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
SXGSRP
Calculation
Realtime
Dissemination Period
09:00-22:30 CET
ISIN
CH0269118763
Bloomberg
SXGSRP INDEX
Last Value
243.76
+0.01 (+0.00%)
As of CET
Week to Week Change
0.71%
52 Week Change
17.32%
Year to Date Change
18.11%
Daily Low
243.32
Daily High
244.73
52 Week Low
182.02 — 9 Apr 2025
52 Week High
244.36 — 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 |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$798.6
-0.29
1Y Return
13.89%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€578.77
-0.07
1Y Return
11.04%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$529.52
+0.72
1Y Return
12.37%
1Y Volatility
0.20%
EURO STOXX 50® - EUR (Price Return)
€5723.93
+5.85
1Y Return
14.81%
1Y Volatility
0.17%
DAX - EUR (Total Return)
€24028.14
+146.11
1Y Return
18.10%
1Y Volatility
0.18%