PortfoliosLab logoPortfoliosLab logo
ZPR6.DE vs. 3SUD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPR6.DE vs. 3SUD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (EUR Hedged) Acc (ZPR6.DE) and iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ZPR6.DE achieves a 0.15% return, which is significantly lower than 3SUD.DE's 0.90% return.


ZPR6.DE

1D
0.04%
1M
-0.19%
YTD
0.15%
6M
0.48%
1Y
3.15%
3Y*
4.05%
5Y*
0.23%
10Y*

3SUD.DE

1D
0.21%
1M
-0.03%
YTD
0.90%
6M
1.33%
1Y
9.11%
3Y*
7.55%
5Y*
-0.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPR6.DE vs. 3SUD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%
3SUD.DE
iShares J.P. Morgan USD EM Bond UCITS ETF Acc
0.90%11.55%3.78%7.69%-20.75%-3.48%3.15%3.55%

Correlation

The correlation between ZPR6.DE and 3SUD.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.83

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

0.82

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

0.78

The correlation between ZPR6.DE and 3SUD.DE has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ZPR6.DE vs. 3SUD.DE — Risk / Return Rank

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

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

3SUD.DE
3SUD.DE Risk / Return Rank: 4949
Overall Rank
3SUD.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
3SUD.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
3SUD.DE Omega Ratio Rank: 5151
Omega Ratio Rank
3SUD.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
3SUD.DE Martin Ratio Rank: 4747
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.

ZPR6.DE vs. 3SUD.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 (EUR Hedged) Acc (ZPR6.DE) and iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.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.


ZPR6.DE3SUD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.70

Omega ratioGain probability vs. loss probability

1.25

1.31

-0.06

Calmar ratioReturn relative to maximum drawdown

1.74

1.93

-0.20

Martin ratioReturn relative to average drawdown

7.22

7.66

-0.44

ZPR6.DE vs. 3SUD.DE - Sharpe Ratio Comparison

The current ZPR6.DE Sharpe Ratio is 1.26, which is comparable to the 3SUD.DE Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of ZPR6.DE and 3SUD.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.


Loading charts...

Sharpe Ratios by Period


ZPR6.DE3SUD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.65

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

-0.03

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.08

-0.01

Drawdowns

ZPR6.DE vs. 3SUD.DE - Drawdown Comparison

The maximum ZPR6.DE drawdown since its inception was -13.50%, smaller than the maximum 3SUD.DE drawdown of -30.78%. Use the drawdown chart below to compare losses from any high point for ZPR6.DE and 3SUD.DE.


Loading charts...

Drawdown Indicators


ZPR6.DE3SUD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.50%

-30.78%

+17.28%

Max Drawdown (1Y)

Largest decline over 1 year

-1.80%

-4.61%

+2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-1.80%

-7.82%

+6.02%

Max Drawdown (5Y)

Largest decline over 5 years

-13.50%

-30.57%

+17.07%

Current Drawdown

Current decline from peak

-0.37%

-3.78%

+3.41%

Average Drawdown

Average peak-to-trough decline

-4.62%

-11.11%

+6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

1.17%

-0.74%

Volatility

ZPR6.DE vs. 3SUD.DE - Volatility Comparison

The current volatility for SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (EUR Hedged) Acc (ZPR6.DE) is 0.61%, while iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) has a volatility of 1.89%. This indicates that ZPR6.DE experiences smaller price fluctuations and is considered to be less risky than 3SUD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ZPR6.DE3SUD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

1.89%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

4.36%

-2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

2.48%

5.41%

-2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

8.70%

-4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.13%

10.44%

-5.31%

ZPR6.DE vs. 3SUD.DE - Expense Ratio Comparison

ZPR6.DE has a 0.47% expense ratio, which is lower than 3SUD.DE's 0.50% expense ratio.


Dividends

ZPR6.DE vs. 3SUD.DE - Dividend Comparison

Neither ZPR6.DE nor 3SUD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ZPR6.DE and 3SUD.DE have a correlation of 0.83, 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 3SUD.DE.

ZPR6.DE tracks ICE BofAML 0-5 EM USD Government Bond (EUR Hedged), while 3SUD.DE tracks JP Morgan EMBI Global Core (EUR Hedged). They also come from different issuers: State Street and iShares. Their fees differ too: 0.47% for ZPR6.DE and 0.50% for 3SUD.DE.

Portfolio Optimizer

Find the right allocation for ZPR6.DE and 3SUD.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer