I would say some of it depends on your setup. I only free range my ducks when I'm right there watching them, but here's some things I've found. First, space: I know mine like to wander off to places with more bugs, so I always have to keep an eye on them so they don't cross the street or wander away. They don't go too far, but definitely more than chickens. If you have a large property this wouldn't be as much of an issue, but keep it in mind.
Also remember ducks LOVE being outside: they may not want to go inside at night and are harder to get inside if they're free ranging. If you have a pond, they'll want to sleep there. You'll have to put them in yourself sometimes, at least at first. That being said, if they've been in the coop for some time, they'll probably at least sit outside the door when it starts to get dark.
Remember you have more predators around than you know of, and they aren't all nocturnal. Personally, I only free range my ducks when I'm there to watch them. If I didn't, some kind of predator would have got them all by now. I would recommend at least while they're young keeping an eye on them.
I like to have mine trained to come for peas. It makes it ALOT easier to get them back lol. I also keep food in the coop, which they always come back for after free ranging.