PortfoliosLab logoPortfoliosLab logo
GREK vs. VEXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GREK vs. VEXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI Greece ETF (GREK) and Vanguard Emerging Markets Ex-China ETF (VEXC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GREK achieves a 22.60% return, which is significantly higher than VEXC's 17.29% return.


GREK

1D
-0.62%
1M
5.48%
6M
9.57%
YTD
22.60%
1Y
36.74%
3Y*
32.40%
5Y*
27.82%
10Y*
17.36%
ALL TIME*
6.26%

VEXC

1D
1.25%
1M
-2.53%
6M
11.04%
YTD
17.29%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$9.46M$9.35M$7.83M
$2.10M$2.14M$2.87M

GREK vs. VEXC - Yearly Performance Comparison


2026 (YTD)2025
GREK
Global X MSCI Greece ETF
22.60%2.65%
VEXC
Vanguard Emerging Markets Ex-China ETF
17.29%4.50%

Correlation

The correlation between GREK and VEXC is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 2, 2025

0.63

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GREK vs. VEXC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GREK
GREK Risk / Return Rank: 5858
Overall Rank
GREK Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GREK Sortino Ratio Rank: 6969
Sortino Ratio Rank
GREK Omega Ratio Rank: 6262
Omega Ratio Rank
GREK Calmar Ratio Rank: 4848
Calmar Ratio Rank
GREK Martin Ratio Rank: 4646
Martin Ratio Rank

VEXC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GREK vs. VEXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Greece ETF (GREK) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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.

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.


GREKVEXCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

1.71

Martin ratioReturn relative to average drawdown

5.27

GREK vs. VEXC - Sharpe Ratio Comparison


Loading charts...

Drawdowns

GREK vs. VEXC - Drawdown Comparison

The maximum GREK drawdown since its inception was -79.50%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for GREK and VEXC.


Loading charts...

Drawdown Indicators


GREKVEXCDifference

Max Drawdown

Largest peak-to-trough decline

-79.50%

-12.42%

-67.08%

Max Drawdown (1Y)

Largest decline over 1 year

-21.32%

Max Drawdown (3Y)

Largest decline over 3 years

-21.32%

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

-0.62%

-6.04%

+5.42%

Average Drawdown

Average peak-to-trough decline

-44.86%

-2.61%

-42.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.92%

Volatility

GREK vs. VEXC - Volatility Comparison


Loading charts...

Volatility by Period


GREKVEXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.63%

Volatility (6M)

Calculated over the trailing 6-month period

21.24%

Volatility (1Y)

Calculated over the trailing 1-year period

24.67%

20.44%

+4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.49%

20.44%

+4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.85%

20.44%

+8.41%

GREK vs. VEXC - Expense Ratio Comparison

GREK has a 0.56% expense ratio, which is higher than VEXC's 0.07% expense ratio.


Dividends

GREK vs. VEXC - Dividend Comparison

GREK's dividend yield for the trailing twelve months is around 2.43%, more than VEXC's 1.47% yield.


PositionTTM20252024202320222021202020192018201720162015
GREK
Global X MSCI Greece ETF
2.43%3.46%4.63%2.61%2.82%2.16%2.62%2.25%2.41%2.13%1.95%1.52%
VEXC
Vanguard Emerging Markets Ex-China ETF
1.47%0.43%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 VEXC have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEXC is cheaper with a 0.07% expense ratio, compared with 0.56% for GREK.

GREK has the higher dividend yield at 2.43%, compared with 1.47% for VEXC.

GREK tracks MSCI All Greece Select 25/50 Index, while VEXC tracks FTSE Emerging ex China Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.56% for GREK and 0.07% for VEXC.

Portfolio Optimizer

Find the right allocation for GREK and VEXC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer