They don't but due to their smaller stature are most definitely more prone to predators and are both sexes are very, very good flyers. I keep mine penned but on the ground, so they get all the fun but less danger. I do free range ducks here but they are mainly heavyweight breeds(Muscovy & Pekin, two medium breeds Buffs)
I am getting a livestock guardian dog in about 4 weeks and will get another sometime next year to help guard against predators. I will have a pen and house for my ducks but I'd like to be able to let them out at least occasionally to eat bugs and other things.