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
279.78
+1.15 (+0.41%)
As of CET
Week to Week Change
0.35%
52 Week Change
30.38%
Year to Date Change
10.47%
Daily Low
278.26
Daily High
280.49
52 Week Low
211.73 — 23 Jun 2025
52 Week High
279.56 — 29 May 2026
Top 10 Components
| Lenovo Group Ltd. | HK |
| BOUYGUES | FR |
| ABN AMRO BANK | NL |
| MAPFRE | ES |
| ING GRP | NL |
| VENTIA SERVICES GROUP | AU |
| BAWAG GROUP AG | AT |
| STANDARD LIFE | GB |
| Ford Motor Co. | US |
| VALLOUREC | FR |
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Low
High
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