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STRATEGY INDICES

STOXX Global Sharpe Ratio 100

Components 1

Company Supersector Country Weight (%)
MAPFRE Insurance Spain 1.5167
HSBC Banks UK 1.44808
KBC GRP Banks Belgium 1.41702
BANCA MEDIOLANUM Financial Services Italy 1.37714
ABN AMRO BANK Banks Netherlands 1.37274
INTESA SANPAOLO Banks Italy 1.2926
NATWEST GROUP Banks UK 1.29099
LLOYDS BANKING GRP Banks UK 1.29028
Holcim Construction and Materials Switzerland 1.2847
AZIMUT HLDG Financial Services Italy 1.2727
UNIPOL ASSICURAZIONI Insurance Italy 1.26515
BANKINTER Banks Spain 1.25902
CAIXABANK Banks Spain 1.24239
ORLEN Energy Poland 1.2419
BCO BILBAO VIZCAYA ARGENTARIA Banks Spain 1.23597
BAWAG GROUP AG Banks Austria 1.23285
AL SYDBANK Banks Denmark 1.22574
SVENSKA HANDELSBANKEN A Banks Sweden 1.21686
BCO COMERCIAL PORTUGUES Banks Portugal 1.20471
AIB GROUP Banks Ireland 1.20289
BNP PARIBAS Banks France 1.18729
TENARIS Energy Italy 1.18266
UNICAJA BANCO S.A. Banks Spain 1.17723
WH GROUP Food, Beverage and Tobacco Hong Kong 1.17273
BANK OF IRELAND GROUP Banks Ireland 1.17111
KINGFISHER Retail UK 1.16611
IGO Basic Resources Australia 1.16279
JULIUS BAER GRP Financial Services Switzerland 1.15378
SWIRE PROPERTIES Real Estate Hong Kong 1.14823
GAZTRANSPORT ET TECHNIGAZ Energy France 1.14414
BPER Banca Banks Italy 1.14198
U.S. Bancorp Banks USA 1.10818
REXEL Industrial Goods and Services France 1.10253
Ford Motor Co. Automobiles and Parts USA 1.10114
QBE Insurance Group Ltd. Insurance Australia 1.09897
CK HUTCHISON HOLDINGS Industrial Goods and Services Hong Kong 1.09105
AEGON Insurance Netherlands 1.08808
KINDER MORGAN Energy USA 1.08163
BANCO BPM Banks Italy 1.06752
PENNON GRP Utilities UK 1.06066
SCOR Insurance France 1.05947
Truist Financial Corp Banks USA 1.05376
Host Hotels & Resorts Inc. Real Estate USA 1.05116
BMW Automobiles and Parts Germany 1.03085
SSAB B Basic Resources Sweden 1.01603
SembCorp Industries Ltd. Utilities Singapore 1.01395
PZU GROUP Insurance Poland 1.01105
SCHRODERS Financial Services UK 1.01002
BASF Chemicals Germany 1.006
BCO SABADELL Banks Spain 1.00392
Origin Energy Ltd. Utilities Australia 0.99839
ABERDEEN GROUP Financial Services UK 0.99293
VIATRIS Healthcare USA 0.99289
VALLOUREC Energy France 0.98146
WHARF REIC Real Estate Hong Kong 0.96945
FORTESCUE Basic Resources Australia 0.95751
PKO BANK Banks Poland 0.93803
BANCA MONTE DEI PASCHI Banks Italy 0.93592
KeyCorp Banks USA 0.93178
RENAULT Automobiles and Parts France 0.92775
Yamaha Motor Co. Ltd. Consumer Products and Services Japan 0.9238
Nomura Holdings Inc. Financial Services Japan 0.91913
ITV Media UK 0.90385
ONEOK Inc. Energy USA 0.89356
AKER BP Energy Norway 0.89323
SUBSEA7 Energy Norway 0.89076
JOHNSON MATTHEY Chemicals UK 0.87967
DAIMLER TRUCK Industrial Goods and Services Germany 0.87622
EQUINOR Energy Norway 0.87613
SAIPEM Energy Italy 0.86739
PEKAO Banks Poland 0.86669
STELLANTIS Automobiles and Parts Italy 0.86451
SANTANDER BANK POLSKA Banks Poland 0.85772
YANGZIJIANG SHIPBUILDING Industrial Goods and Services Singapore 0.85601
GREGGS Personal Care, Drug and Grocery Stores UK 0.85187
WOODSIDE ENERGY GROUP Energy Australia 0.85079
SIGNIFY Construction and Materials Netherlands 0.83801
Nippon Yusen K.K. Industrial Goods and Services Japan 0.83426
Valmet Industrial Goods and Services Finland 0.82136
VAR ENERGI Energy Norway 0.80551
NEXI SPA Industrial Goods and Services Italy 0.80448
Dentsu Inc. Media Japan 0.80366
Target Corp. Retail USA 0.80124
A.P.MOLLER-MAERSK B Industrial Goods and Services Denmark 0.77759
Kawasaki Kisen Kaisha Ltd. Industrial Goods and Services Japan 0.77698
Honda Motor Co. Ltd. Automobiles and Parts Japan 0.77577
Mazda Motor Corp. Automobiles and Parts Japan 0.75057
Santos Ltd. Energy Australia 0.72472
SHENZHOU INTL.GP.HDG. Consumer Products and Services Hong Kong 0.72376
TBC BANK GROUP Banks UK 0.71755
VALEO Automobiles and Parts France 0.71301
EDENRED Industrial Goods and Services France 0.69687
WPP Media UK 0.68119
HP Inc. Technology USA 0.66082
Best Buy Co. Inc. Retail USA 0.6583
Stanley Black & Decker Inc. Industrial Goods and Services USA 0.65553
TELEPERFORMANCE Industrial Goods and Services France 0.65516
DOW Industrial Goods and Services USA 0.65
LYONDELLBASELL INDUSTRIES Chemicals USA 0.61927
SITC Int. Hold. Industrial Goods and Services Hong Kong 0.60252
1Based on the last periodic review implementation