UCITS Factor ETF Analysis as of 202502

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

JPGL

Date Range: 201908 to 202502

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0008	0.9748	0.0881	0.1926	0.2406	0.2136	0.0774
t	-0.6801	37.0198	1.2805	2.7226	2.6867	2.2042	1.8027
Pr(>|t|)	0.2494	0.0000	0.1024	0.0041	0.0046	0.0155	0.0380
R^2	0.9700

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 202502

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0013	1.0865	0.7124	0.3478	0.0688	-0.1077	-0.1530
t	1.3819	45.1054	12.6863	5.2789	0.7843	-1.0777	-3.9442
Pr(>|t|)	0.0848	0.0000	0.0000	0.0000	0.2172	0.1417	0.0001
R^2	0.9760

XDEV

Date Range: 201410 to 202502

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0002	0.9877	0.0988	0.2747	0.0426	0.3021	-0.1482
t	0.1621	37.1935	1.5116	3.7000	0.4623	3.0036	-3.5473
Pr(>|t|)	0.4357	0.0000	0.0666	0.0002	0.3223	0.0016	0.0003
R^2	0.9488

XDEM

Date Range: 201410 to 202502

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0007	1.0265	-0.2888	0.0991	-0.1153	-0.2394	0.4511
t	0.6579	36.0954	-4.1245	1.2458	-1.1676	-2.2226	10.0789
Pr(>|t|)	0.2559	0.0000	0.0000	0.1076	0.1226	0.0140	0.0000
R^2	0.9354

IEMO

Date Range: 201502 to 202502

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0001	0.9566	-0.1940	-0.0017	-0.0832	-0.2400	0.4100
t	0.1245	37.0053	-3.2163	-0.0237	-0.8904	-2.2363	9.8832
Pr(>|t|)	0.4506	0.0000	0.0008	0.4906	0.1875	0.0136	0.0000
R^2	0.9433

FLXE

Date Range: 201711 to 202502

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0018	0.8861	-0.0921	0.1820	0.4573	0.2767	-0.0405
t	-1.3728	31.9714	-1.1363	2.6990	4.7212	3.0828	-0.8311
Pr(>|t|)	0.0867	0.0000	0.1295	0.0042	0.0000	0.0014	0.2041
R^2	0.9453

DGSD

Date Range: 201412 to 202502

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0006	1.0197	0.4774	0.2351	0.2939	0.0503	-0.0464
t	0.4836	34.8631	5.8746	3.3493	2.9103	0.5196	-0.9150
Pr(>|t|)	0.3148	0.0000	0.0000	0.0005	0.0021	0.3022	0.1810
R^2	0.9378