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
SXNSRV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0269111842
Last Value
539.33
+0.21 (+0.04%)
As of CET
Week to Week Change
0.77%
52 Week Change
1.92%
Year to Date Change
8.10%
Daily Low
539.33
Daily High
539.33
52 Week Low
433.99 — 8 Apr 2025
52 Week High
539.33 — 5 Dec 2025
Top 10 Components
| Manulife Financial Corp. | CA |
| NUTRIEN | CA |
| EXPAND ENERGY CORPORATION | US |
| PROLOGIS INC. | US |
| Prudential Financial Inc. | US |
| Principal Financial Group Inc. | US |
| Williams Cos. | US |
| United Parcel Service Inc. Cl | US |
| Simon Property Group Inc. | US |
| Bristol-Myers Squibb Co. | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$797.53
-6.27
1Y Return
15.05%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€578.24
-3.10
1Y Return
12.10%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$526.42
-5.97
1Y Return
11.53%
1Y Volatility
0.20%
EURO STOXX 50® - EUR (Price Return)
€5720.71
-33.25
1Y Return
15.64%
1Y Volatility
0.17%
DAX - EUR (Total Return)
€24186.49
-108.12
1Y Return
19.06%
1Y Volatility
0.18%