Musnad Ahmad 2:86

Sufyan narrated to us, from Asim ibn Ubayd Allah, from Abdullah ibn Amir ibn Rabiah, who narrates from Umar, attributing it to the Prophet, may Allah bless him and grant him peace—and Sufyan said once: from the Prophet, may Allah bless him and grant him peace—he said: "Perform Hajj and Umrah consecutively, for performing them consecutively removes poverty and sins, just as the bellows removes the dross of iron."