As Jim Lalone has pointed out, GedCom files are not the best way to go for any genealogy, although the ease of downloading someone's files may be tempting.
As someone with several 'gateway ancestors' including Mayflower passenger Richard More, who had thousands of noble/royal ancestors in Britain and elsewhere in Europe, I would try to find 'respectable' on-line sites, and Jim noted 'Genealogics' which is not bad. Can provide other sites I have used, and there are really very few that have good, well-sourced information.
A book that has been in print for many years with continual updates that is in use by those of us who descend from those 17th century immigrants with noble ancestry and which has ancestry from noble/royal persons all over Europe from as far back as the post-Roman era is:
(long title) 'Ancestral Roots of Certain American Colonists Who Came to America before 1700' - short title being 'Ancestral Roots' - I have the 8th edition. It was created by Frederick L. Weis and continued by Walter L. Sheppard.
Hope this may help. Contact me if more info needed.