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
SXNSRGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0269111826
Last Value
992.46
-3.23 (-0.32%)
As of CET
Week to Week Change
0.74%
52 Week Change
34.30%
Year to Date Change
27.58%
Daily Low
992.46
Daily High
992.46
52 Week Low
729.88 — 29 Oct 2025
52 Week High
1021.83 — 22 Oct 2026
Top 10 Components
| Chevron Corp. | US |
| Keurig Dr Pepper | US |
| RESTAURANT BRANDS INTL | CA |
| Altria Group Inc. | US |
| Eversource Energy | US |
| TOURMALINE OIL | CA |
| Philip Morris International In | US |
| Darden Restaurants Inc. | US |
| Crown Castle | US |
| KRAFT HEINZ COMPANY | US |
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Low
High
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