Summary
The STOXX Global Sharpe Ratio 100 index includes stocks from the STOXX Global 1800 that have the highest Sharpe ratios. The index excludes those with low dividend yields and low liquidity, selects 100 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
SXGSRR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0269119266
Last Value
590.57
-6.89 (-1.15%)
As of CET
Week to Week Change
-3.19%
52 Week Change
23.66%
Year to Date Change
1.63%
Daily Low
590.57
Daily High
590.57
52 Week Low
406.0899 — 9 Apr 2025
52 Week High
616.51 — 26 Feb 2026
Top 10 Components
| ITALGAS | IT |
| SCHRODERS | GB |
| ORLEN | PL |
| EQUINOR | NO |
| HSBC | GB |
| EIFFAGE | FR |
| SWEDBANK | SE |
| VODAFONE GRP | GB |
| SUBSEA7 | NO |
| KBC GRP | BE |
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Low
High
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DAX - EUR (Gross Return)
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1Y Volatility
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