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QURE vs. GREK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QURE vs. GREK

Last updated Jun 13, 2026

QURE (uniQure N.V.) is a stock, while GREK (Global X MSCI Greece ETF) is Emerging Markets Equities fund tracking the MSCI All Greece Select 25-50. Over the past 10 years, QURE returned 11.46%/yr vs 16.01%/yr for GREK. At a 0.17 correlation, their price movements are largely independent.

Performance

QURE vs. GREK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in uniQure N.V. (QURE) and Global X MSCI Greece ETF (GREK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with QURE having a 15.21% return and GREK slightly higher at 15.45%. Over the past 10 years, QURE has underperformed GREK with an annualized return of 11.46%, while GREK has yielded a comparatively higher 16.01% annualized return.

QURE

1D
2.80%
1M
-5.49%
YTD
15.21%
6M
41.31%
1Y
72.42%
3Y*
10.96%
5Y*
-5.23%
10Y*
11.46%

GREK

1D
0.87%
1M
5.63%
YTD
15.45%
6M
15.54%
1Y
38.63%
3Y*
32.67%
5Y*
24.30%
10Y*
16.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QURE vs. GREK - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
QURE
uniQure N.V.		15.21%35.50%160.86%-70.14%9.31%-42.60%-49.58%148.65%47.12%249.82%
GREK
Global X MSCI Greece ETF		15.45%76.11%9.53%42.72%3.64%6.14%-13.89%50.20%-31.25%34.80%

Correlation

The correlation between QURE and GREK is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2014

0.17

Compare stocks, funds, or ETFs

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

uniQure N.V.

Global X MSCI Greece ETF

Often compared with QURE:
QURE vs. ACETQURE vs. WMTQURE vs. DIGQURE vs. LACQURE vs. FBGRXQURE vs. ASQURE vs. ACMR
Often compared with GREK:
GREK vs. VOOGREK vs. CLIXGREK vs. THDGREK vs. SPYGREK vs. LTC-USDGREK vs. EPIGREK vs. EWQ

Return for Risk

QURE vs. GREK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QURE
QURE Risk / Return Rank: 7070
Overall Rank
QURE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
QURE Sortino Ratio Rank: 8989
Sortino Ratio Rank
QURE Omega Ratio Rank: 9292
Omega Ratio Rank
QURE Calmar Ratio Rank: 6161
Calmar Ratio Rank
QURE Martin Ratio Rank: 5757
Martin Ratio Rank
GREK
GREK Risk / Return Rank: 4949
Overall Rank
GREK Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GREK Sortino Ratio Rank: 5757
Sortino Ratio Rank
GREK Omega Ratio Rank: 5151
Omega Ratio Rank
GREK Calmar Ratio Rank: 4141
Calmar Ratio Rank
GREK Martin Ratio Rank: 4040
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.

QURE vs. GREK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for uniQure N.V. (QURE) and Global X MSCI Greece ETF (GREK). 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.

QUREGREKDifference
Sharpe ratioReturn per unit of total volatility
0.27
1.59

-1.33

Sortino ratioReturn per unit of downside risk
2.98
2.38

+0.60

Omega ratioGain probability vs. loss probability

1.45

1.28

+0.16

Calmar ratioReturn relative to maximum drawdown

0.83

1.82

-0.99

Martin ratioReturn relative to average drawdown

1.35

5.62

-4.27

QURE vs. GREK - Sharpe Ratio Comparison

The current QURE Sharpe Ratio is 0.27, which is lower than the GREK Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of QURE and GREK, 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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Drawdowns

QURE vs. GREK - Drawdown Comparison

The maximum QURE drawdown since its inception was -95.40%, which is greater than GREK's maximum drawdown of -79.50%. Use the drawdown chart below to compare losses from any high point for QURE and GREK.

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Drawdown Indicators

QUREGREKDifference

Max Drawdown

Largest peak-to-trough decline

-95.40%

-79.50%

-15.90%

Max Drawdown (1Y)

Largest decline over 1 year

-87.21%

-21.32%

-65.89%

Max Drawdown (3Y)

Largest decline over 3 years

-87.21%

-22.63%

-64.58%

Max Drawdown (5Y)

Largest decline over 5 years

-90.11%

-30.46%

-59.65%

Max Drawdown (10Y)

Largest decline over 10 years

-95.40%

-57.04%

-38.36%

Current Drawdown

Current decline from peak

-66.46%

-1.44%

-65.02%

Average Drawdown

Average peak-to-trough decline

-56.61%

-45.25%

-11.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.75%

6.90%

+46.85%

Volatility

QURE vs. GREK - Volatility Comparison

uniQure N.V. (QURE) has a higher volatility of 24.13% compared to Global X MSCI Greece ETF (GREK) at 8.69%. This indicates that QURE's price experiences larger fluctuations and is considered to be riskier than GREK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QUREGREKDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.13%

8.69%

+15.44%

Volatility (6M)

Calculated over the trailing 6-month period

92.07%

20.65%

+71.42%

Volatility (1Y)

Calculated over the trailing 1-year period

273.03%

24.35%

+248.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

154.02%

24.44%

+129.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

119.76%

29.71%

+90.05%

Dividends

QURE vs. GREK - Dividend Comparison

QURE has not paid dividends to shareholders, while GREK's dividend yield for the trailing twelve months is around 3.00%.

PositionTTM20252024202320222021202020192018201720162015
GREK
Global X MSCI Greece ETF		3.00%3.46%4.63%2.61%2.82%2.16%2.62%2.25%2.41%2.13%1.95%1.52%
QURE
uniQure N.V.		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

QURE and GREK have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QURE has higher volatility (24.13%) compared to GREK (8.69%). In terms of maximum drawdown, QURE dropped -95.40% vs GREK's -79.50%.

GREK currently has the higher Sharpe Ratio (1.59 vs 0.27), 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.

Portfolio Optimizer

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