UCITS Factor ETF Analysis as of 202505

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

JPGL

Date Range: 201908 to 202505

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0006	0.9507	0.1279	0.2545	0.3068	0.1352	0.0822
t	-0.4881	35.5243	1.8248	3.5826	3.3551	1.3743	1.8088
Pr(>|t|)	0.3135	0.0000	0.0362	0.0003	0.0006	0.0869	0.0374
R^2	0.9647

ZPRV

Date Range: 201503 to 202505

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0007	1.0555	0.7590	0.3874	0.0980	0.0133	-0.0750
t	0.9128	61.0164	24.6792	14.2560	2.5639	0.3319	-3.5433
Pr(>|t|)	0.1816	0.0000	0.0000	0.0000	0.0058	0.3703	0.0003
R^2	0.9868

ZPRX

Date Range: 201503 to 202505

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0014	1.0907	0.7207	0.3487	0.0638	-0.1009	-0.1452
t	1.4897	46.1593	13.0931	5.3960	0.7407	-1.0366	-3.8467
Pr(>|t|)	0.0694	0.0000	0.0000	0.0000	0.2301	0.1510	0.0001
R^2	0.9762

XDEV

Date Range: 201410 to 202505

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0005	0.9766	0.1317	0.3063	0.0773	0.2576	-0.1447
t	0.5000	37.1288	2.0258	4.2354	0.8477	2.6008	-3.4157
Pr(>|t|)	0.3090	0.0000	0.0224	0.0000	0.1991	0.0052	0.0004
R^2	0.9463

XDEM

Date Range: 201410 to 202505

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0009	1.0306	-0.2780	0.0826	-0.1273	-0.2267	0.4529
t	0.8845	37.0184	-4.0398	1.0789	-1.3194	-2.1620	10.0994
Pr(>|t|)	0.1891	0.0000	0.0000	0.1413	0.0947	0.0162	0.0000
R^2	0.9358

IEMO

Date Range: 201502 to 202505

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0003	0.9632	-0.1824	-0.0097	-0.1032	-0.2311	0.4201
t	0.2745	37.5143	-3.0470	-0.1388	-1.1117	-2.1835	10.2834
Pr(>|t|)	0.3921	0.0000	0.0014	0.4449	0.1342	0.0154	0.0000
R^2	0.9428

FLXE

Date Range: 201711 to 202505

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0013	0.8819	-0.1036	0.1961	0.4370	0.2533	-0.0511
t	-1.0190	31.6780	-1.2817	2.8970	4.5179	2.8012	-1.0398
Pr(>|t|)	0.1555	0.0000	0.1016	0.0024	0.0000	0.0031	0.1506
R^2	0.9424

DGSD

Date Range: 201412 to 202505

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0009	1.0226	0.4998	0.2182	0.2647	0.0409	-0.0473
t	0.6683	34.8469	6.1466	3.0958	2.6236	0.4191	-0.9228
Pr(>|t|)	0.2526	0.0000	0.0000	0.0012	0.0049	0.3379	0.1790
R^2	0.9356