UCITS Factor ETF Analysis as of 202504

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

JPGL

Date Range: 201908 to 202504

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0003	0.9571	0.1280	0.2471	0.3017	0.1433	0.0830
t	-0.2967	36.4820	1.8755	3.5680	3.3876	1.4946	1.8756
Pr(>|t|)	0.3838	0.0000	0.0325	0.0003	0.0006	0.0698	0.0325
R^2	0.9670

ZPRV

Date Range: 201503 to 202504

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0006	1.0517	0.7602	0.3925	0.0983	0.0041	-0.0768
t	0.8049	60.2788	24.8178	14.2871	2.5832	0.1003	-3.6444
Pr(>|t|)	0.2112	0.0000	0.0000	0.0000	0.0055	0.4601	0.0002
R^2	0.9869

ZPRX

Date Range: 201503 to 202504

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0014	1.0901	0.7204	0.3450	0.0624	-0.0961	-0.1467
t	1.4682	45.9271	13.0440	5.2844	0.7217	-0.9791	-3.8610
Pr(>|t|)	0.0723	0.0000	0.0000	0.0000	0.2359	0.1647	0.0001
R^2	0.9760

XDEV

Date Range: 201410 to 202504

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0005	0.9774	0.1317	0.3055	0.0769	0.2586	-0.1446
t	0.5174	36.8336	2.0187	4.2055	0.8401	2.5997	-3.3996
Pr(>|t|)	0.3029	0.0000	0.0228	0.0000	0.2012	0.0052	0.0005
R^2	0.9460

XDEM

Date Range: 201410 to 202504

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0009	1.0275	-0.2781	0.0856	-0.1258	-0.2303	0.4524
t	0.8122	36.7515	-4.0450	1.1191	-1.3053	-2.1975	10.0969
Pr(>|t|)	0.2091	0.0000	0.0000	0.1326	0.0971	0.0149	0.0000
R^2	0.9354

IEMO

Date Range: 201502 to 202504

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0003	0.9629	-0.1825	-0.0120	-0.1041	-0.2282	0.4191
t	0.2648	37.3072	-3.0376	-0.1689	-1.1160	-2.1369	10.1841
Pr(>|t|)	0.3958	0.0000	0.0015	0.4331	0.1333	0.0173	0.0000
R^2	0.9423

FLXE

Date Range: 201711 to 202504

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0013	0.8820	-0.1032	0.1959	0.4373	0.2535	-0.0511
t	-1.0054	31.2367	-1.2556	2.8732	4.4853	2.7846	-1.0312
Pr(>|t|)	0.1587	0.0000	0.1063	0.0025	0.0000	0.0033	0.1526
R^2	0.9420

DGSD

Date Range: 201412 to 202504

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0008	1.0190	0.4890	0.2212	0.2593	0.0381	-0.0488
t	0.6021	34.4801	5.9662	3.1359	2.5665	0.3901	-0.9526
Pr(>|t|)	0.2741	0.0000	0.0000	0.0011	0.0057	0.3486	0.1713
R^2	0.9353