7RIP.DE vs. WELC.DE

Last updated Jun 5, 2026

7RIP.DE (HANetf The Travel UCITS ETF) and WELC.DE (Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist) are both Consumer Staples Equities funds - 7RIP.DE tracks the Solactive Travel while WELC.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Discretionary. Both are passively managed. Over the past 3 years, 7RIP.DE returned 13.87%/yr vs 9.08%/yr for WELC.DE. A 0.60 correlation means they provide meaningful diversification when combined. 7RIP.DE charges 0.69%/yr vs 0.18%/yr for WELC.DE.

Performance

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

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf The Travel UCITS ETF (7RIP.DE) and Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist (WELC.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, 7RIP.DE achieves a -2.92% return, which is significantly lower than WELC.DE's -1.47% return.

7RIP.DE

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

WELC.DE

• 1D: 0.30%
• 1M: -0.33%
• YTD: -1.47%
• 6M: -1.22%
• 1Y: 6.53%
• 3Y*: 9.08%
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022
7RIP.DE HANetf The Travel UCITS ETF	-2.92%	5.32%	33.59%	26.46%	2.28%
WELC.DE Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist	-1.47%	-5.06%	29.51%	30.69%	-8.13%

Correlation

The correlation between 7RIP.DE and WELC.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022	0.60

The correlation between 7RIP.DE and WELC.DE has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.

Return for Risk

7RIP.DE vs. WELC.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: 19
7RIP.DE Sharpe Ratio Rank: 18
7RIP.DE Sortino Ratio Rank: 19
7RIP.DE Omega Ratio Rank: 18
7RIP.DE Calmar Ratio Rank: 20
7RIP.DE Martin Ratio Rank: 18

WELC.DE

WELC.DE Risk / Return Rank: 15
WELC.DE Sharpe Ratio Rank: 15
WELC.DE Sortino Ratio Rank: 15
WELC.DE Omega Ratio Rank: 15
WELC.DE Calmar Ratio Rank: 15
WELC.DE Martin Ratio Rank: 15

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. WELC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf The Travel UCITS ETF (7RIP.DE) and Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist (WELC.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.DE	WELC.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.51	0.39	+0.12
Sortino ratio: Return per unit of downside risk	0.95	0.66	+0.28
Omega ratio: Gain probability vs. loss probability	1.11	1.08	+0.03
Calmar ratio: Return relative to maximum drawdown	0.84	0.44	+0.40
Martin ratio: Return relative to average drawdown	1.87	1.21	+0.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current 7RIP.DE Sharpe Ratio is 0.51, which is comparable to the WELC.DE Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of 7RIP.DE and WELC.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.

Sharpe Ratios by Period

	7RIP.DE	WELC.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.51	0.39	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.60	-0.35

Drawdowns

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

The maximum 7RIP.DE drawdown since its inception was -31.05%, which is greater than WELC.DE's maximum drawdown of -28.15%. Use the drawdown chart below to compare losses from any high point for 7RIP.DE and WELC.DE.

Drawdown Indicators

	7RIP.DE	WELC.DE	Difference
Max Drawdown Largest peak-to-trough decline	-31.05%	-28.15%	-2.90%
Max Drawdown (1Y) Largest decline over 1 year	-13.92%	-14.64%	+0.72%
Max Drawdown (3Y) Largest decline over 3 years	-31.05%	-28.15%	-2.90%
Current Drawdown Current decline from peak	-6.75%	-10.11%	+3.36%
Average Drawdown Average peak-to-trough decline	-9.41%	-6.71%	-2.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.30%	5.38%	+0.92%

Volatility

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

HANetf The Travel UCITS ETF (7RIP.DE) has a higher volatility of 6.05% compared to Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist (WELC.DE) at 4.86%. This indicates that 7RIP.DE's price experiences larger fluctuations and is considered to be riskier than WELC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	7RIP.DE	WELC.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.05%	4.86%	+1.19%
Volatility (6M) Calculated over the trailing 6-month period	18.30%	12.32%	+5.98%
Volatility (1Y) Calculated over the trailing 1-year period	22.92%	16.52%	+6.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.99%	18.03%	+6.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.99%	18.03%	+6.96%

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

7RIP.DE has a 0.69% expense ratio, which is higher than WELC.DE's 0.18% expense ratio.

Dividends

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

7RIP.DE has not paid dividends to shareholders, while WELC.DE's dividend yield for the trailing twelve months is around 0.81%.

Position	TTM	2025	2024	2023
7RIP.DE HANetf The Travel UCITS ETF	0.00%	0.00%	0.00%	0.00%
WELC.DE Amundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist	0.81%	0.93%	0.83%	0.73%

Frequently Asked Questions

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

7RIP.DE and WELC.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, 7RIP.DE or WELC.DE?

On fees, WELC.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, 7RIP.DE or WELC.DE?

WELC.DE is cheaper with a 0.18% expense ratio, compared with 0.69% for 7RIP.DE.

What is the main difference between 7RIP.DE and WELC.DE?

7RIP.DE tracks Solactive Travel, while WELC.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Discretionary. They also come from different issuers: HANetf and Amundi. Their fees differ too: 0.69% for 7RIP.DE and 0.18% for WELC.DE.