Summary
The STOXX Global Sharpe Ratio 100 index includes stocks from the STOXX Global 1800 that have the highest Sharpe ratios. The index excludes those with low dividend yields and low liquidity, selects 100 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
SXGSRL
Calculation
Realtime
Dissemination Period
09:00-22:30 CET
ISIN
CH0269119050
Last Value
199.61
-0.63 (-0.31%)
As of CET
Week to Week Change
-3.25%
52 Week Change
25.26%
Year to Date Change
27.95%
Daily Low
197.14
Daily High
200.06
52 Week Low
146.54 — 7 Apr 2025
52 Week High
208.41 — 13 Nov 2025
Top 10 Components
| MAPFRE | ES |
| ABN AMRO BANK | NL |
| KBC GRP | BE |
| HSBC | GB |
| BANCA MEDIOLANUM | IT |
| TENARIS | IT |
| LLOYDS BANKING GRP | GB |
| GAZTRANSPORT ET TECHNIGAZ | FR |
| NATWEST GROUP | GB |
| Holcim | CH |
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Low
High
Featured indices
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1Y Return
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1Y Volatility
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EURO STOXX 50® - EUR (Price Return)
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DAX - EUR (Total Return)
€24028.14
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1Y Return
18.10%
1Y Volatility
0.18%