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GREK vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GREK and SCHG is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

GREK vs. SCHG - Performance Comparison

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

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Key characteristics

Daily Std Dev

GREK:

15.21%

SCHG:

12.37%

Max Drawdown

GREK:

-0.61%

SCHG:

-0.96%

Current Drawdown

GREK:

0.00%

SCHG:

-0.15%

Returns By Period


GREK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SCHG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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GREK vs. SCHG - Expense Ratio Comparison

GREK has a 0.58% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Risk-Adjusted Performance

GREK vs. SCHG — Risk-Adjusted Performance Rank

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

GREK
The Risk-Adjusted Performance Rank of GREK is 8484
Overall Rank
The Sharpe Ratio Rank of GREK is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of GREK is 8585
Sortino Ratio Rank
The Omega Ratio Rank of GREK is 8686
Omega Ratio Rank
The Calmar Ratio Rank of GREK is 7575
Calmar Ratio Rank
The Martin Ratio Rank of GREK is 8585
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 6060
Overall Rank
The Sharpe Ratio Rank of SCHG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GREK vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Greece ETF (GREK) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.



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Dividends

GREK vs. SCHG - Dividend Comparison

GREK's dividend yield for the trailing twelve months is around 3.52%, more than SCHG's 0.44% yield.


TTM20242023202220212020201920182017201620152014
GREK
Global X MSCI Greece ETF
3.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GREK vs. SCHG - Drawdown Comparison

The maximum GREK drawdown since its inception was -0.61%, smaller than the maximum SCHG drawdown of -0.96%. Use the drawdown chart below to compare losses from any high point for GREK and SCHG. For additional features, visit the drawdowns tool.


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Volatility

GREK vs. SCHG - Volatility Comparison


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