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
SXNSRGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0269111867
Last Value
775.48
-6.20 (-0.79%)
As of CET
Week to Week Change
-3.68%
52 Week Change
29.08%
Year to Date Change
15.30%
Daily Low
775.48
Daily High
775.48
52 Week Low
599.23 — 25 Jun 2025
52 Week High
805.14 — 12 Jun 2026
Top 10 Components
| Principal Financial Group Inc. | US |
| CVS HEALTH CORP. | US |
| Simon Property Group Inc. | US |
| MetLife Inc. | US |
| PNC Financial Services Group I | US |
| T. Rowe Price Group Inc. | US |
| PROLOGIS INC. | US |
| Archer Daniels Midland Co. | US |
| Fifth Third Bancorp | US |
| U.S. Bancorp | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$875.02
-1.31
1Y Return
23.35%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€637.82
+0.68
1Y Return
19.03%
1Y Volatility
0.13%
STOXX® USA 500 - USD (Price Return)
$578.56
+6.50
1Y Return
24.06%
1Y Volatility
0.13%
EURO STOXX 50® - EUR (Price Return)
€6332.28
+9.01
1Y Return
21.84%
1Y Volatility
0.16%
DAX - EUR (Gross Return)
€25113.68
+86.88
1Y Return
8.92%
1Y Volatility
0.16%