UCITS Factor ETF Analysis as of 202406

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

JPGL

Date Range: 201908 to 202406

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0016	0.9565	0.0848	0.2040	0.3207	0.1949	0.0701
t	-1.5372	42.8372	1.3889	3.2956	3.9834	2.2868	1.9222
Pr(>|t|)	0.0648	0.0000	0.0851	0.0008	0.0001	0.0129	0.0297
R^2	0.9813

ZPRV

Date Range: 201503 to 202406

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0004	1.0482	0.7604	0.3835	0.1090	0.0160	-0.0788
t	0.4922	57.7707	22.7975	13.1818	2.7393	0.3743	-3.6043
Pr(>|t|)	0.3118	0.0000	0.0000	0.0000	0.0036	0.3544	0.0002
R^2	0.9870

ZPRX

Date Range: 201503 to 202406

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0006	1.0733	0.7145	0.4133	0.1719	-0.1789	-0.1555
t	0.5723	43.3874	11.9723	5.7156	1.8489	-1.6471	-3.9839
Pr(>|t|)	0.2841	0.0000	0.0000	0.0000	0.0336	0.0512	0.0001
R^2	0.9778

XDEV

Date Range: 201410 to 202406

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0001	0.9993	0.0930	0.2355	-0.0272	0.3462	-0.1370
t	0.1038	37.8217	1.3718	3.1037	-0.2843	3.3451	-3.2612
Pr(>|t|)	0.4588	0.0000	0.0864	0.0012	0.3884	0.0006	0.0007
R^2	0.9532

XDEM

Date Range: 201410 to 202406

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0008	1.0379	-0.2991	0.0885	-0.1925	-0.2420	0.4706
t	0.7561	36.0982	-4.0568	1.0721	-1.8462	-2.1486	10.2953
Pr(>|t|)	0.2255	0.0000	0.0000	0.1430	0.0337	0.0169	0.0000
R^2	0.9391

IEMO

Date Range: 201502 to 202406

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0004	0.9536	-0.1904	0.0271	-0.0237	-0.2669	0.4077
t	-0.4061	34.8095	-2.8777	0.3391	-0.2325	-2.2172	9.4636
Pr(>|t|)	0.3427	0.0000	0.0024	0.3676	0.4083	0.0143	0.0000
R^2	0.9430

FLXE

Date Range: 201711 to 202406

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0026	0.8925	-0.0731	0.1688	0.4479	0.3156	-0.0166
t	-1.8793	31.4527	-0.8713	2.3264	4.3124	3.3256	-0.3241
Pr(>|t|)	0.0319	0.0000	0.1931	0.0113	0.0000	0.0007	0.3734
R^2	0.9482

DGSD

Date Range: 201412 to 202406

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0008	1.0206	0.4806	0.2338	0.3055	0.0399	-0.0555
t	0.5795	33.7469	5.7048	3.0713	2.8211	0.3873	-1.0433
Pr(>|t|)	0.2817	0.0000	0.0000	0.0013	0.0028	0.3496	0.1495
R^2	0.9391