In[]:=
ToUpperCase[Alphabet["Greek"]]
Out[]=
{Α,Β,Γ,Δ,Ε,Ζ,Η,Θ,Ι,Κ,Λ,Μ,Ν,Ξ,Ο,Π,Ρ,Σ,Τ,Υ,Φ,Χ,Ψ,Ω}
In[]:=
Alphabet["Greek"]
Out[]=
{α,β,γ,δ,ε,ζ,η,θ,ι,κ,λ,μ,ν,ξ,ο,π,ρ,σ,τ,υ,φ,χ,ψ,ω}