7RIP.DE vs. ^HSI

Last updated Jun 27, 2026

7RIP.DE (HANetf The Travel UCITS ETF) is Consumer Staples Equities fund tracking the Solactive Travel, while ^HSI (Hang Seng Index) is an index. Over the past 5 years, 7RIP.DE returned 9.13%/yr vs -3.92%/yr for ^HSI. At a 0.21 correlation, their price movements are largely independent.

Performance

7RIP.DE vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf The Travel UCITS ETF (7RIP.DE) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

7RIP.DE is traded in EUR, while ^HSI is traded in HKD. To make them comparable, the ^HSI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 7RIP.DE achieves a 9.35% return, which is significantly higher than ^HSI's -7.69% return.

7RIP.DE

• 1D: 0.00%
• 1M: 11.67%
• YTD: 9.35%
• 6M: 7.77%
• 1Y: 29.57%
• 3Y*: 17.09%
• 5Y*: 9.13%
• 10Y*: —

^HSI

• 1D: 0.00%
• 1M: -6.91%
• YTD: -7.69%
• 6M: -8.19%
• 1Y: -2.30%
• 3Y*: 5.09%
• 5Y*: -3.92%
• 10Y*: 0.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

7RIP.DE vs. ^HSI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
7RIP.DE HANetf The Travel UCITS ETF	9.35%	5.32%	33.59%	26.46%	-14.00%	-10.39%
^HSI Hang Seng Index	-7.69%	12.41%	26.08%	-16.39%	-10.37%	-13.57%

Correlation

The correlation between 7RIP.DE and ^HSI is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (All Time) Calculated using the full available price history since Jun 17, 2021	0.21

Return for Risk

7RIP.DE vs. ^HSI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

7RIP.DE

7RIP.DE Risk / Return Rank: 42
7RIP.DE Sharpe Ratio Rank: 40
7RIP.DE Sortino Ratio Rank: 46
7RIP.DE Omega Ratio Rank: 39
7RIP.DE Calmar Ratio Rank: 49
7RIP.DE Martin Ratio Rank: 34

^HSI

^HSI Risk / Return Rank: 3
^HSI Sharpe Ratio Rank: 3
^HSI Sortino Ratio Rank: 3
^HSI Omega Ratio Rank: 4
^HSI Calmar Ratio Rank: 3
^HSI Martin Ratio Rank: 2

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.

7RIP.DE vs. ^HSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf The Travel UCITS ETF (7RIP.DE) and Hang Seng Index (^HSI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	7RIP.DE	^HSI	Difference
Sharpe ratio: Return per unit of total volatility	1.29	-0.12	+1.42
Sortino ratio: Return per unit of downside risk	2.06	-0.05	+2.10
Omega ratio: Gain probability vs. loss probability	1.23	1.00	+0.24
Calmar ratio: Return relative to maximum drawdown	2.13	-0.17	+2.31
Martin ratio: Return relative to average drawdown	4.77	-0.49	+5.26

7RIP.DE vs. ^HSI - Sharpe Ratio Comparison

The current 7RIP.DE Sharpe Ratio is 1.29, which is higher than the ^HSI Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of 7RIP.DE and ^HSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

7RIP.DE vs. ^HSI - Drawdown Comparison

The maximum 7RIP.DE drawdown since its inception was -31.05%, smaller than the maximum ^HSI drawdown of -59.69%. Use the drawdown chart below to compare losses from any high point for 7RIP.DE and ^HSI.

Drawdown Indicators

	7RIP.DE	^HSI	Difference
Max Drawdown Largest peak-to-trough decline	-31.05%	-59.69%	+28.64%
Max Drawdown (1Y) Largest decline over 1 year	-13.92%	-13.56%	-0.36%
Max Drawdown (3Y) Largest decline over 3 years	-31.05%	-24.89%	-6.16%
Max Drawdown (5Y) Largest decline over 5 years	-31.05%	-44.37%	+13.32%
Max Drawdown (10Y) Largest decline over 10 years	—	-48.64%	—
Current Drawdown Current decline from peak	0.00%	-24.41%	+24.41%
Average Drawdown Average peak-to-trough decline	-9.41%	-23.20%	+13.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.22%	4.78%	+1.44%

Volatility

7RIP.DE vs. ^HSI - Volatility Comparison

HANetf The Travel UCITS ETF (7RIP.DE) has a higher volatility of 7.15% compared to Hang Seng Index (^HSI) at 5.49%. This indicates that 7RIP.DE's price experiences larger fluctuations and is considered to be riskier than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	7RIP.DE	^HSI	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.15%	5.49%	+1.66%
Volatility (6M) Calculated over the trailing 6-month period	19.42%	13.89%	+5.53%
Volatility (1Y) Calculated over the trailing 1-year period	22.96%	18.99%	+3.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.15%	25.45%	-0.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.09%	22.22%	+2.87%

Frequently Asked Questions

Can I hold both 7RIP.DE and ^HSI in my portfolio?

7RIP.DE and ^HSI have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.