UCITS Factor ETF Analysis as of 202409

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

JPGL

Date Range: 201908 to 202409

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0005	0.9635	0.1076	0.1508	0.2665	0.2669	0.0566
t	-0.4735	38.6724	1.6334	2.2465	3.0327	2.8729	1.3949
Pr(>|t|)	0.3188	0.0000	0.0538	0.0142	0.0018	0.0028	0.0840
R^2	0.9754

ZPRV

Date Range: 201503 to 202409

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0006	1.0496	0.7579	0.3824	0.1052	0.0195	-0.0778
t	0.8400	57.5948	23.3184	13.0624	2.6204	0.4568	-3.5366
Pr(>|t|)	0.2013	0.0000	0.0000	0.0000	0.0050	0.3243	0.0003
R^2	0.9866

ZPRX

Date Range: 201503 to 202409

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0012	1.0830	0.7332	0.3365	0.0787	-0.0851	-0.1634
t	1.2490	43.3461	12.3622	4.9259	0.8872	-0.8149	-4.1059
Pr(>|t|)	0.1071	0.0000	0.0000	0.0000	0.1884	0.2084	0.0000
R^2	0.9763

XDEV

Date Range: 201410 to 202409

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0001	0.9986	0.0976	0.2413	-0.0196	0.3403	-0.1359
t	0.0549	38.3724	1.4981	3.2862	-0.2103	3.3944	-3.2900
Pr(>|t|)	0.4781	0.0000	0.0684	0.0007	0.4169	0.0005	0.0007
R^2	0.9533

XDEM

Date Range: 201410 to 202409

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0007	1.0370	-0.3075	0.0935	-0.1898	-0.2516	0.4720
t	0.6805	36.5555	-4.3315	1.1687	-1.8717	-2.3021	10.4822
Pr(>|t|)	0.2488	0.0000	0.0000	0.1224	0.0318	0.0115	0.0000
R^2	0.9389

IEMO

Date Range: 201502 to 202409

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0001	0.9589	-0.1769	-0.0161	-0.0734	-0.2111	0.4034
t	-0.0966	35.5828	-2.7627	-0.2184	-0.7726	-1.8721	9.4317
Pr(>|t|)	0.4616	0.0000	0.0033	0.4138	0.2207	0.0319	0.0000
R^2	0.9422

FLXE

Date Range: 201711 to 202409

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0021	0.8920	-0.0650	0.1601	0.4396	0.3124	-0.0323
t	-1.5421	31.5989	-0.7818	2.2600	4.3175	3.3219	-0.6519
Pr(>|t|)	0.0634	0.0000	0.2183	0.0132	0.0000	0.0007	0.2582
R^2	0.9472

DGSD

Date Range: 201412 to 202409

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0005	1.0185	0.4754	0.2555	0.3275	0.0263	-0.0434
t	0.3670	33.8097	5.6699	3.4267	3.0660	0.2571	-0.8344
Pr(>|t|)	0.3571	0.0000	0.0000	0.0004	0.0013	0.3988	0.2029
R^2	0.9378