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STRATEGY INDICES

STOXX Global Sharpe Ratio 100

Components 1

Company Supersector Country Weight (%)
Lenovo Group Ltd. Technology Hong Kong 1.70659
ABN AMRO BANK Banks Netherlands 1.53705
BAWAG GROUP AG Banks Austria 1.48983
MAPFRE Insurance Spain 1.43334
ING GRP Banks Netherlands 1.41733
VENTIA SERVICES GROUP Construction and Materials Australia 1.4159
BOUYGUES Construction and Materials France 1.40137
BANCA MEDIOLANUM Financial Services Italy 1.39359
STANDARD LIFE Insurance UK 1.38549
BANCO BPM Banks Italy 1.37894
UNICAJA BANCO S.A. Banks Spain 1.33846
CAIXABANK Banks Spain 1.33615
SUBSEA7 Energy Norway 1.32414
UNIPOL ASSICURAZIONI Insurance Italy 1.31575
SWEDBANK Banks Sweden 1.27773
BANKINTER Banks Spain 1.27359
BNP PARIBAS Banks France 1.26082
THK Co. Ltd. Industrial Goods and Services Japan 1.2561
BANCA MONTE DEI PASCHI Banks Italy 1.25172
FINECOBANK Banks Italy 1.24097
SAIPEM Energy Italy 1.22048
VALLOUREC Energy France 1.18893
DEUTSCHE POST Industrial Goods and Services Germany 1.18672
Holcim Construction and Materials Switzerland 1.18563
MAN GRP Financial Services UK 1.18441
EDP (PT) Utilities Portugal 1.17498
BCO BILBAO VIZCAYA ARGENTARIA Banks Spain 1.15806
PZU GROUP Insurance Poland 1.15485
REPSOL Energy Spain 1.15216
UNICREDIT Banks Italy 1.12229
AZIMUT HLDG Financial Services Italy 1.1191
ABERDEEN GROUP Financial Services UK 1.1164
AL SYDBANK Banks Denmark 1.08534
Ford Motor Co. Automobiles and Parts USA 1.07869
NATWEST GROUP Banks UK 1.07714
SCOR Insurance France 1.07299
KeyCorp Banks USA 1.06272
Regions Financial Corp. Banks USA 1.06229
Truist Financial Corp Banks USA 1.05913
BT GRP Telecommunications UK 1.05091
WH GROUP Food, Beverage and Tobacco Hong Kong 1.03498
NEXI SPA Industrial Goods and Services Italy 1.01786
ORLEN Energy Poland 1.00902
Edison International Utilities USA 1.00679
PKO BANK Banks Poland 0.99498
Air Water Inc. Chemicals Japan 0.9922
VAR ENERGI Energy Norway 0.98147
PANDORA Consumer Products and Services Denmark 0.9808
FORTUM Utilities Finland 0.97854
BCO SABADELL Banks Spain 0.97423
Huntington Bancshares Inc. Banks USA 0.96595
Henderson Land Development Co. Real Estate Hong Kong 0.94805
BROOKFIELD ASSET MANAGEMENT Financial Services Canada 0.94546
EVOLUTION Travel and Leisure Sweden 0.94502
ERSTE BANK POLSKA Banks Poland 0.93911
Target Corp. Retail USA 0.93616
BIG YELLOW GROUP Real Estate UK 0.92878
SALMAR Food, Beverage and Tobacco Norway 0.92802
EQUINOR Energy Norway 0.92633
HP Inc. Technology USA 0.91974
AKER BP Energy Norway 0.91252
PERSIMMON Consumer Products and Services UK 0.91225
PENNON GRP Utilities UK 0.91153
SIGNIFY Construction and Materials Netherlands 0.9068
FORTESCUE Basic Resources Australia 0.90398
KENVUE Personal Care, Drug and Grocery Stores USA 0.90312
BLACKSTONE A Financial Services USA 0.89801
ARKEMA Chemicals France 0.89764
EDENRED Industrial Goods and Services France 0.88936
PEKAO Banks Poland 0.87312
DAIMLER TRUCK Industrial Goods and Services Germany 0.85966
WHARF REIC Real Estate Hong Kong 0.85837
ITV Media UK 0.85401
FREENET Telecommunications Germany 0.85188
ARES MANAGEMENT A Financial Services USA 0.84697
WOODSIDE ENERGY GROUP Energy Australia 0.83525
Canadian Natural Resources Ltd Energy Canada 0.82998
SCHRODERS Financial Services UK 0.81634
JOHNSON MATTHEY Chemicals UK 0.81239
SMURFIT WESTROCK Industrial Goods and Services USA 0.79369
Santos Ltd. Energy Australia 0.78847
Valmet Industrial Goods and Services Finland 0.77124
BRIDGEPOINT GROUP Financial Services UK 0.75751
International Paper Co. Basic Resources USA 0.74661
WPP Media UK 0.74333
SIG GROUP AG Industrial Goods and Services Switzerland 0.73811
Omnicom Group Inc. Media USA 0.73419
BMW Automobiles and Parts Germany 0.73228
A.P.MOLLER-MAERSK B Industrial Goods and Services Denmark 0.71496
SUBARU CORPORATION Automobiles and Parts Japan 0.70123
TELEPERFORMANCE Industrial Goods and Services France 0.69586
B&M EUROPEAN VALUE RETAIL Retail UK 0.66722
SITC Int. Hold. Industrial Goods and Services Hong Kong 0.64926
Mazda Motor Corp. Automobiles and Parts Japan 0.64432
NOVO NORDISK B Healthcare Denmark 0.61582
SHENZHOU INTL.GP.HDG. Consumer Products and Services Hong Kong 0.56998
ADECCO Industrial Goods and Services Switzerland 0.52781
LYONDELLBASELL INDUSTRIES Chemicals USA 0.52272
STELLANTIS Automobiles and Parts Italy 0.51924
DOW Industrial Goods and Services USA 0.49138
1Based on the last periodic review implementation