WDH vs. GREK
WDH (Waterdrop Inc.) 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 5 years, WDH returned -27.99%/yr vs 24.30%/yr for GREK. At a 0.15 correlation, their price movements are largely independent.
Performance
WDH vs. GREK - Performance Comparison
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Returns By Period
In the year-to-date period, WDH achieves a -24.98% return, which is significantly lower than GREK's 15.45% return.
WDH
- 1D
- -0.71%
- 1M
- -11.39%
- YTD
- -24.98%
- 6M
- -20.37%
- 1Y
- 4.96%
- 3Y*
- -14.35%
- 5Y*
- -27.99%
- 10Y*
- —
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%
WDH vs. GREK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WDH Waterdrop Inc. | -24.98% | 66.25% | 19.17% | -68.77% | 141.30% | -86.54% |
GREK Global X MSCI Greece ETF | 15.45% | 76.11% | 9.53% | 42.72% | 3.64% | -6.53% |
Correlation
The correlation between WDH and GREK is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 7, 2021 | 0.15 |
The correlation between WDH and GREK shifts across timeframes, from 0.14 (5 years) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WDH vs. GREK — Risk / Return Rank
WDH
GREK
WDH vs. GREK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Waterdrop Inc. (WDH) 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.
| WDH | GREK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.28 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 1.82 | -1.65 |
| Martin ratioReturn relative to average drawdown | 0.36 | 5.62 | -5.26 |
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Drawdowns
WDH vs. GREK - Drawdown Comparison
The maximum WDH drawdown since its inception was -91.12%, which is greater than GREK's maximum drawdown of -79.50%. Use the drawdown chart below to compare losses from any high point for WDH and GREK.
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Drawdown Indicators
| WDH | GREK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.12% | -79.50% | -11.62% |
Max Drawdown (1Y)Largest decline over 1 year | -29.00% | -21.32% | -7.68% |
Max Drawdown (3Y)Largest decline over 3 years | -62.60% | -22.63% | -39.97% |
Max Drawdown (5Y)Largest decline over 5 years | -88.67% | -30.46% | -58.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.04% | — |
Current DrawdownCurrent decline from peak | -84.92% | -1.44% | -83.48% |
Average DrawdownAverage peak-to-trough decline | -81.15% | -45.25% | -35.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.81% | 6.90% | +6.91% |
Volatility
WDH vs. GREK - Volatility Comparison
Waterdrop Inc. (WDH) has a higher volatility of 13.33% compared to Global X MSCI Greece ETF (GREK) at 8.69%. This indicates that WDH'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
| WDH | GREK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.33% | 8.69% | +4.64% |
Volatility (6M)Calculated over the trailing 6-month period | 24.40% | 20.65% | +3.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.58% | 24.35% | +20.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.87% | 24.44% | +37.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.73% | 29.71% | +33.02% |
Dividends
WDH vs. GREK - Dividend Comparison
WDH's dividend yield for the trailing twelve months is around 4.29%, more than GREK's 3.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WDH Waterdrop Inc. | 4.29% | 2.63% | 5.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WDH and GREK have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDH has higher volatility (13.33%) compared to GREK (8.69%). In terms of maximum drawdown, WDH dropped -91.12% vs GREK's -79.50%.
GREK currently has the higher Sharpe Ratio (1.59 vs 0.11), 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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