UCITS Factor ETF Analysis as of 202506

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

JPGL

Date Range: 201908 to 202506

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0007	0.9482	0.1291	0.2637	0.3216	0.1246	0.0849
t	-0.6220	35.6262	1.8447	3.7496	3.5720	1.2755	1.8724
Pr(>|t|)	0.2680	0.0000	0.0347	0.0002	0.0003	0.1032	0.0327
R^2	0.9643

ZPRV

Date Range: 201503 to 202506

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0007	1.0565	0.7573	0.3859	0.0937	0.0170	-0.0763
t	0.9745	61.5537	24.8045	14.3030	2.5057	0.4298	-3.6384
Pr(>|t|)	0.1659	0.0000	0.0000	0.0000	0.0068	0.3341	0.0002
R^2	0.9868

ZPRX

Date Range: 201503 to 202506

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0013	1.0897	0.7123	0.3515	0.0670	-0.1063	-0.1454
t	1.3989	46.0895	13.0413	5.4364	0.7778	-1.0918	-3.8479
Pr(>|t|)	0.0822	0.0000	0.0000	0.0000	0.2191	0.1385	0.0001
R^2	0.9760

XDEV

Date Range: 201410 to 202506

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0005	0.9759	0.1319	0.3091	0.0817	0.2544	-0.1441
t	0.4672	37.3477	2.0365	4.3151	0.9084	2.5880	-3.4161
Pr(>|t|)	0.3206	0.0000	0.0219	0.0000	0.1827	0.0054	0.0004
R^2	0.9464

XDEM

Date Range: 201410 to 202506

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0009	1.0300	-0.2778	0.0847	-0.1240	-0.2291	0.4534
t	0.8664	37.2549	-4.0532	1.1172	-1.3020	-2.2030	10.1569
Pr(>|t|)	0.1940	0.0000	0.0000	0.1330	0.0976	0.0147	0.0000
R^2	0.9360

IEMO

Date Range: 201502 to 202506

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0003	0.9637	-0.1776	-0.0113	-0.1049	-0.2280	0.4202
t	0.3242	37.6637	-3.0028	-0.1612	-1.1337	-2.1632	10.3162
Pr(>|t|)	0.3731	0.0000	0.0016	0.4361	0.1296	0.0162	0.0000
R^2	0.9427

FLXE

Date Range: 201711 to 202506

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0012	0.8850	-0.1063	0.1957	0.4326	0.2525	-0.0475
t	-0.9557	32.0209	-1.3153	2.8924	4.4792	2.7931	-0.9691
Pr(>|t|)	0.1709	0.0000	0.0959	0.0024	0.0000	0.0032	0.1675
R^2	0.9426

DGSD

Date Range: 201412 to 202506

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0008	1.0196	0.5016	0.2196	0.2689	0.0412	-0.0507
t	0.6078	34.8982	6.1675	3.1140	2.6660	0.4221	-0.9922
Pr(>|t|)	0.2722	0.0000	0.0000	0.0011	0.0043	0.3368	0.1615
R^2	0.9352