UCITS Factor ETF Analysis as of 202507

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

JPGL

Date Range: 201908 to 202507

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0008	0.9493	0.1301	0.2591	0.3200	0.1335	0.0850
t	-0.7225	35.7987	1.8633	3.7048	3.5634	1.3788	1.8804
Pr(>|t|)	0.2362	0.0000	0.0333	0.0002	0.0003	0.0861	0.0321
R^2	0.9639

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 202507

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0014	1.0900	0.7163	0.3490	0.0646	-0.0940	-0.1435
t	1.4860	46.0618	13.1352	5.3952	0.7487	-0.9709	-3.7972
Pr(>|t|)	0.0699	0.0000	0.0000	0.0000	0.2277	0.1667	0.0001
R^2	0.9757

XDEV

Date Range: 201410 to 202507

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0004	0.9769	0.1335	0.3041	0.0802	0.2639	-0.1441
t	0.3856	37.4244	2.0609	4.2564	0.8910	2.6978	-3.4153
Pr(>|t|)	0.3502	0.0000	0.0207	0.0000	0.1873	0.0040	0.0004
R^2	0.9460

XDEM

Date Range: 201410 to 202507

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0008	1.0319	-0.2751	0.0760	-0.1267	-0.2125	0.4535
t	0.7270	37.1045	-3.9883	0.9979	-1.3224	-2.0395	10.0908
Pr(>|t|)	0.2343	0.0000	0.0001	0.1601	0.0942	0.0217	0.0000
R^2	0.9347

IEMO

Date Range: 201502 to 202507

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0005	0.9643	-0.1707	-0.0155	-0.1090	-0.2075	0.4235
t	0.4522	37.3978	-2.8708	-0.2205	-1.1686	-1.9664	10.3270
Pr(>|t|)	0.3260	0.0000	0.0024	0.4129	0.1224	0.0257	0.0000
R^2	0.9414

FLXE

Date Range: 201711 to 202507

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0012	0.8850	-0.1061	0.1953	0.4327	0.2529	-0.0477
t	-0.9653	32.2215	-1.3221	2.9156	4.5098	2.8179	-0.9801
Pr(>|t|)	0.1685	0.0000	0.0947	0.0022	0.0000	0.0030	0.1648
R^2	0.9427

DGSD

Date Range: 201412 to 202507

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0007	1.0193	0.5010	0.2227	0.2711	0.0388	-0.0499
t	0.5530	34.9941	6.1785	3.1780	2.6978	0.3982	-0.9795
Pr(>|t|)	0.2906	0.0000	0.0000	0.0009	0.0040	0.3456	0.1646
R^2	0.9351