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
310.1
-3.18 (-1.02%)
As of CET
Week to Week Change
-0.74%
52 Week Change
30.97%
Year to Date Change
8.93%
Daily Low
309.53
Daily High
315.35
52 Week Low
236.78 — 6 Jun 2025
52 Week High
318.77 — 17 Apr 2026
Top 10 Components
| STANDARD LIFE | GB |
| VALLOUREC | FR |
| RUBIS | FR |
| SUBSEA7 | NO |
| COFINIMMO | BE |
| BANCA MEDIOLANUM | IT |
| REPSOL | ES |
| AEGON | NL |
| SWEDBANK | SE |
| UNICAJA BANCO S.A. | ES |
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Low
High
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