UCITS Factor ETF Analysis as of 202501

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

JPGL

Date Range: 201908 to 202501

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0009	0.9762	0.0928	0.1878	0.2331	0.2128	0.0806
t	-0.7750	37.0626	1.3476	2.6519	2.5962	2.1978	1.8738
Pr(>|t|)	0.2206	0.0000	0.0912	0.0050	0.0058	0.0158	0.0327
R^2	0.9706

ZPRV

Date Range: 201503 to 202412

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0005	1.0507	0.7589	0.3831	0.1042	0.0219	-0.0766
t	0.7277	58.5450	23.7108	13.2168	2.6339	0.5164	-3.5436
Pr(>|t|)	0.2341	0.0000	0.0000	0.0000	0.0048	0.3033	0.0003
R^2	0.9868

ZPRX

Date Range: 201503 to 202501

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0013	1.0854	0.7173	0.3405	0.0674	-0.1020	-0.1569
t	1.3693	44.8278	12.6121	5.0849	0.7659	-1.0136	-3.9880
Pr(>|t|)	0.0868	0.0000	0.0000	0.0000	0.2226	0.1564	0.0001
R^2	0.9761

XDEV

Date Range: 201410 to 202501

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0000	0.9892	0.1051	0.2652	0.0284	0.3005	-0.1452
t	0.0280	37.6409	1.6237	3.6020	0.3099	3.0203	-3.5106
Pr(>|t|)	0.4888	0.0000	0.0535	0.0002	0.3786	0.0015	0.0003
R^2	0.9502

XDEM

Date Range: 201410 to 202501

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0006	1.0281	-0.2818	0.0885	-0.1308	-0.2410	0.4544
t	0.5251	36.5589	-4.0658	1.1239	-1.3362	-2.2641	10.2634
Pr(>|t|)	0.3002	0.0000	0.0000	0.1316	0.0920	0.0127	0.0000
R^2	0.9374

IEMO

Date Range: 201502 to 202501

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0001	0.9558	-0.1903	-0.0063	-0.0839	-0.2360	0.4075
t	0.1172	36.7463	-3.1130	-0.0883	-0.8946	-2.1814	9.6697
Pr(>|t|)	0.4534	0.0000	0.0012	0.4649	0.1864	0.0156	0.0000
R^2	0.9432

FLXE

Date Range: 201711 to 202501

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0017	0.8860	-0.0925	0.1756	0.4495	0.2829	-0.0412
t	-1.2692	31.7960	-1.1359	2.4993	4.5020	3.0765	-0.8407
Pr(>|t|)	0.1039	0.0000	0.1296	0.0072	0.0000	0.0014	0.2014
R^2	0.9453

DGSD

Date Range: 201412 to 202501

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0004	1.0195	0.4799	0.2523	0.3152	0.0335	-0.0450
t	0.3117	34.8306	5.8972	3.4696	3.0392	0.3397	-0.8853
Pr(>|t|)	0.3779	0.0000	0.0000	0.0004	0.0015	0.3673	0.1889
R^2	0.9382