Sayyiduna Abdullah bin Mas'ud (may Allah be pleased with him) used to say: Perform Hajj and Umrah properly by going to the House. Then he would say: By Allah! Were it not for the scruple that I have not heard anything about it from the Messenger of Allah (peace and blessings be upon him), I would have said that Umrah is obligatory like Hajj.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الحج / 8767