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
247.41
-0.09 (-0.04%)
As of CET
Week to Week Change
0.58%
52 Week Change
23.51%
Year to Date Change
19.88%
Daily Low
247.29
Daily High
247.56
52 Week Low
182.02 — 9 Apr 2025
52 Week High
247.52 — 19 Dec 2025
Top 10 Components
| MAPFRE | ES |
| KBC GRP | BE |
| HSBC | GB |
| BANCA MEDIOLANUM | IT |
| ABN AMRO BANK | NL |
| Holcim | CH |
| NATWEST GROUP | GB |
| INTESA SANPAOLO | IT |
| LLOYDS BANKING GRP | GB |
| AZIMUT HLDG | IT |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$793.13
-0.11
1Y Return
18.21%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€585.02
-0.33
1Y Return
15.47%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$522.34
+4.11
1Y Return
14.72%
1Y Volatility
0.19%
EURO STOXX 50® - EUR (Price Return)
€5739.85
-1.86
1Y Return
17.64%
1Y Volatility
0.17%
DAX - EUR (Total Return)
€24184.92
-14.58
1Y Return
21.11%
1Y Volatility
0.18%