PortfoliosLab logoPortfoliosLab logo
7RIP.DE vs. SC03.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

7RIP.DE vs. SC03.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf The Travel UCITS ETF (7RIP.DE) and Invesco European Food & Bev Sector UCITS ETF (SC03.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 SC03.DE's -0.07% return.


7RIP.DE

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

SC03.DE

1D
-0.61%
1M
-0.76%
YTD
-0.07%
6M
0.16%
1Y
-10.34%
3Y*
-5.12%
5Y*
-3.59%
10Y*
0.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

7RIP.DE vs. SC03.DE - 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%
SC03.DE
Invesco European Food & Bev Sector UCITS ETF
-0.07%-1.70%-9.00%-1.71%-13.43%7.41%

Correlation

The correlation between 7RIP.DE and SC03.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

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

0.33

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. SC03.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

SC03.DE
SC03.DE Risk / Return Rank: 33
Overall Rank
SC03.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SC03.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
SC03.DE Omega Ratio Rank: 44
Omega Ratio Rank
SC03.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
SC03.DE Martin Ratio Rank: 33
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. SC03.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf The Travel UCITS ETF (7RIP.DE) and Invesco European Food & Bev Sector UCITS ETF (SC03.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.DESC03.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+1.86

Omega ratioGain probability vs. loss probability

1.11

0.90

+0.21

Calmar ratioReturn relative to maximum drawdown

0.84

-0.76

+1.60

Martin ratioReturn relative to average drawdown

1.87

-1.20

+3.07

7RIP.DE vs. SC03.DE - Sharpe Ratio Comparison

The current 7RIP.DE Sharpe Ratio is 0.51, which is higher than the SC03.DE Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of 7RIP.DE and SC03.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.DESC03.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

-0.69

+1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.47

-0.23

Drawdowns

7RIP.DE vs. SC03.DE - Drawdown Comparison

The maximum 7RIP.DE drawdown since its inception was -31.05%, roughly equal to the maximum SC03.DE drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for 7RIP.DE and SC03.DE.


Loading charts...

Drawdown Indicators


7RIP.DESC03.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.05%

-32.59%

+1.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-13.56%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-31.05%

-20.32%

-10.73%

Max Drawdown (5Y)

Largest decline over 5 years

-28.71%

Max Drawdown (10Y)

Largest decline over 10 years

-32.59%

Current Drawdown

Current decline from peak

-6.75%

-25.29%

+18.54%

Average Drawdown

Average peak-to-trough decline

-9.41%

-8.30%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.30%

8.58%

-2.28%

Volatility

7RIP.DE vs. SC03.DE - Volatility Comparison

HANetf The Travel UCITS ETF (7RIP.DE) has a higher volatility of 6.05% compared to Invesco European Food & Bev Sector UCITS ETF (SC03.DE) at 5.15%. This indicates that 7RIP.DE's price experiences larger fluctuations and is considered to be riskier than SC03.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


7RIP.DESC03.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

5.15%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

18.30%

11.64%

+6.66%

Volatility (1Y)

Calculated over the trailing 1-year period

22.92%

15.09%

+7.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.99%

14.14%

+10.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.99%

14.83%

+10.16%

7RIP.DE vs. SC03.DE - Expense Ratio Comparison

7RIP.DE has a 0.69% expense ratio, which is higher than SC03.DE's 0.20% expense ratio.


Dividends

7RIP.DE vs. SC03.DE - Dividend Comparison

Neither 7RIP.DE nor SC03.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


7RIP.DE and SC03.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SC03.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC03.DE is cheaper with a 0.20% expense ratio, compared with 0.69% for 7RIP.DE.

7RIP.DE tracks Solactive Travel, while SC03.DE tracks STOXX® Europe 600 Optimised Food & Beverage. They also come from different issuers: HANetf and Invesco. Their fees differ too: 0.69% for 7RIP.DE and 0.20% for SC03.DE.

Portfolio Optimizer

Find the right allocation for 7RIP.DE and SC03.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