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
SXGSRL
Calculation
Realtime
Dissemination Period
09:00-22:30 CET
ISIN
CH0269119050
Last Value
159.05
-0.67 (-0.42%)
As of CET
Week to Week Change
-1.38%
52 Week Change
3.43%
Year to Date Change
1.76%
Daily Low
158.83
Daily High
159.83
52 Week Low
146.36 — 13 Feb 2024
52 Week High
172.01 — 27 Sep 2024
Top 10 Components
| Huntington Bancshares Inc. | US |
| BANCO BPM | IT |
| BAWAG GROUP AG | AT |
| WH GROUP | HK |
| BURBERRY | GB |
| U.S. Bancorp | US |
| DAIMLER TRUCK | DE |
| CK INFRASTRUCTURE HOLDINGS | HK |
| Truist Financial Corp | US |
| RAIFFEISEN BANK INTERNATIONAL | AT |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$693.21
-1.60
1Y Return
21.52%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€516.45
-2.75
1Y Return
8.37%
1Y Volatility
0.10%
STOXX® USA 500 - USD (Price Return)
$470.35
+0.06
1Y Return
28.96%
1Y Volatility
0.12%
EURO STOXX 50® - EUR (Price Return)
€4967.95
+2.42
1Y Return
9.45%
1Y Volatility
0.13%
DAX - EUR (Total Return)
€20405.92
-20.35
1Y Return
21.81%
1Y Volatility
0.12%