XDWS.DE vs. 7RIP.DE
XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) and 7RIP.DE (HANetf The Travel UCITS ETF) are both Consumer Staples Equities funds - XDWS.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR while 7RIP.DE tracks the Solactive Travel. Both are passively managed. Over the past 3 years, XDWS.DE returned 3.32%/yr vs 13.87%/yr for 7RIP.DE. At a 0.25 correlation, their price movements are largely independent. XDWS.DE charges 0.25%/yr vs 0.69%/yr for 7RIP.DE.
Performance
XDWS.DE vs. 7RIP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWS.DE achieves a 4.43% return, which is significantly higher than 7RIP.DE's -2.92% return.
XDWS.DE
- 1D
- -0.24%
- 1M
- -2.22%
- YTD
- 4.43%
- 6M
- 3.49%
- 1Y
- 0.24%
- 3Y*
- 3.32%
- 5Y*
- 4.93%
- 10Y*
- 5.34%
7RIP.DE
- 1D
- 0.33%
- 1M
- 2.74%
- YTD
- -2.92%
- 6M
- 1.65%
- 1Y
- 12.00%
- 3Y*
- 13.87%
- 5Y*
- —
- 10Y*
- —
XDWS.DE vs. 7RIP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDWS.DE Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 4.43% | -3.34% | 12.56% | -1.53% | -0.06% | 12.54% |
7RIP.DE HANetf The Travel UCITS ETF | -2.92% | 5.32% | 33.59% | 26.46% | -14.00% | -9.48% |
Correlation
The correlation between XDWS.DE and 7RIP.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2021 | 0.25 |
The correlation between XDWS.DE and 7RIP.DE shifts across timeframes, from 0.12 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWS.DE vs. 7RIP.DE — Risk / Return Rank
XDWS.DE
7RIP.DE
XDWS.DE vs. 7RIP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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.
| XDWS.DE | 7RIP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.11 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 0.84 | -0.94 |
| Martin ratioReturn relative to average drawdown | -0.20 | 1.87 | -2.07 |
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
| XDWS.DE | 7RIP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 0.51 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.24 | +0.20 |
Drawdowns
XDWS.DE vs. 7RIP.DE - Drawdown Comparison
The maximum XDWS.DE drawdown since its inception was -22.95%, smaller than the maximum 7RIP.DE drawdown of -31.05%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and 7RIP.DE.
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Drawdown Indicators
| XDWS.DE | 7RIP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.95% | -31.05% | +8.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -13.92% | +5.14% |
Max Drawdown (3Y)Largest decline over 3 years | -11.90% | -31.05% | +19.15% |
Max Drawdown (5Y)Largest decline over 5 years | -12.47% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -22.95% | — | — |
Current DrawdownCurrent decline from peak | -7.60% | -6.75% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -9.41% | +4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 6.30% | -1.96% |
Volatility
XDWS.DE vs. 7RIP.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) is 5.00%, while HANetf The Travel UCITS ETF (7RIP.DE) has a volatility of 6.05%. This indicates that XDWS.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
| XDWS.DE | 7RIP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 6.05% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 18.30% | -8.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 22.92% | -10.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.35% | 24.99% | -13.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.19% | 24.99% | -12.80% |
XDWS.DE vs. 7RIP.DE - Expense Ratio Comparison
XDWS.DE has a 0.25% expense ratio, which is lower than 7RIP.DE's 0.69% expense ratio.
Dividends
XDWS.DE vs. 7RIP.DE - Dividend Comparison
Neither XDWS.DE nor 7RIP.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWS.DE and 7RIP.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWS.DE is cheaper with a 0.25% expense ratio, compared with 0.69% for 7RIP.DE.
XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while 7RIP.DE tracks Solactive Travel. They also come from different issuers: Xtrackers and HANetf. Their fees differ too: 0.25% for XDWS.DE and 0.69% for 7RIP.DE.
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