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
SXESRR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0269069669
Bloomberg
SXESRR INDEX
Last Value
770.51
+8.02 (+1.05%)
As of CET
Week to Week Change
0.97%
52 Week Change
39.46%
Year to Date Change
39.15%
Daily Low
770.51
Daily High
770.51
52 Week Low
537.99 — 9 Apr 2025
52 Week High
770.51 — 15 Dec 2025
Top 10 Components
| BRITISH AMERICAN TOBACCO | GB |
| Mandatum | FI |
| SWEDBANK | SE |
| HSBC | GB |
| ABN AMRO BANK | NL |
| BANCA MEDIOLANUM | IT |
| AZIMUT HLDG | IT |
| ORLEN | PL |
| INTESA SANPAOLO | IT |
| BAWAG GROUP AG | AT |
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Low
High
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