UCITS Factor ETF Analysis as of 202407

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

JPGL

Date Range: 201908 to 202407

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0009	0.9580	0.1273	0.1723	0.2849	0.2395	0.0608
t	-0.8172	39.9504	2.0033	2.6333	3.3467	2.6563	1.5574
Pr(>|t|)	0.2085	0.0000	0.0249	0.0054	0.0007	0.0051	0.0624
R^2	0.9781

ZPRV

Date Range: 201503 to 202407

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0004	1.0470	0.7627	0.3863	0.1085	0.0130	-0.0779
t	0.5918	58.0543	23.7238	13.3499	2.7381	0.3070	-3.5780
Pr(>|t|)	0.2776	0.0000	0.0000	0.0000	0.0036	0.3797	0.0003
R^2	0.9872

ZPRX

Date Range: 201503 to 202407

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0010	1.0807	0.7393	0.3571	0.1175	-0.0978	-0.1614
t	0.9722	43.2439	12.3720	5.1598	1.2844	-0.9362	-4.0681
Pr(>|t|)	0.1665	0.0000	0.0000	0.0000	0.1008	0.1756	0.0000
R^2	0.9769

XDEV

Date Range: 201410 to 202407

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0001	0.9993	0.0958	0.2359	-0.0249	0.3468	-0.1372
t	0.1170	38.0164	1.4532	3.1546	-0.2635	3.4040	-3.2894
Pr(>|t|)	0.4535	0.0000	0.0744	0.0010	0.3963	0.0005	0.0007
R^2	0.9534

XDEM

Date Range: 201410 to 202407

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0007	1.0373	-0.3101	0.0953	-0.1867	-0.2532	0.4730
t	0.6554	36.2141	-4.3147	1.1702	-1.8158	-2.2811	10.4049
Pr(>|t|)	0.2568	0.0000	0.0000	0.1222	0.0360	0.0122	0.0000
R^2	0.9390

IEMO

Date Range: 201502 to 202407

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0002	0.9580	-0.1751	-0.0067	-0.0559	-0.2175	0.4043
t	-0.1966	35.1825	-2.6873	-0.0888	-0.5658	-1.9089	9.3803
Pr(>|t|)	0.4222	0.0000	0.0041	0.4647	0.2863	0.0294	0.0000
R^2	0.9422

FLXE

Date Range: 201711 to 202407

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0026	0.8918	-0.0746	0.1709	0.4427	0.3134	-0.0178
t	-1.8570	31.6558	-0.8966	2.3768	4.3263	3.3302	-0.3507
Pr(>|t|)	0.0335	0.0000	0.1863	0.0099	0.0000	0.0007	0.3634
R^2	0.9481

DGSD

Date Range: 201412 to 202407

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0008	1.0207	0.4812	0.2334	0.3069	0.0405	-0.0554
t	0.5760	33.9629	5.7451	3.0842	2.8631	0.3949	-1.0473
Pr(>|t|)	0.2829	0.0000	0.0000	0.0013	0.0025	0.3468	0.1486
R^2	0.9391