Summary
The STOXX Europe Sharpe Ratio 50 index includes stocks from the STOXX Europe 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
SXESRL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0269069701
Last Value
275.31
+0.22 (+0.08%)
As of CET
Week to Week Change
1.44%
52 Week Change
53.78%
Year to Date Change
51.91%
Daily Low
274.58
Daily High
275.57
52 Week Low
178.71 — 23 Dec 2024
52 Week High
275.57 — 19 Dec 2025
Top 10 Components
| Mandatum | FI |
| BRITISH AMERICAN TOBACCO | GB |
| HSBC | GB |
| SWEDBANK | SE |
| ABN AMRO BANK | NL |
| BANCA MEDIOLANUM | IT |
| INTESA SANPAOLO | IT |
| AZIMUT HLDG | IT |
| CAIXABANK | ES |
| AL SYDBANK | DK |
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Low
High
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