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
SXGSRV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0269119068
Last Value
352.82
+3.44 (+0.98%)
As of
CETWeek to Week Change
3.40%
52 Week Change
17.91%
Year to Date Change
7.18%
Daily Low
352.82
Daily High
352.82
52 Week Low
278.44 — 26 Oct 2023
52 Week High
360.0899 — 18 Jul 2024
Top 10 Components
BAWAG GROUP AG | AT |
DS SMITH | GB |
HOCHTIEF | DE |
Huntington Bancshares Inc. | US |
ERICSSON LM B | SE |
BCO BILBAO VIZCAYA ARGENTARIA | ES |
Isuzu Motors Ltd. | JP |
VIATRIS | US |
INVESTEC | GB |
DIAMONDBACK ENERGY | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$666.82
+5.28
1Y Return
22.58%
1Y Volatility
0.11%
STOXX® Europe 600
€525.05
+0.48
1Y Return
14.59%
1Y Volatility
0.10%
STOXX® USA 500
$436.25
+4.48
1Y Return
25.93%
1Y Volatility
0.13%
EURO STOXX 50®
€4957.98
-8.29
1Y Return
15.77%
1Y Volatility
0.13%
DAX
€18906.92
-5.65
1Y Return
18.56%
1Y Volatility
0.12%