Sayyiduna Abdullah bin Mas'ud (may Allah be pleased with him) said: "You have been commanded to establish four things: establishing the prayer, paying the zakah, and establishing Hajj and Umrah to the House (of Allah). Hajj is the greater pilgrimage and Umrah is the lesser pilgrimage."
Hadith Referenceالمعجم الكبير للطبراني / باب العين / 10260