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

Performance

ZPR6.DE vs. FESD.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 Fidelity Sustainable USD EM Bond UCITS ETF (FESD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)20252024202320222021
ZPR6.DE
SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (EUR Hedged) Acc
-0.58%5.62%3.09%3.99%-9.09%-0.66%
FESD.DE
Fidelity Sustainable USD EM Bond UCITS ETF
1.14%0.21%8.73%4.67%-13.30%6.35%

Returns By Period

In the year-to-date period, ZPR6.DE achieves a -0.58% return, which is significantly lower than FESD.DE's 1.14% return.


ZPR6.DE

1D
0.40%
1M
-0.75%
YTD
-0.58%
6M
0.76%
1Y
3.30%
3Y*
3.69%
5Y*
0.35%
10Y*

FESD.DE

1D
0.23%
1M
-1.60%
YTD
1.14%
6M
3.68%
1Y
2.00%
3Y*
4.93%
5Y*
1.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


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

ZPR6.DE has a 0.47% expense ratio, which is higher than FESD.DE's 0.45% expense ratio.


Return for Risk

ZPR6.DE vs. FESD.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: 5959
Overall Rank
ZPR6.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ZPR6.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
ZPR6.DE Omega Ratio Rank: 6060
Omega Ratio Rank
ZPR6.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
ZPR6.DE Martin Ratio Rank: 6565
Martin Ratio Rank

FESD.DE
FESD.DE Risk / Return Rank: 1515
Overall Rank
FESD.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FESD.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
FESD.DE Omega Ratio Rank: 1616
Omega Ratio Rank
FESD.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
FESD.DE Martin Ratio Rank: 1515
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. FESD.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 Fidelity Sustainable USD EM Bond UCITS ETF (FESD.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.DEFESD.DEDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.22

+0.83

Sortino ratio

Return per unit of downside risk

1.53

0.33

+1.20

Omega ratio

Gain probability vs. loss probability

1.24

1.06

+0.18

Calmar ratio

Return relative to maximum drawdown

1.85

0.22

+1.63

Martin ratio

Return relative to average drawdown

7.45

0.61

+6.84

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

The current ZPR6.DE Sharpe Ratio is 1.04, which is higher than the FESD.DE Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of ZPR6.DE and FESD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ZPR6.DEFESD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.22

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.15

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.14

-0.09

Correlation

The correlation between ZPR6.DE and FESD.DE is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ZPR6.DE vs. FESD.DE - Dividend Comparison

ZPR6.DE has not paid dividends to shareholders, while FESD.DE's dividend yield for the trailing twelve months is around 6.84%.


TTM20252024202320222021
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%
FESD.DE
Fidelity Sustainable USD EM Bond UCITS ETF
6.84%5.90%5.86%5.43%4.80%2.01%

Drawdowns

ZPR6.DE vs. FESD.DE - Drawdown Comparison

The maximum ZPR6.DE drawdown since its inception was -13.50%, smaller than the maximum FESD.DE drawdown of -16.01%. Use the drawdown chart below to compare losses from any high point for ZPR6.DE and FESD.DE.


Loading graphics...

Drawdown Indicators


ZPR6.DEFESD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.50%

-16.01%

+2.51%

Max Drawdown (1Y)

Largest decline over 1 year

-1.80%

-8.25%

+6.45%

Max Drawdown (5Y)

Largest decline over 5 years

-13.50%

-16.01%

+2.51%

Current Drawdown

Current decline from peak

-1.09%

-2.33%

+1.24%

Average Drawdown

Average peak-to-trough decline

-4.72%

-7.37%

+2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

3.15%

-2.70%

Volatility

ZPR6.DE vs. FESD.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 1.56%, while Fidelity Sustainable USD EM Bond UCITS ETF (FESD.DE) has a volatility of 2.30%. This indicates that ZPR6.DE experiences smaller price fluctuations and is considered to be less risky than FESD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ZPR6.DEFESD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

2.30%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

1.87%

4.79%

-2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

3.16%

9.52%

-6.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

8.78%

-4.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.17%

8.77%

-3.60%