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ISIN
US37954Y3190
CUSIP
37954Y319
Issuer
Global X
Inception Date
Dec 7, 2011
Region
Developed Europe (Greece)
Leveraged
1x (No leverage)
Index Tracked
MSCI All Greece Select 25-50
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$285M

Share Price Chart


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Performance

GREK Performance Chart

Global X MSCI Greece ETF (GREK) is up 18.0% since the beginning of the year. GREK is currently trading at $78 per share. Investors who bought $1,000 worth of GREK shares 5 years ago would now be looking at an investment worth $3,178.


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S&P 500 Index

Returns By Period

Global X MSCI Greece ETF (GREK) has returned 17.98% so far this year and 47.31% over the past 12 months. Looking at the last ten years, GREK has achieved an annualized return of 17.24%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Global X MSCI Greece ETF

1D
0.74%
1M
10.24%
YTD
17.98%
6M
16.09%
1Y
47.31%
3Y*
33.16%
5Y*
26.02%
10Y*
17.24%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GREK Monthly Returns History

Based on dividend-adjusted daily data since Dec 8, 2011, GREK's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.

Historically, 58% of months were positive and 42% were negative. The best month was Jan 2012 with a return of +36.9%, while the worst month was May 2012 at -33.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, GREK closed higher 51% of trading days. The best single day was Mar 13, 2020 with a return of +13.8%, while the worst single day was Jun 29, 2015 at -19.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202611.90%-4.16%-9.63%9.52%6.30%4.57%17.98%
20256.65%2.92%10.31%5.43%11.07%7.12%4.26%4.26%2.08%-3.39%4.98%3.03%76.11%
20245.16%2.98%-0.27%1.02%1.86%-3.10%7.97%-2.47%3.13%-8.15%-1.97%4.03%9.53%
202314.19%7.03%-6.76%3.19%8.52%9.87%5.22%-3.81%-11.58%1.29%11.11%1.05%42.72%
20227.15%-4.41%-1.85%-1.73%1.45%-10.33%1.14%-2.42%-9.36%13.20%10.41%3.14%3.64%
2021-8.88%7.20%6.31%7.87%-0.77%-1.63%-0.50%4.98%-7.08%3.77%-7.49%4.17%6.14%

Benchmark Metrics

Global X MSCI Greece ETF has an annualized alpha of -3.01%, beta of 1.14, and R2 of 0.27 versus S&P 500 Index. Calculated based on daily prices since December 08, 2011.

  • This ETF participated in 148.02% of S&P 500 Index downside but only 113.74% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.27 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-3.01%
Beta
1.14
0.27
Upside Capture
113.74%
Downside Capture
148.02%

Expense Ratio

GREK has an expense ratio of 0.58%, placing it in the medium range.


Return for Risk

Risk / Return Rank

GREK ranks 54 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


GREK Risk / Return Rank: 5454
Overall Rank
GREK Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GREK Sortino Ratio Rank: 6262
Sortino Ratio Rank
GREK Omega Ratio Rank: 5757
Omega Ratio Rank
GREK Calmar Ratio Rank: 4646
Calmar Ratio Rank
GREK Martin Ratio Rank: 4444
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Global X MSCI Greece ETF (GREK) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GREKBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

2.23

2.78

-0.55

Martin ratioReturn relative to average drawdown

6.89

12.44

-5.55

Dividends

Dividend History

Global X MSCI Greece ETF provided a 2.94% dividend yield over the last twelve months, with an annual payout of $2.28 per share. The fund has been increasing its distributions for 4 consecutive years.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.28$2.28$1.80$0.97$0.75$0.57$0.67$0.68$0.50$0.66$0.46$0.36

Dividend yield

2.94%3.46%4.63%2.61%2.82%2.16%2.62%2.25%2.41%2.13%1.95%1.52%

Monthly Dividends

The table displays the monthly dividend distributions for Global X MSCI Greece ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.88$0.00$0.00$0.00$0.00$0.00$1.40$2.28
2024$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$1.68$1.80
2023$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.00$0.00$0.00$0.75$0.97
2022$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$0.69$0.75
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.57$0.57

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Global X MSCI Greece ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Global X MSCI Greece ETF was 79.50%, occurring on Mar 18, 2020. Recovery took 1328 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-79.50%Mar 2020
6y 1d5y 3mo
11y 3moMar 2014 - Jul 2025
2012 bear market2012
-54.38%Jun 2012
3mo 15d7mo 22d
11mo 7dFeb 2012 - Jan 2013
2013 bear market2013
-33.94%Jun 2013
1mo 5d3mo 26d
5mo 1dMay 2013 - Oct 2013
2013 bear market2013
-29.22%Apr 2013
1mo 25d1mo 12d
3mo 7dFeb 2013 - May 2013
2026 bear market2026
-21.32%Mar 2026
2mo2mo 17d
4mo 17dJan 2026 - Jun 2026

Drawdown Indicators


GREKBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-79.50%

-56.78%

-22.72%

Max Drawdown (1Y)

Largest decline over 1 year

-21.32%

-9.10%

-12.22%

Max Drawdown (3Y)

Largest decline over 3 years

-22.63%

-18.90%

-3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-30.46%

-25.43%

-5.03%

Max Drawdown (10Y)

Largest decline over 10 years

-57.04%

-33.92%

-23.12%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-45.19%

-10.71%

-34.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.89%

2.03%

+4.86%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with GREK

Add Global X MSCI Greece ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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