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
944.06
-5.16 (-0.54%)
As of CET
Week to Week Change
0.53%
52 Week Change
36.13%
Year to Date Change
18.12%
Daily Low
944.06
Daily High
944.06
52 Week Low
693.48 — 18 Jul 2025
52 Week High
949.22 — 16 Jul 2026
Top 10 Components
| BANCA MEDIOLANUM | IT |
| INTESA SANPAOLO | IT |
| UNICAJA BANCO S.A. | ES |
| OMV | AT |
| UNIPOL ASSICURAZIONI | IT |
| AEGON | NL |
| AL SYDBANK | DK |
| RANDSTAD | NL |
| ENI | IT |
| Valmet | FI |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$866.82
-1.42
1Y Return
15.39%
1Y Volatility
0.12%
STOXX® Europe 600 - EUR (Price Return)
€647.04
+2.42
1Y Return
17.91%
1Y Volatility
0.13%
STOXX® USA 500 - USD (Price Return)
$569.77
+0.08
1Y Return
14.35%
1Y Volatility
0.13%
EURO STOXX 50® - EUR (Price Return)
€6304.38
+22.17
1Y Return
18.11%
1Y Volatility
0.16%
DAX - EUR (Gross Return)
€25506.22
+145.19
1Y Return
6.41%
1Y Volatility
0.16%