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7RIP.DE vs. WELW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

7RIP.DE vs. WELW.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 Staples ESG UCITS ETF EUR Acc (WELW.DE). The values are adjusted to include any dividend payments, if applicable.

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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 WELW.DE's 3.14% return.


7RIP.DE

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

WELW.DE

1D
-0.10%
1M
-2.28%
YTD
3.14%
6M
1.88%
1Y
-3.09%
3Y*
-0.01%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
7RIP.DE
HANetf The Travel UCITS ETF
-2.92%5.32%33.59%26.46%2.28%
WELW.DE
Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc
3.14%-7.11%9.48%-1.99%5.34%

Correlation

The correlation between 7RIP.DE and WELW.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 (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.16

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Return for Risk

7RIP.DE vs. WELW.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

WELW.DE
WELW.DE Risk / Return Rank: 66
Overall Rank
WELW.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
WELW.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
WELW.DE Omega Ratio Rank: 66
Omega Ratio Rank
WELW.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
WELW.DE Martin Ratio Rank: 66
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. WELW.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 Acc (WELW.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.DEWELW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.11

0.97

+0.13

Calmar ratioReturn relative to maximum drawdown

0.84

-0.34

+1.18

Martin ratioReturn relative to average drawdown

1.87

-0.62

+2.49

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

The current 7RIP.DE Sharpe Ratio is 0.51, which is higher than the WELW.DE Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of 7RIP.DE and WELW.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.


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Sharpe Ratios by Period


7RIP.DEWELW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

-0.24

+0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.19

+0.05

Drawdowns

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

The maximum 7RIP.DE drawdown since its inception was -31.05%, which is greater than WELW.DE's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for 7RIP.DE and WELW.DE.


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Drawdown Indicators


7RIP.DEWELW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.05%

-13.88%

-17.17%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-9.17%

-4.75%

Max Drawdown (3Y)

Largest decline over 3 years

-31.05%

-13.88%

-17.17%

Current Drawdown

Current decline from peak

-6.75%

-8.99%

+2.24%

Average Drawdown

Average peak-to-trough decline

-9.41%

-5.45%

-3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.30%

4.96%

+1.34%

Volatility

7RIP.DE vs. WELW.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 Acc (WELW.DE) at 4.91%. This indicates that 7RIP.DE's price experiences larger fluctuations and is considered to be riskier than WELW.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.DEWELW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

4.91%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

18.30%

10.31%

+7.99%

Volatility (1Y)

Calculated over the trailing 1-year period

22.92%

12.66%

+10.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.99%

11.48%

+13.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.99%

11.48%

+13.51%

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

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


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


7RIP.DE and WELW.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, WELW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

7RIP.DE tracks Solactive Travel, while WELW.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 WELW.DE.

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