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Indices

STOXX® Global Sharpe Ratio 100

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.

Symbol
SXGSRR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0269119266
Last Value
453.37 +6.00 (+1.34%)
As of 10:30 pm CET
Week to Week Change
0.98%
52 Week Change
14.35%
Year to Date Change
-0.22%
Daily Low
453.37
Daily High
453.37
52 Week Low
390.1317 Jan 2024
52 Week High
458.1610 Dec 2024

Top 10 Components

VENTIA SERVICES GROUP AU
BAWAG GROUP AG AT
CAIXABANK ES
Harvey Norman Holdings Ltd. AU
UNICREDIT IT
SVENSKA HANDELSBANKEN A SE
BCO SABADELL ES
AVANZA BANK HLDG SE
NATWEST GROUP GB
AGL Energy Ltd. AU
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