UCITS Factor ETF Analysis as of 202602

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

JPGL

Date Range: 201908 to 202602

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0006	0.9517	0.1762	0.2678	0.3593	0.1604	0.0985
CI Lower 95%	-0.0028	0.8995	0.0469	0.1317	0.1893	-0.0275	0.0148
CI Upper 95%	0.0016	1.0038	0.3055	0.4038	0.5293	0.3483	0.1822
t	-0.5295	36.3347	2.7129	3.9178	4.2082	1.6997	2.3429
Pr(>|t|)	0.2990	0.0000	0.0041	0.0001	0.0000	0.0466	0.0108
R^2	0.9610

AVWS

Date Range: 202411 to 202602

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0065	1.4189	0.6825	0.5528	0.0083	0.0394	-0.0466
CI Lower 95%	-0.0176	0.9570	0.0374	-0.0624	-1.1272	-0.8047	-0.5211
CI Upper 95%	0.0045	1.8808	1.3275	1.1681	1.1439	0.8835	0.4279
t	-1.2634	6.5475	2.2551	1.9152	0.0157	0.0996	-0.2093
Pr(>|t|)	0.1129	0.0000	0.0197	0.0374	0.4939	0.4610	0.4185
R^2	0.9162

ZPRV

Date Range: 201503 to 202602

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0010	1.0563	0.7644	0.3836	0.0989	0.0303	-0.0708
CI Lower 95%	-0.0004	1.0223	0.7058	0.3307	0.0278	-0.0462	-0.1115
CI Upper 95%	0.0024	1.0904	0.8229	0.4365	0.1700	0.1069	-0.0301
t	1.4506	61.4290	25.8210	14.3367	2.7519	0.7845	-3.4413
Pr(>|t|)	0.0746	0.0000	0.0000	0.0000	0.0034	0.2171	0.0004
R^2	0.9858

ZPRX

Date Range: 201503 to 202602

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0014	1.0877	0.7141	0.3588	0.0516	-0.1230	-0.1357
CI Lower 95%	-0.0005	1.0420	0.6095	0.2442	-0.1061	-0.3075	-0.2038
CI Upper 95%	0.0032	1.1333	0.8187	0.4734	0.2093	0.0615	-0.0675
t	1.4549	47.1411	13.5055	6.1942	0.6469	-1.3192	-3.9386
Pr(>|t|)	0.0740	0.0000	0.0000	0.0000	0.2594	0.0947	0.0001
R^2	0.9752

XDEV

Date Range: 201410 to 202602

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0012	0.9883	0.1320	0.3152	0.0023	0.2553	-0.1131
CI Lower 95%	-0.0008	0.9344	0.0027	0.1682	-0.1792	0.0546	-0.1972
CI Upper 95%	0.0033	1.0423	0.2613	0.4622	0.1837	0.4561	-0.0290
t	1.1993	36.2250	2.0183	4.2400	0.0247	2.5155	-2.6603
Pr(>|t|)	0.1162	0.0000	0.0228	0.0000	0.4902	0.0065	0.0044
R^2	0.9379

XDEM

Date Range: 201410 to 202602

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0006	1.0302	-0.2434	0.0885	-0.0719	-0.2034	0.4498
CI Lower 95%	-0.0014	0.9763	-0.3726	-0.0584	-0.2532	-0.4039	0.3658
CI Upper 95%	0.0027	1.0841	-0.1142	0.2354	0.1093	-0.0028	0.5338
t	0.5930	37.7949	-3.7260	1.1914	-0.7848	-2.0056	10.5882
Pr(>|t|)	0.2771	0.0000	0.0001	0.1178	0.2170	0.0234	0.0000
R^2	0.9318

IEMO

Date Range: 201502 to 202602

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0001	0.9650	-0.1476	0.0085	-0.1112	-0.2366	0.4443
CI Lower 95%	-0.0020	0.9136	-0.2653	-0.1203	-0.2875	-0.4443	0.3679
CI Upper 95%	0.0022	1.0163	-0.0299	0.1373	0.0650	-0.0290	0.5207
t	0.0976	37.1927	-2.4799	0.1304	-1.2483	-2.2544	11.4993
Pr(>|t|)	0.4612	0.0000	0.0072	0.4482	0.1071	0.0129	0.0000
R^2	0.9377

FLXE

Date Range: 201711 to 202602

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0012	0.8801	-0.0624	0.2102	0.3783	0.2257	-0.0409
CI Lower 95%	-0.0038	0.8248	-0.2155	0.0791	0.1775	0.0467	-0.1334
CI Upper 95%	0.0014	0.9354	0.0907	0.3414	0.5791	0.4046	0.0516
t	-0.8972	31.5860	-0.8089	3.1807	3.7385	2.5019	-0.8769
Pr(>|t|)	0.1859	0.0000	0.2102	0.0010	0.0002	0.0070	0.1913
R^2	0.9327

DGSD

Date Range: 201412 to 202602

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0007	1.0233	0.5317	0.2149	0.2267	0.0485	-0.0310
CI Lower 95%	-0.0018	0.9672	0.3809	0.0834	0.0278	-0.1368	-0.1249
CI Upper 95%	0.0032	1.0794	0.6824	0.3464	0.4256	0.2339	0.0629
t	0.5387	36.0826	6.9753	3.2328	2.2537	0.5180	-0.6536
Pr(>|t|)	0.2955	0.0000	0.0000	0.0008	0.0129	0.3026	0.2572
R^2	0.9310