Summary
The STOXX North America Sharpe Ratio 50 index includes stocks from the STOXX North America 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
SXNSRL
Calculation
Realtime
Dissemination Period
09:00-22:30 CET
ISIN
CH0269111818
Last Value
346.24
-1.56 (-0.45%)
As of CET
Week to Week Change
0.09%
52 Week Change
29.49%
Year to Date Change
19.85%
Daily Low
343.89
Daily High
347.03
52 Week Low
263.82 — 1 Aug 2025
52 Week High
351.99 — 28 Jul 2026
Top 10 Components
| ABBVIE | US |
| T. Rowe Price Group Inc. | US |
| Altria Group Inc. | US |
| Genuine Parts Co. | US |
| Regions Financial Corp. | US |
| Chevron Corp. | US |
| Bristol-Myers Squibb Co. | US |
| Fifth Third Bancorp | US |
| KeyCorp | US |
| Amgen Inc. | US |
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Low
High
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