7RIP.DE vs. ^HSI

Last updated Jul 18, 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 9.69%/yr vs -1.80%/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 4.25% return, which is significantly higher than ^HSI's -0.57% return.

7RIP.DE

• 1D: 0.00%
• 1M: 0.74%
• 6M: 3.84%
• YTD: 4.25%
• 1Y: 13.06%
• 3Y*: 13.89%
• 5Y*: 9.69%
• 10Y*: —

^HSI

• 1D: 0.00%
• 1M: 3.34%
• 6M: -6.08%
• YTD: -0.57%
• 1Y: 3.56%
• 3Y*: 8.75%
• 5Y*: -1.80%
• 10Y*: 0.95%

*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	4.25%	5.32%	33.59%	26.46%	-14.00%	-10.39%
^HSI Hang Seng Index	-0.57%	12.41%	26.08%	-16.39%	-10.37%	-13.57%

Correlation

The correlation between 7RIP.DE and ^HSI is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (All Time) Calculated using the full available price history since Jun 17, 2021	0.21

The correlation between 7RIP.DE and ^HSI shifts across timeframes, from 0.13 (1 year) to 0.23 (3 years), reflecting how their relationship changes across market environments.

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: 23
7RIP.DE Sharpe Ratio Rank: 21
7RIP.DE Sortino Ratio Rank: 23
7RIP.DE Omega Ratio Rank: 21
7RIP.DE Calmar Ratio Rank: 25
7RIP.DE Martin Ratio Rank: 23

^HSI

^HSI Risk / Return Rank: 9
^HSI Sharpe Ratio Rank: 9
^HSI Sortino Ratio Rank: 10
^HSI Omega Ratio Rank: 8
^HSI Calmar Ratio Rank: 8
^HSI Martin Ratio Rank: 9

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	0.57	0.19	+0.38
Sortino ratio: Return per unit of downside risk	1.04	0.41	+0.63
Omega ratio: Gain probability vs. loss probability	1.12	1.05	+0.07
Calmar ratio: Return relative to maximum drawdown	0.94	0.24	+0.70
Martin ratio: Return relative to average drawdown	2.08	0.66	+1.42

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

The current 7RIP.DE Sharpe Ratio is 0.57, which is higher than the ^HSI Sharpe Ratio of 0.19. 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%	-15.17%	+1.25%
Max Drawdown (3Y) Largest decline over 3 years	-31.05%	-24.89%	-6.16%
Max Drawdown (5Y) Largest decline over 5 years	-31.05%	-41.97%	+10.92%
Max Drawdown (10Y) Largest decline over 10 years	—	-48.64%	—
Current Drawdown Current decline from peak	-5.14%	-18.58%	+13.44%
Average Drawdown Average peak-to-trough decline	-9.34%	-23.27%	+13.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.28%	5.44%	+0.84%

Volatility

7RIP.DE vs. ^HSI - Volatility Comparison

HANetf The Travel UCITS ETF (7RIP.DE) has a higher volatility of 6.17% compared to Hang Seng Index (^HSI) at 5.37%. 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	6.17%	5.37%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	19.48%	14.07%	+5.41%
Volatility (1Y) Calculated over the trailing 1-year period	22.97%	19.23%	+3.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.12%	25.45%	-0.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.03%	22.23%	+2.80%

Frequently Asked Questions

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

7RIP.DE and ^HSI have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.