Loading...
Summary
The STOXX Europe Sharpe Ratio 50 index includes stocks from the STOXX Europe 600 that have the highest Sharpe ratios. The index excludes those with low dividend yields and low liquidity, selects 50 companies with the highest one-year Sharpe ratios and weights them according to the inverse of their one-year volatility (subject to a 10% cap). To calculate the one-year Sharpe ratio, the
GC Pooling 12 months is used as risk-free asset.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SXESRV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0269069768
Last Value
496.78
-1.75 (-0.35%)
As of CET
Week to Week Change
5.68%
52 Week Change
20.67%
Year to Date Change
18.69%
Daily Low
496.78
Daily High
496.78
52 Week Low
411.0299 — 19 Apr 2024
52 Week High
527.84 — 18 Mar 2025
Top 10 Components
| Mandatum | FI |
| HSBC | GB |
| INTESA SANPAOLO | IT |
| BNP PARIBAS | FR |
| BANKINTER | ES |
| COVIVIO | FR |
| ABN AMRO BANK | NL |
| Naturgy Energy Group | ES |
| BAWAG GROUP AG | AT |
| VODAFONE GRP | GB |
Zoom
254.44
Low
527.84
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$634.05
+1.33
1Y Return
6.07%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€506.42
-0.67
1Y Return
0.82%
1Y Volatility
0.15%
STOXX® USA 500 - USD (Price Return)
$409.58
+0.77
1Y Return
6.01%
1Y Volatility
0.20%
EURO STOXX 50® - EUR (Price Return)
€4935.34
-31.16
1Y Return
-0.03%
1Y Volatility
0.18%
DAX - EUR (Total Return)
€21205.86
-105.16
1Y Return
18.73%
1Y Volatility
0.18%