ZPR5.DE vs. SEAD.DE
ZPR5.DE (SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF) and SEAD.DE (UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Dist) are both Emerging Markets Bonds funds - ZPR5.DE tracks the ICE BofA Emerging Markets USD Government Bond 0-5 ex-144a while SEAD.DE tracks the JP Morgan USD Emerging Markets Diversified 3% capped 1-5 (EUR Hedged). Both are passively managed. Over the past 5 years, ZPR5.DE returned 3.18%/yr vs 0.42%/yr for SEAD.DE. At a 0.05 correlation, their price movements are largely independent. ZPR5.DE charges 0.42%/yr vs 0.38%/yr for SEAD.DE.
Performance
ZPR5.DE vs. SEAD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPR5.DE achieves a 2.14% return, which is significantly higher than SEAD.DE's 0.82% return.
ZPR5.DE
- 1D
- -0.10%
- 1M
- 0.89%
- YTD
- 2.14%
- 6M
- 1.74%
- 1Y
- 3.56%
- 3Y*
- 3.25%
- 5Y*
- 3.18%
- 10Y*
- 2.25%
SEAD.DE
- 1D
- 0.15%
- 1M
- 0.13%
- YTD
- 0.82%
- 6M
- 1.21%
- 1Y
- 4.92%
- 3Y*
- 5.77%
- 5Y*
- 0.42%
- 10Y*
- —
ZPR5.DE vs. SEAD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ZPR5.DE SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF | 2.14% | -4.12% | 11.04% | 2.52% | -1.06% | 7.98% | -6.72% | 0.20% |
SEAD.DE UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Dist | 0.82% | 7.17% | 4.95% | 5.22% | -12.53% | -1.42% | 1.00% | 1.37% |
Correlation
The correlation between ZPR5.DE and SEAD.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2019 | 0.05 |
The correlation between ZPR5.DE and SEAD.DE shifts across timeframes, from -0.11 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPR5.DE vs. SEAD.DE — Risk / Return Rank
ZPR5.DE
SEAD.DE
ZPR5.DE vs. SEAD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (ZPR5.DE) and UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Dist (SEAD.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.
| ZPR5.DE | SEAD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.34 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 2.35 | -1.25 |
| Martin ratioReturn relative to average drawdown | 2.73 | 9.84 | -7.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZPR5.DE | SEAD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 1.70 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.10 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.15 | +0.24 |
Drawdowns
ZPR5.DE vs. SEAD.DE - Drawdown Comparison
The maximum ZPR5.DE drawdown since its inception was -14.48%, smaller than the maximum SEAD.DE drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for ZPR5.DE and SEAD.DE.
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Drawdown Indicators
| ZPR5.DE | SEAD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.48% | -18.40% | +3.92% |
Max Drawdown (1Y)Largest decline over 1 year | -3.21% | -2.08% | -1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -9.72% | -2.40% | -7.32% |
Max Drawdown (5Y)Largest decline over 5 years | -9.92% | -18.40% | +8.48% |
Max Drawdown (10Y)Largest decline over 10 years | -14.48% | — | — |
Current DrawdownCurrent decline from peak | -4.28% | -0.36% | -3.92% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -6.26% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 0.50% | +0.80% |
Volatility
ZPR5.DE vs. SEAD.DE - Volatility Comparison
SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (ZPR5.DE) has a higher volatility of 0.96% compared to UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Dist (SEAD.DE) at 0.76%. This indicates that ZPR5.DE's price experiences larger fluctuations and is considered to be riskier than SEAD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPR5.DE | SEAD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.96% | 0.76% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 3.56% | 2.39% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.43% | 2.89% | +2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.04% | 4.30% | +2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.20% | 5.33% | +1.87% |
ZPR5.DE vs. SEAD.DE - Expense Ratio Comparison
ZPR5.DE has a 0.42% expense ratio, which is higher than SEAD.DE's 0.38% expense ratio.
Dividends
ZPR5.DE vs. SEAD.DE - Dividend Comparison
ZPR5.DE's dividend yield for the trailing twelve months is around 4.83%, less than SEAD.DE's 5.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEAD.DE UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Dist | 5.84% | 4.51% | 5.70% | 4.36% | 4.23% | 3.36% | 2.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZPR5.DE SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF | 4.83% | 5.10% | 4.16% | 3.16% | 2.54% | 2.63% | 3.53% | 3.34% | 2.73% | 3.18% | 2.72% | 1.83% |
Frequently Asked Questions
ZPR5.DE and SEAD.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SEAD.DE is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SEAD.DE is cheaper with a 0.38% expense ratio, compared with 0.42% for ZPR5.DE.
ZPR5.DE tracks ICE BofA Emerging Markets USD Government Bond 0-5 ex-144a, while SEAD.DE tracks JP Morgan USD Emerging Markets Diversified 3% capped 1-5 (EUR Hedged). They also come from different issuers: State Street and UBS. Their fees differ too: 0.42% for ZPR5.DE and 0.38% for SEAD.DE.
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