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
215.58
-1.41 (-0.65%)
As of CET
Week to Week Change
-1.35%
52 Week Change
8.98%
Year to Date Change
4.46%
Daily Low
215.57
Daily High
216.22
52 Week Low
189.56 — 5 Aug 2024
52 Week High
220.22 — 28 Feb 2025
Top 10 Components
| INTESA SANPAOLO | IT |
| KINDER MORGAN | US |
| ONEOK Inc. | US |
| BANKINTER | ES |
| BAWAG GROUP AG | AT |
| ERSTE GROUP BANK | AT |
| Regions Financial Corp. | US |
| FORTUM | FI |
| Truist Financial Corp | US |
| TP ICAP | GB |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$672.74
-1.14
1Y Return
7.43%
1Y Volatility
0.12%
STOXX® Europe 600 - EUR (Price Return)
€546.31
-2.42
1Y Return
6.56%
1Y Volatility
0.11%
STOXX® USA 500 - USD (Price Return)
$441.41
-1.73
1Y Return
8.73%
1Y Volatility
0.14%
EURO STOXX 50® - EUR (Price Return)
€5381.08
-30.61
1Y Return
5.86%
1Y Volatility
0.15%
DAX - EUR (Total Return)
€22678.74
-160.29
1Y Return
22.64%
1Y Volatility
0.15%