UCITS Factor ETF Analysis as of 202503

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

JPGL

Date Range: 201908 to 202503

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0004	0.9572	0.1274	0.2471	0.3018	0.1435	0.0829
t	-0.2982	36.2005	1.8254	3.5232	3.3604	1.4850	1.8548
Pr(>|t|)	0.3832	0.0000	0.0362	0.0004	0.0006	0.0711	0.0340
R^2	0.9670

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 202503

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0014	1.0878	0.7167	0.3499	0.0724	-0.0987	-0.1496
t	1.4011	45.5242	12.9329	5.3367	0.8299	-1.0042	-3.9194
Pr(>|t|)	0.0819	0.0000	0.0000	0.0000	0.2041	0.1587	0.0001
R^2	0.9760

XDEV

Date Range: 201410 to 202503

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0004	0.9773	0.1203	0.3146	0.0835	0.2541	-0.1461
t	0.3581	37.0237	1.8403	4.3383	0.9169	2.5666	-3.4513
Pr(>|t|)	0.3604	0.0000	0.0340	0.0000	0.1805	0.0057	0.0004
R^2	0.9470

XDEM

Date Range: 201410 to 202503

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0007	1.0273	-0.2906	0.0956	-0.1188	-0.2352	0.4509
t	0.6476	36.9641	-4.2238	1.2522	-1.2385	-2.2564	10.1195
Pr(>|t|)	0.2592	0.0000	0.0000	0.1064	0.1089	0.0129	0.0000
R^2	0.9366

IEMO

Date Range: 201502 to 202503

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0001	0.9573	-0.1915	-0.0005	-0.0811	-0.2348	0.4120
t	0.1331	37.3686	-3.2202	-0.0068	-0.8747	-2.2276	10.1006
Pr(>|t|)	0.4472	0.0000	0.0008	0.4973	0.1917	0.0139	0.0000
R^2	0.9433

FLXE

Date Range: 201711 to 202503

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0017	0.8853	-0.1011	0.1917	0.4665	0.2750	-0.0424
t	-1.3182	31.9274	-1.2535	2.8651	4.8315	3.0611	-0.8703
Pr(>|t|)	0.0954	0.0000	0.1067	0.0026	0.0000	0.0015	0.1933
R^2	0.9448

DGSD

Date Range: 201412 to 202503

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0005	1.0214	0.4894	0.2200	0.2766	0.0520	-0.0434
t	0.4103	34.6358	5.9911	3.1301	2.7277	0.5319	-0.8491
Pr(>|t|)	0.3411	0.0000	0.0000	0.0011	0.0037	0.2979	0.1987
R^2	0.9362