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GREK vs. GRNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GREK vs. GRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI Greece ETF (GREK) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GREK achieves a 10.53% return, which is significantly higher than GRNY's 9.21% return.


GREK

1D
1.58%
1M
1.44%
YTD
10.53%
6M
11.07%
1Y
36.15%
3Y*
31.41%
5Y*
23.55%
10Y*
14.76%

GRNY

1D
0.52%
1M
0.19%
YTD
9.21%
6M
7.56%
1Y
26.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GREK vs. GRNY - Yearly Performance Comparison


2026 (YTD)20252024
GREK
Global X MSCI Greece ETF
10.53%76.11%0.69%
GRNY
Fundstrat Granny Shots U.S. Large Cap ETF
9.21%24.05%-1.09%

Correlation

The correlation between GREK and GRNY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.43

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Return for Risk

GREK vs. GRNY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GREK
GREK Risk / Return Rank: 4444
Overall Rank
GREK Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GREK Sortino Ratio Rank: 5151
Sortino Ratio Rank
GREK Omega Ratio Rank: 4747
Omega Ratio Rank
GREK Calmar Ratio Rank: 3838
Calmar Ratio Rank
GREK Martin Ratio Rank: 3737
Martin Ratio Rank

GRNY
GRNY Risk / Return Rank: 4747
Overall Rank
GRNY Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GRNY Sortino Ratio Rank: 4545
Sortino Ratio Rank
GRNY Omega Ratio Rank: 4444
Omega Ratio Rank
GRNY Calmar Ratio Rank: 5151
Calmar Ratio Rank
GRNY Martin Ratio Rank: 4646
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.

GREK vs. GRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Greece ETF (GREK) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). 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.


GREKGRNYDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.27

1.26

+0.01

Calmar ratioReturn relative to maximum drawdown

1.70

2.30

-0.59

Martin ratioReturn relative to average drawdown

5.27

7.00

-1.73

GREK vs. GRNY - Sharpe Ratio Comparison

The current GREK Sharpe Ratio is 1.51, which is comparable to the GRNY Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of GREK and GRNY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GREKGRNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.50

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.89

-0.73

Drawdowns

GREK vs. GRNY - Drawdown Comparison

The maximum GREK drawdown since its inception was -79.50%, which is greater than GRNY's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for GREK and GRNY.


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Drawdown Indicators


GREKGRNYDifference

Max Drawdown

Largest peak-to-trough decline

-79.50%

-24.18%

-55.32%

Max Drawdown (1Y)

Largest decline over 1 year

-21.32%

-11.63%

-9.69%

Max Drawdown (3Y)

Largest decline over 3 years

-22.63%

Max Drawdown (5Y)

Largest decline over 5 years

-30.46%

Max Drawdown (10Y)

Largest decline over 10 years

-57.04%

Current Drawdown

Current decline from peak

-5.63%

-2.59%

-3.04%

Average Drawdown

Average peak-to-trough decline

-45.30%

-4.01%

-41.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.88%

3.81%

+3.07%

Volatility

GREK vs. GRNY - Volatility Comparison

Global X MSCI Greece ETF (GREK) has a higher volatility of 8.07% compared to Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) at 5.02%. This indicates that GREK's price experiences larger fluctuations and is considered to be riskier than GRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GREKGRNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

5.02%

+3.05%

Volatility (6M)

Calculated over the trailing 6-month period

20.47%

13.09%

+7.38%

Volatility (1Y)

Calculated over the trailing 1-year period

24.14%

17.86%

+6.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.41%

23.25%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.84%

23.25%

+6.59%

GREK vs. GRNY - Expense Ratio Comparison

GREK has a 0.58% expense ratio, which is lower than GRNY's 0.75% expense ratio.


Dividends

GREK vs. GRNY - Dividend Comparison

GREK's dividend yield for the trailing twelve months is around 3.13%, while GRNY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GREK
Global X MSCI Greece ETF
3.13%3.46%4.63%2.61%2.82%2.16%2.62%2.25%2.41%2.13%1.95%1.52%
GRNY
Fundstrat Granny Shots U.S. Large Cap ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GREK and GRNY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GREK has higher volatility (8.07%) compared to GRNY (5.02%). In terms of maximum drawdown, GREK dropped -79.50% vs GRNY's -24.18%.

On 1-year performance, GREK leads with 36.15% vs 26.59% for GRNY. On fees, GREK is cheaper at 0.58% per year. On volatility, GRNY has been the lower-risk option at 5.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GREK has performed better with a 36.15% return vs 26.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GREK is cheaper with a 0.58% expense ratio, compared with 0.75% for GRNY.

GREK has the higher dividend yield at 3.13%, compared with 0.00% for GRNY.

GREK is categorized as Emerging Markets Equities, while GRNY is Large Cap Blend Equities. They also come from different issuers: Global X and Tidal ETFs. Their fees differ too: 0.58% for GREK and 0.75% for GRNY.

GREK currently has the higher Sharpe Ratio (1.51 vs 1.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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