7RIP.DE vs. WELW.DE
7RIP.DE (HANetf The Travel UCITS ETF) and WELW.DE (Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc) are both Consumer Staples Equities funds - 7RIP.DE tracks the Solactive Travel while WELW.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 -0.01%/yr for WELW.DE. At a 0.16 correlation, their price movements are largely independent. 7RIP.DE charges 0.69%/yr vs 0.18%/yr for WELW.DE.
Performance
7RIP.DE vs. WELW.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 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*
- —
7RIP.DE vs. WELW.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% |
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
7RIP.DE
WELW.DE
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.DE | WELW.DE | Difference | |
|---|---|---|---|
| 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 |
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 | WELW.DE | Difference | |
|---|---|---|---|
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.DE | WELW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.75% | -8.99% | +2.24% |
Average DrawdownAverage peak-to-trough decline | -9.41% | -5.45% | -3.96% |
Ulcer IndexDepth 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.DE | WELW.DE | Difference | |
|---|---|---|---|
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.
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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