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T3KE.DE vs. 7RIP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

T3KE.DE vs. 7RIP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF (T3KE.DE) and HANetf The Travel UCITS ETF (7RIP.DE). The values are adjusted to include any dividend payments, if applicable.

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T3KE.DE vs. 7RIP.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
T3KE.DE
HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF
-6.19%5.72%19.73%46.51%-42.00%2.74%
7RIP.DE
HANetf The Travel UCITS ETF
-7.16%5.32%33.59%26.46%-14.00%-9.48%

Returns By Period

In the year-to-date period, T3KE.DE achieves a -6.19% return, which is significantly higher than 7RIP.DE's -7.16% return.


T3KE.DE

1D
3.66%
1M
-3.33%
YTD
-6.19%
6M
-12.33%
1Y
14.95%
3Y*
13.18%
5Y*
0.37%
10Y*

7RIP.DE

1D
3.54%
1M
-3.33%
YTD
-7.16%
6M
2.15%
1Y
14.35%
3Y*
13.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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T3KE.DE vs. 7RIP.DE - Expense Ratio Comparison

T3KE.DE has a 0.59% expense ratio, which is lower than 7RIP.DE's 0.69% expense ratio.


Return for Risk

T3KE.DE vs. 7RIP.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

T3KE.DE
T3KE.DE Risk / Return Rank: 2626
Overall Rank
T3KE.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
T3KE.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
T3KE.DE Omega Ratio Rank: 2727
Omega Ratio Rank
T3KE.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
T3KE.DE Martin Ratio Rank: 2323
Martin Ratio Rank

7RIP.DE
7RIP.DE Risk / Return Rank: 3030
Overall Rank
7RIP.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
7RIP.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
7RIP.DE Omega Ratio Rank: 2828
Omega Ratio Rank
7RIP.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
7RIP.DE Martin Ratio Rank: 2929
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.

T3KE.DE vs. 7RIP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF (T3KE.DE) and HANetf The Travel UCITS ETF (7RIP.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.


T3KE.DE7RIP.DEDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.60

-0.03

Sortino ratio

Return per unit of downside risk

0.93

0.99

-0.05

Omega ratio

Gain probability vs. loss probability

1.12

1.13

-0.01

Calmar ratio

Return relative to maximum drawdown

0.72

0.99

-0.27

Martin ratio

Return relative to average drawdown

1.80

2.77

-0.97

T3KE.DE vs. 7RIP.DE - Sharpe Ratio Comparison

The current T3KE.DE Sharpe Ratio is 0.56, which is comparable to the 7RIP.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of T3KE.DE and 7RIP.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


T3KE.DE7RIP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.60

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.22

+0.19

Correlation

The correlation between T3KE.DE and 7RIP.DE is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

T3KE.DE vs. 7RIP.DE - Dividend Comparison

Neither T3KE.DE nor 7RIP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

T3KE.DE vs. 7RIP.DE - Drawdown Comparison

The maximum T3KE.DE drawdown since its inception was -49.99%, which is greater than 7RIP.DE's maximum drawdown of -31.05%. Use the drawdown chart below to compare losses from any high point for T3KE.DE and 7RIP.DE.


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Drawdown Indicators


T3KE.DE7RIP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.99%

-31.05%

-18.94%

Max Drawdown (1Y)

Largest decline over 1 year

-20.30%

-15.15%

-5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-49.99%

Current Drawdown

Current decline from peak

-17.10%

-10.83%

-6.27%

Average Drawdown

Average peak-to-trough decline

-20.93%

-9.39%

-11.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.06%

4.94%

+3.12%

Volatility

T3KE.DE vs. 7RIP.DE - Volatility Comparison

The current volatility for HANetf HAN-GINS Tech Megatrend Equal Weight UCITS ETF (T3KE.DE) is 7.02%, while HANetf The Travel UCITS ETF (7RIP.DE) has a volatility of 7.71%. This indicates that T3KE.DE experiences smaller price fluctuations and is considered to be less risky than 7RIP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


T3KE.DE7RIP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

7.71%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

18.74%

14.79%

+3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

26.61%

24.02%

+2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.80%

24.72%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.48%

24.72%

+2.76%