-0.8622	-2.0813	9.5648
Pr(>|t|)	0.4642	0.0000	0.0026	0.4515	0.1952	0.0198	0.0000
R^2	0.9421

FLXE

Date Range: 201711 to 202412

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0020	0.8917	-0.0636	0.1646	0.4606	0.3105	-0.0317
t	-1.5307	32.3340	-0.7794	2.3729	4.6811	3.3889	-0.6530
Pr(>|t|)	0.0648	0.0000	0.2190	0.0100	0.0000	0.0005	0.2578
R^2	0.9475

DGSD

Date Range: 201412 to 202412

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0004	1.0190	0.4776	0.2531	0.3148	0.0312	-0.0458
t	0.3286	34.4547	5.7693	3.4598	3.0203	0.3116	-0.8930
Pr(>|t|)	0.3715	0.0000	0.0000	0.0004	0.0015	0.3779	0.1868
R^2	0.9382