7RIP.DE vs. WELM.DE
7RIP.DE (HANetf The Travel UCITS ETF) and WELM.DE (Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist) are both Consumer Staples Equities funds - 7RIP.DE tracks the Solactive Travel while WELM.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples. Both are passively managed. Over the past 3 years, 7RIP.DE returned 13.87%/yr vs 0.41%/yr for WELM.DE. At a 0.17 correlation, their price movements are largely independent. 7RIP.DE charges 0.69%/yr vs 0.18%/yr for WELM.DE.
Performance
7RIP.DE vs. WELM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 7RIP.DE achieves a -2.92% return, which is significantly lower than WELM.DE's 2.90% return.
7RIP.DE
- 1D
- 0.33%
- 1M
- 6.39%
- YTD
- -2.92%
- 6M
- 2.26%
- 1Y
- 11.78%
- 3Y*
- 13.87%
- 5Y*
- —
- 10Y*
- —
WELM.DE
- 1D
- -0.22%
- 1M
- -2.14%
- YTD
- 2.90%
- 6M
- 2.13%
- 1Y
- -3.32%
- 3Y*
- 0.41%
- 5Y*
- —
- 10Y*
- —
7RIP.DE vs. WELM.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% | -1.16% |
WELM.DE Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist | 2.90% | -6.92% | 9.50% | -2.21% | 2.15% |
Correlation
The correlation between 7RIP.DE and WELM.DE 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 | 0.16 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2022 | 0.17 |
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Return for Risk
7RIP.DE vs. WELM.DE — Risk / Return Rank
7RIP.DE
WELM.DE
7RIP.DE vs. WELM.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 Staples ESG UCITS ETF EUR Dist (WELM.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 | WELM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.97 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.84 | -0.37 | +1.21 |
| Martin ratioReturn relative to average drawdown | 1.87 | -0.70 | +2.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 7RIP.DE | WELM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | -0.27 | +0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.13 | +0.12 |
Drawdowns
7RIP.DE vs. WELM.DE - Drawdown Comparison
The maximum 7RIP.DE drawdown since its inception was -31.05%, which is greater than WELM.DE's maximum drawdown of -13.66%. Use the drawdown chart below to compare losses from any high point for 7RIP.DE and WELM.DE.
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Drawdown Indicators
| 7RIP.DE | WELM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.05% | -13.66% | -17.39% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -9.30% | -4.62% |
Max Drawdown (3Y)Largest decline over 3 years | -31.05% | -13.66% | -17.39% |
Current DrawdownCurrent decline from peak | -6.75% | -8.92% | +2.17% |
Average DrawdownAverage peak-to-trough decline | -9.41% | -5.59% | -3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.30% | 5.63% | +0.67% |
Volatility
7RIP.DE vs. WELM.DE - Volatility Comparison
HANetf The Travel UCITS ETF (7RIP.DE) has a higher volatility of 6.05% compared to Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist (WELM.DE) at 5.09%. This indicates that 7RIP.DE's price experiences larger fluctuations and is considered to be riskier than WELM.DE 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 | WELM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 5.09% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 18.30% | 10.23% | +8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.92% | 12.75% | +10.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.99% | 12.50% | +12.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.99% | 12.50% | +12.49% |
7RIP.DE vs. WELM.DE - Expense Ratio Comparison
7RIP.DE has a 0.69% expense ratio, which is higher than WELM.DE's 0.18% expense ratio.
Dividends
7RIP.DE vs. WELM.DE - Dividend Comparison
7RIP.DE has not paid dividends to shareholders, while WELM.DE's dividend yield for the trailing twelve months is around 2.27%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
7RIP.DE HANetf The Travel UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% |
WELM.DE Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist | 2.27% | 2.18% | 2.02% | 2.48% |
Frequently Asked Questions
7RIP.DE and WELM.DE 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.
On fees, WELM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WELM.DE is cheaper with a 0.18% expense ratio, compared with 0.69% for 7RIP.DE.
7RIP.DE tracks Solactive Travel, while WELM.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples. They also come from different issuers: HANetf and Amundi. Their fees differ too: 0.69% for 7RIP.DE and 0.18% for WELM.DE.
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