Your baggage also changes planes.

Your baggage is automatically conveyed between planes.
Without requiring you to raise a finger, it is relayed to your
final destination. When checking in at your original point of
departure, however, we do recommend that you mention that
Frankfurt will only be a stopover on your trip. This will make
doubly sure that your bags will travel with you.

Tip: hand baggage carts

To roam the airport more comfortably, you can take advantage
of our hand baggage carts; we have provided plenty of them in
both terminals. You can even use them on the escalators. The
only exception: the Sky Line shuttle between Terminals 1 and 2. When
you detrain at the other terminal, you can easily grab another cart.