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
901.86
-7.61 (-0.84%)
As of CET
Week to Week Change
0.46%
52 Week Change
35.79%
Year to Date Change
12.84%
Daily Low
901.86
Daily High
901.86
52 Week Low
664.14 — 15 May 2025
52 Week High
909.47 — 14 May 2026
Top 10 Components
| VALLOUREC | FR |
| SUBSEA7 | NO |
| COFINIMMO | BE |
| STANDARD LIFE | GB |
| SAIPEM | IT |
| RUBIS | FR |
| AEGON | NL |
| BANCA MEDIOLANUM | IT |
| REPSOL | ES |
| BANCO BPM | IT |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$856.76
-11.93
1Y Return
21.17%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€606.92
-9.13
1Y Return
10.35%
1Y Volatility
0.12%
STOXX® USA 500 - USD (Price Return)
$567.6
-7.54
1Y Return
22.15%
1Y Volatility
0.12%
EURO STOXX 50® - EUR (Price Return)
€5827.76
-107.20
1Y Return
7.38%
1Y Volatility
0.16%
DAX - EUR (Gross Return)
€23950.57
-505.69
1Y Return
0.07%
1Y Volatility
0.16%