In MMX5, Zero has Twin Dream and W-Shredder. Twin Dream creates a clone of Zero, and therefore Zero can attack his opponent having the real self getting too close. W-Shredder is a powerful attack which releases his shadow when he dashes. Again, it is his shadow. Zero doesn't even need to get that close to Sonic.

Many of you have mentioned how Zero can't hit Sonic at all, but I don't see it that way. Zero can take on the defensive side, and wait for Sonic attacks him and counter. It is hard to dodge melee attack, and I think Zero's defense ability is higher than Sonic, due to his armor.

About Sonic's speed, that wouldn't be a problem for Zero. Jet Stingray (or whatever his name is) is a speedy maverick, and Zero destroyed him with ease. Cyber Peacock even have the ability to teleport, yet Zero can catch up to such speed without much trouble.