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

Performance

ZPR6.DE vs. UEFE.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 UBS ETF (LU) J.P. Morgan EM Multi-Factor Enhanced Local Currency Bond UCITS ETF (USD) A-dis (UEFE.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, ZPR6.DE achieves a 0.15% return, which is significantly lower than UEFE.DE's 2.04% return.


ZPR6.DE

1D
0.04%
1M
-0.09%
YTD
0.15%
6M
0.47%
1Y
3.13%
3Y*
4.05%
5Y*
0.23%
10Y*

UEFE.DE

1D
-0.42%
1M
1.32%
YTD
2.04%
6M
2.08%
1Y
8.10%
3Y*
7.16%
5Y*
4.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPR6.DE vs. UEFE.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%
UEFE.DE
UBS ETF (LU) J.P. Morgan EM Multi-Factor Enhanced Local Currency Bond UCITS ETF (USD) A-dis
2.04%5.88%6.93%15.75%-6.22%2.54%-2.71%9.25%

Correlation

The correlation between ZPR6.DE and UEFE.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.17

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

0.15

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

0.20

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Return for Risk

ZPR6.DE vs. UEFE.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

UEFE.DE
UEFE.DE Risk / Return Rank: 4343
Overall Rank
UEFE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
UEFE.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
UEFE.DE Omega Ratio Rank: 4343
Omega Ratio Rank
UEFE.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
UEFE.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.

ZPR6.DE vs. UEFE.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 UBS ETF (LU) J.P. Morgan EM Multi-Factor Enhanced Local Currency Bond UCITS ETF (USD) A-dis (UEFE.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.DEUEFE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.25

1.27

-0.02

Calmar ratioReturn relative to maximum drawdown

1.74

2.06

-0.32

Martin ratioReturn relative to average drawdown

7.22

7.08

+0.13

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

The current ZPR6.DE Sharpe Ratio is 1.26, which is comparable to the UEFE.DE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of ZPR6.DE and UEFE.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


ZPR6.DEUEFE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.48

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.58

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.66

-0.59

Drawdowns

ZPR6.DE vs. UEFE.DE - Drawdown Comparison

The maximum ZPR6.DE drawdown since its inception was -13.50%, smaller than the maximum UEFE.DE drawdown of -23.72%. Use the drawdown chart below to compare losses from any high point for ZPR6.DE and UEFE.DE.


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Drawdown Indicators


ZPR6.DEUEFE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.50%

-23.72%

+10.22%

Max Drawdown (1Y)

Largest decline over 1 year

-1.80%

-3.93%

+2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-1.80%

-8.02%

+6.22%

Max Drawdown (5Y)

Largest decline over 5 years

-13.50%

-12.46%

-1.04%

Current Drawdown

Current decline from peak

-0.37%

-1.03%

+0.66%

Average Drawdown

Average peak-to-trough decline

-4.62%

-4.41%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

1.14%

-0.71%

Volatility

ZPR6.DE vs. UEFE.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 UBS ETF (LU) J.P. Morgan EM Multi-Factor Enhanced Local Currency Bond UCITS ETF (USD) A-dis (UEFE.DE) has a volatility of 1.93%. This indicates that ZPR6.DE experiences smaller price fluctuations and is considered to be less risky than UEFE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPR6.DEUEFE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

1.93%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

4.64%

-2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

2.48%

5.46%

-2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

8.44%

-4.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.13%

9.82%

-4.69%

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

ZPR6.DE has a 0.47% expense ratio, which is higher than UEFE.DE's 0.40% expense ratio.


Dividends

ZPR6.DE vs. UEFE.DE - Dividend Comparison

ZPR6.DE has not paid dividends to shareholders, while UEFE.DE's dividend yield for the trailing twelve months is around 4.67%.


PositionTTM2025202420232022202120202019
UEFE.DE
UBS ETF (LU) J.P. Morgan EM Multi-Factor Enhanced Local Currency Bond UCITS ETF (USD) A-dis
4.67%5.37%7.09%8.64%6.79%8.96%9.53%9.22%
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%

Frequently Asked Questions


ZPR6.DE and UEFE.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, UEFE.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UEFE.DE is cheaper with a 0.40% expense ratio, compared with 0.47% for ZPR6.DE.

ZPR6.DE tracks ICE BofAML 0-5 EM USD Government Bond (EUR Hedged), while UEFE.DE tracks JP Morgan Emerging Markets Multi-Factor Enhanced Local Currency Bond. They also come from different issuers: State Street and UBS. Their fees differ too: 0.47% for ZPR6.DE and 0.40% for UEFE.DE.

Portfolio Optimizer

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