TRIP.L vs. RMAP.L

Last updated Apr 3, 2026

Compare and contrast key facts about HANetf The Travel UCITS ETF (TRIP.L) and HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L).

TRIP.L and RMAP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TRIP.L is a passively managed fund by HANetf that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Jun 4, 2021. RMAP.L is a passively managed fund by HANetf that tracks the performance of the Gold. It was launched on Feb 12, 2020. Both TRIP.L and RMAP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

TRIP.L vs. RMAP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HANetf The Travel UCITS ETF (TRIP.L) and HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L). The values are adjusted to include any dividend payments, if applicable.

TRIP.L vs. RMAP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
TRIP.L HANetf The Travel UCITS ETF	-8.11%	10.16%	28.46%	23.58%	-9.55%	-36.44%
RMAP.L HANetf The Royal Mint Responsibly Sourced Physical Gold ETC	10.07%	53.50%	28.00%	7.09%	11.74%	1.67%

Returns By Period

In the year-to-date period, TRIP.L achieves a -8.11% return, which is significantly lower than RMAP.L's 10.07% return.

TRIP.L

• 1D: -1.14%
• 1M: -2.11%
• YTD: -8.11%
• 6M: 1.34%
• 1Y: 17.55%
• 3Y*: 13.60%
• 5Y*: —
• 10Y*: —

RMAP.L

• 1D: -1.64%
• 1M: -8.18%
• YTD: 10.07%
• 6M: 23.23%
• 1Y: 46.04%
• 3Y*: 29.68%
• 5Y*: 22.89%
• 10Y*: —

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

TRIP.L vs. RMAP.L - Expense Ratio Comparison

TRIP.L has a 0.69% expense ratio, which is higher than RMAP.L's 0.22% expense ratio.

TRIP.L

HANetf The Travel UCITS ETF

RMAP.L

HANetf The Royal Mint Responsibly Sourced Physical Gold ETC

Return for Risk

TRIP.L vs. RMAP.L — Risk / Return Rank

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

TRIP.L

TRIP.L Risk / Return Rank: 28
TRIP.L Sharpe Ratio Rank: 21
TRIP.L Sortino Ratio Rank: 29
TRIP.L Omega Ratio Rank: 43
TRIP.L Calmar Ratio Rank: 28
TRIP.L Martin Ratio Rank: 20

RMAP.L

RMAP.L Risk / Return Rank: 57
RMAP.L Sharpe Ratio Rank: 49
RMAP.L Sortino Ratio Rank: 56
RMAP.L Omega Ratio Rank: 86
RMAP.L Calmar Ratio Rank: 59
RMAP.L Martin Ratio Rank: 35

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.

TRIP.L vs. RMAP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf The Travel UCITS ETF (TRIP.L) and HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L). 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.

	TRIP.L	RMAP.L	Difference
Sharpe ratio Return per unit of total volatility	0.36	0.95	-0.59
Sortino ratio Return per unit of downside risk	0.94	1.54	-0.60
Omega ratio Gain probability vs. loss probability	1.18	1.36	-0.18
Calmar ratio Return relative to maximum drawdown	0.90	1.78	-0.89
Martin ratio Return relative to average drawdown	1.64	4.00	-2.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TRIP.L vs. RMAP.L - Sharpe Ratio Comparison

The current TRIP.L Sharpe Ratio is 0.36, which is lower than the RMAP.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of TRIP.L and RMAP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TRIP.L	RMAP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.36	0.95	-0.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.94	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.04	0.77	-0.81

Correlation

The correlation between TRIP.L and RMAP.L is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

TRIP.L vs. RMAP.L - Dividend Comparison

Neither TRIP.L nor RMAP.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

TRIP.L vs. RMAP.L - Drawdown Comparison

The maximum TRIP.L drawdown since its inception was -48.20%, which is greater than RMAP.L's maximum drawdown of -27.31%. Use the drawdown chart below to compare losses from any high point for TRIP.L and RMAP.L.

Drawdown Indicators

	TRIP.L	RMAP.L	Difference
Max Drawdown Largest peak-to-trough decline	-48.20%	-27.31%	-20.89%
Max Drawdown (1Y) Largest decline over 1 year	-28.65%	-27.31%	-1.34%
Max Drawdown (5Y) Largest decline over 5 years	—	-27.31%	—
Current Drawdown Current decline from peak	-26.58%	-14.14%	-12.44%
Average Drawdown Average peak-to-trough decline	-29.65%	-7.04%	-22.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.65%	12.17%	+3.48%

Volatility

TRIP.L vs. RMAP.L - Volatility Comparison

The current volatility for HANetf The Travel UCITS ETF (TRIP.L) is 7.58%, while HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L) has a volatility of 11.53%. This indicates that TRIP.L experiences smaller price fluctuations and is considered to be less risky than RMAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TRIP.L	RMAP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.58%	11.53%	-3.95%
Volatility (6M) Calculated over the trailing 6-month period	44.13%	47.09%	-2.96%
Volatility (1Y) Calculated over the trailing 1-year period	48.59%	48.13%	+0.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.92%	24.74%	+15.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.92%	23.91%	+16.01%