PortfoliosLab logoPortfoliosLab logo
7RIP.DE vs. ASWC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

7RIP.DE vs. ASWC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf The Travel UCITS ETF (7RIP.DE) and HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 7RIP.DE achieves a -2.92% return, which is significantly lower than ASWC.DE's 13.04% return.


7RIP.DE

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

ASWC.DE

1D
-0.80%
1M
8.16%
YTD
13.04%
6M
14.70%
1Y
17.13%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

7RIP.DE vs. ASWC.DE - Yearly Performance Comparison


2026 (YTD)202520242023
7RIP.DE
HANetf The Travel UCITS ETF
-2.92%5.32%33.59%-0.64%
ASWC.DE
HANetf Future of Defence UCITS ETF Acc EUR
13.04%38.30%39.36%14.35%

Correlation

The correlation between 7RIP.DE and ASWC.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2023

0.34

The correlation between 7RIP.DE and ASWC.DE shifts across timeframes, from 0.16 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

7RIP.DE vs. ASWC.DE — 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

ASWC.DE
ASWC.DE Risk / Return Rank: 2525
Overall Rank
ASWC.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ASWC.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
ASWC.DE Omega Ratio Rank: 2424
Omega Ratio Rank
ASWC.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
ASWC.DE Martin Ratio Rank: 2424
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. ASWC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf The Travel UCITS ETF (7RIP.DE) and HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE). 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.DEASWC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.11

1.16

-0.05

Calmar ratioReturn relative to maximum drawdown

0.84

1.36

-0.51

Martin ratioReturn relative to average drawdown

1.87

3.10

-1.24

7RIP.DE vs. ASWC.DE - Sharpe Ratio Comparison

The current 7RIP.DE Sharpe Ratio is 0.51, which is lower than the ASWC.DE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of 7RIP.DE and ASWC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


7RIP.DEASWC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.84

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

1.91

-1.66

Drawdowns

7RIP.DE vs. ASWC.DE - Drawdown Comparison

The maximum 7RIP.DE drawdown since its inception was -31.05%, which is greater than ASWC.DE's maximum drawdown of -12.58%. Use the drawdown chart below to compare losses from any high point for 7RIP.DE and ASWC.DE.


Loading charts...

Drawdown Indicators


7RIP.DEASWC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.05%

-12.58%

-18.47%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-12.58%

-1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-31.05%

Current Drawdown

Current decline from peak

-6.75%

-2.83%

-3.92%

Average Drawdown

Average peak-to-trough decline

-9.41%

-2.47%

-6.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.30%

5.51%

+0.79%

Volatility

7RIP.DE vs. ASWC.DE - Volatility Comparison

HANetf The Travel UCITS ETF (7RIP.DE) and HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) have volatilities of 6.05% and 5.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


7RIP.DEASWC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

5.89%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

18.30%

15.89%

+2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

22.92%

20.35%

+2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.99%

19.12%

+5.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.99%

19.12%

+5.87%

7RIP.DE vs. ASWC.DE - Expense Ratio Comparison

7RIP.DE has a 0.69% expense ratio, which is higher than ASWC.DE's 0.49% expense ratio.


Dividends

7RIP.DE vs. ASWC.DE - Dividend Comparison

Neither 7RIP.DE nor ASWC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


7RIP.DE and ASWC.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ASWC.DE is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ASWC.DE is cheaper with a 0.49% expense ratio, compared with 0.69% for 7RIP.DE.

7RIP.DE is categorized as Consumer Staples Equities, while ASWC.DE is Aerospace & Defense. 7RIP.DE tracks Solactive Travel, while ASWC.DE tracks EQM Future of Defence Index. Their fees differ too: 0.69% for 7RIP.DE and 0.49% for ASWC.DE.

Portfolio Optimizer

Find the right allocation for 7RIP.DE and ASWC.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer