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7RIP.DE vs. ^HSI
Performance
Return for Risk
Drawdowns
Volatility

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.

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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 -2.92% return, which is significantly lower than ^HSI's -0.96% return.


7RIP.DE

1D
0.33%
1M
6.39%
YTD
-2.92%
6M
2.26%
1Y
11.78%
3Y*
13.87%
5Y*
10Y*

^HSI

1D
-1.55%
1M
-1.77%
YTD
-0.96%
6M
-2.96%
1Y
5.16%
3Y*
6.86%
5Y*
-1.95%
10Y*
1.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
7RIP.DE
HANetf The Travel UCITS ETF
-2.92%5.32%33.59%26.46%-14.00%-9.48%
^HSI
Hang Seng Index
-0.96%12.41%26.08%-16.39%-10.37%-14.53%

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2021

0.21

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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: 1919
Overall Rank
7RIP.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
7RIP.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
7RIP.DE Omega Ratio Rank: 1818
Omega Ratio Rank
7RIP.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
7RIP.DE Martin Ratio Rank: 1818
Martin Ratio Rank

^HSI
^HSI Risk / Return Rank: 2727
Overall Rank
^HSI Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
^HSI Sortino Ratio Rank: 2626
Sortino Ratio Rank
^HSI Omega Ratio Rank: 2525
Omega Ratio Rank
^HSI Calmar Ratio Rank: 2828
Calmar Ratio Rank
^HSI Martin Ratio Rank: 2929
Martin Ratio Rank
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.


7RIP.DE^HSIDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.11

1.06

+0.05

Calmar ratioReturn relative to maximum drawdown

0.84

0.50

+0.34

Martin ratioReturn relative to average drawdown

1.87

1.28

+0.58

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

The current 7RIP.DE Sharpe Ratio is 0.51, which is higher than the ^HSI Sharpe Ratio of 0.28. 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.


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Sharpe Ratios by Period


7RIP.DE^HSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.28

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.05

+0.19

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.


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Drawdown Indicators


7RIP.DE^HSIDifference

Max Drawdown

Largest peak-to-trough decline

-31.05%

-59.69%

+28.64%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-10.49%

-3.43%

Max Drawdown (3Y)

Largest decline over 3 years

-31.05%

-24.95%

-6.10%

Max Drawdown (5Y)

Largest decline over 5 years

-44.38%

Max Drawdown (10Y)

Largest decline over 10 years

-48.64%

Current Drawdown

Current decline from peak

-6.75%

-18.90%

+12.15%

Average Drawdown

Average peak-to-trough decline

-9.41%

-23.12%

+13.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.30%

4.08%

+2.22%

Volatility

7RIP.DE vs. ^HSI - Volatility Comparison

HANetf The Travel UCITS ETF (7RIP.DE) has a higher volatility of 6.05% compared to Hang Seng Index (^HSI) at 5.38%. 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.


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Volatility by Period


7RIP.DE^HSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

5.38%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

18.30%

13.82%

+4.48%

Volatility (1Y)

Calculated over the trailing 1-year period

22.92%

19.00%

+3.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.99%

25.46%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.99%

22.22%

+2.77%

Frequently Asked Questions


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.

Portfolio Optimizer

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