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
646.81
+1.58 (+0.24%)
As of CET
Week to Week Change
2.34%
52 Week Change
53.35%
Year to Date Change
54.53%
Daily Low
646.81
Daily High
646.81
52 Week Low
412.74 — 23 Dec 2024
52 Week High
647.59 — 13 Nov 2025
Top 10 Components
| BRITISH AMERICAN TOBACCO | GB |
| Mandatum | FI |
| ABN AMRO BANK | NL |
| SWEDBANK | SE |
| HSBC | GB |
| BANCA MEDIOLANUM | IT |
| AZIMUT HLDG | IT |
| INTESA SANPAOLO | IT |
| SYDBANK | DK |
| ORLEN | PL |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$798.6
-0.29
1Y Return
14.43%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€578.77
-0.07
1Y Return
11.04%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$529.52
+0.72
1Y Return
12.37%
1Y Volatility
0.20%
EURO STOXX 50® - EUR (Price Return)
€5723.93
+5.85
1Y Return
14.81%
1Y Volatility
0.17%
DAX - EUR (Total Return)
€24028.14
+146.11
1Y Return
18.10%
1Y Volatility
0.18%