PortfoliosLab logoPortfoliosLab logo
ZPR6.DE vs. IS0Q.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPR6.DE vs. IS0Q.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 $ EM Corp Bond UCITS ETF USD (Dist) (IS0Q.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 -0.20% return, which is significantly lower than IS0Q.DE's 4.68% return.


ZPR6.DE

1D
-0.26%
1M
-0.29%
6M
-0.07%
YTD
-0.20%
1Y
2.24%
3Y*
3.93%
5Y*
0.22%
10Y*

IS0Q.DE

1D
0.09%
1M
1.94%
6M
4.52%
YTD
4.68%
1Y
8.96%
3Y*
5.37%
5Y*
2.68%
10Y*
3.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPR6.DE vs. IS0Q.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ZPR6.DE
SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (EUR Hedged) Acc
-0.20%5.64%3.09%3.98%-9.09%-1.16%0.67%-0.10%
IS0Q.DE
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist)
4.68%-3.70%12.34%4.23%-6.55%7.84%-2.78%6.35%

Correlation

The correlation between ZPR6.DE and IS0Q.DE is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

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

0.01

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2019

0.04

The correlation between ZPR6.DE and IS0Q.DE shifts across timeframes, from -0.09 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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. IS0Q.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: 3030
Overall Rank
ZPR6.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ZPR6.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
ZPR6.DE Omega Ratio Rank: 2929
Omega Ratio Rank
ZPR6.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
ZPR6.DE Martin Ratio Rank: 3737
Martin Ratio Rank

IS0Q.DE
IS0Q.DE Risk / Return Rank: 6262
Overall Rank
IS0Q.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IS0Q.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
IS0Q.DE Omega Ratio Rank: 5959
Omega Ratio Rank
IS0Q.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
IS0Q.DE Martin Ratio Rank: 5858
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. IS0Q.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 $ EM Corp Bond UCITS ETF USD (Dist) (IS0Q.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ZPR6.DEIS0Q.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.18

1.30

-0.12

Calmar ratioReturn relative to maximum drawdown

1.23

2.98

-1.75

Martin ratioReturn relative to average drawdown

4.89

8.52

-3.63

ZPR6.DE vs. IS0Q.DE - Sharpe Ratio Comparison

The current ZPR6.DE Sharpe Ratio is 0.90, which is lower than the IS0Q.DE Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of ZPR6.DE and IS0Q.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...

Drawdowns

ZPR6.DE vs. IS0Q.DE - Drawdown Comparison

The maximum ZPR6.DE drawdown since its inception was -13.49%, smaller than the maximum IS0Q.DE drawdown of -26.03%. Use the drawdown chart below to compare losses from any high point for ZPR6.DE and IS0Q.DE.


Loading charts...

Drawdown Indicators


ZPR6.DEIS0Q.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.49%

-26.03%

+12.54%

Max Drawdown (1Y)

Largest decline over 1 year

-1.81%

-2.99%

+1.18%

Max Drawdown (3Y)

Largest decline over 3 years

-1.81%

-11.02%

+9.21%

Max Drawdown (5Y)

Largest decline over 5 years

-13.37%

-11.02%

-2.35%

Max Drawdown (10Y)

Largest decline over 10 years

-23.18%

Current Drawdown

Current decline from peak

-0.71%

-2.03%

+1.32%

Average Drawdown

Average peak-to-trough decline

-4.57%

-7.56%

+2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

1.05%

-0.60%

Volatility

ZPR6.DE vs. IS0Q.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 0.59%, while iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (IS0Q.DE) has a volatility of 1.46%. This indicates that ZPR6.DE experiences smaller price fluctuations and is considered to be less risky than IS0Q.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ZPR6.DEIS0Q.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

1.46%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

3.76%

-1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

2.48%

5.48%

-3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

7.04%

-2.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.10%

8.77%

-3.67%

ZPR6.DE vs. IS0Q.DE - Expense Ratio Comparison

ZPR6.DE has a 0.47% expense ratio, which is lower than IS0Q.DE's 0.50% expense ratio.


Dividends

ZPR6.DE vs. IS0Q.DE - Dividend Comparison

ZPR6.DE has not paid dividends to shareholders, while IS0Q.DE's dividend yield for the trailing twelve months is around 5.50%.


PositionTTM20252024202320222021202020192018201720162015
IS0Q.DE
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist)
5.50%5.61%5.36%5.07%4.31%3.54%4.14%4.58%4.69%4.55%4.51%5.13%
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


ZPR6.DE and IS0Q.DE have a correlation of -0.09, 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 IS0Q.DE.

ZPR6.DE tracks ICE BofAML 0-5 EM USD Government Bond (EUR Hedged), while IS0Q.DE tracks J.P. Morgan CEMBI Broad Diversified Core Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.47% for ZPR6.DE and 0.50% for IS0Q.DE.

Portfolio Optimizer

Find the right allocation for ZPR6.DE and IS0Q.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