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IS3C.DE vs. ZPR6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3C.DE vs. ZPR6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) and SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (EUR Hedged) Acc (ZPR6.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS3C.DE achieves a -1.63% return, which is significantly lower than ZPR6.DE's 0.15% return.


IS3C.DE

1D
0.23%
1M
0.40%
YTD
-1.63%
6M
-1.60%
1Y
2.73%
3Y*
2.01%
5Y*
-3.40%
10Y*
-0.58%

ZPR6.DE

1D
0.04%
1M
-0.09%
YTD
0.15%
6M
0.47%
1Y
3.13%
3Y*
4.05%
5Y*
0.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3C.DE vs. ZPR6.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IS3C.DE
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)
-1.63%5.32%-1.72%5.39%-20.57%-3.53%3.22%3.00%
ZPR6.DE
SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (EUR Hedged) Acc
0.15%5.62%3.09%3.99%-9.09%-1.17%0.69%-0.12%

Correlation

The correlation between IS3C.DE and ZPR6.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2019

0.75

The correlation between IS3C.DE and ZPR6.DE has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.

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Return for Risk

IS3C.DE vs. ZPR6.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IS3C.DE
IS3C.DE Risk / Return Rank: 1616
Overall Rank
IS3C.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IS3C.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
IS3C.DE Omega Ratio Rank: 1515
Omega Ratio Rank
IS3C.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
IS3C.DE Martin Ratio Rank: 1616
Martin Ratio Rank

ZPR6.DE
ZPR6.DE Risk / Return Rank: 3939
Overall Rank
ZPR6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ZPR6.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
ZPR6.DE Omega Ratio Rank: 3939
Omega Ratio Rank
ZPR6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
ZPR6.DE Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IS3C.DE vs. ZPR6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) and SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (EUR Hedged) Acc (ZPR6.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


IS3C.DEZPR6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.08

1.25

-0.17

Calmar ratioReturn relative to maximum drawdown

0.48

1.74

-1.25

Martin ratioReturn relative to average drawdown

1.52

7.22

-5.70

IS3C.DE vs. ZPR6.DE - Sharpe Ratio Comparison

The current IS3C.DE Sharpe Ratio is 0.44, which is lower than the ZPR6.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of IS3C.DE and ZPR6.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IS3C.DEZPR6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

1.26

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

0.05

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.07

-0.06

Drawdowns

IS3C.DE vs. ZPR6.DE - Drawdown Comparison

The maximum IS3C.DE drawdown since its inception was -30.78%, which is greater than ZPR6.DE's maximum drawdown of -13.50%. Use the drawdown chart below to compare losses from any high point for IS3C.DE and ZPR6.DE.


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Drawdown Indicators


IS3C.DEZPR6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.78%

-13.50%

-17.28%

Max Drawdown (1Y)

Largest decline over 1 year

-5.62%

-1.80%

-3.82%

Max Drawdown (3Y)

Largest decline over 3 years

-8.94%

-1.80%

-7.14%

Max Drawdown (5Y)

Largest decline over 5 years

-30.47%

-13.50%

-16.97%

Max Drawdown (10Y)

Largest decline over 10 years

-30.78%

Current Drawdown

Current decline from peak

-17.90%

-0.37%

-17.53%

Average Drawdown

Average peak-to-trough decline

-9.16%

-4.62%

-4.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

0.43%

+1.36%

Volatility

IS3C.DE vs. ZPR6.DE - Volatility Comparison

iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) has a higher volatility of 2.10% compared to SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (EUR Hedged) Acc (ZPR6.DE) at 0.61%. This indicates that IS3C.DE's price experiences larger fluctuations and is considered to be riskier than ZPR6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3C.DEZPR6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

0.61%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

5.14%

2.11%

+3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

6.18%

2.48%

+3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.94%

4.41%

+4.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.30%

5.13%

+4.17%

IS3C.DE vs. ZPR6.DE - Expense Ratio Comparison

IS3C.DE has a 0.50% expense ratio, which is higher than ZPR6.DE's 0.47% expense ratio.


Dividends

IS3C.DE vs. ZPR6.DE - Dividend Comparison

Neither IS3C.DE nor ZPR6.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS3C.DE
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)
0.00%0.00%0.00%3.58%5.39%3.93%3.85%4.77%5.76%3.88%5.34%4.72%
ZPR6.DE
SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (EUR Hedged) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IS3C.DE and ZPR6.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPR6.DE is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPR6.DE is cheaper with a 0.47% expense ratio, compared with 0.50% for IS3C.DE.

IS3C.DE tracks JP Morgan EMBI Global Core (EUR Hedged), while ZPR6.DE tracks ICE BofAML 0-5 EM USD Government Bond (EUR Hedged). They also come from different issuers: iShares and State Street. Their fees differ too: 0.50% for IS3C.DE and 0.47% for ZPR6.DE.

Portfolio Optimizer

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