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
SXESRR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0269069669
Bloomberg
SXESRR INDEX
Last Value
1,022.52
+4.09 (+0.40%)
As of CET
Week to Week Change
0.19%
52 Week Change
44.37%
Year to Date Change
27.93%
Daily Low
1022.52
Daily High
1022.52
52 Week Low
708.27 — 5 Sep 2025
52 Week High
1022.52 — 4 Sep 2026
Top 10 Components
| OMV | AT |
| AL SYDBANK | DK |
| BANCA MEDIOLANUM | IT |
| UNICAJA BANCO S.A. | ES |
| INTESA SANPAOLO | IT |
| UNIPOL ASSICURAZIONI | IT |
| INVESTEC | GB |
| Valmet | FI |
| AEGON | NL |
| RANDSTAD | NL |
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Low
High
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