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
SXGSRR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0269119266
Last Value
725.93
-8.37 (-1.14%)
As of CET
Week to Week Change
-0.48%
52 Week Change
37.21%
Year to Date Change
24.92%
Daily Low
725.93
Daily High
725.93
52 Week Low
523.25 — 17 Oct 2025
52 Week High
735.12 — 26 Aug 2026
Top 10 Components
| ING GRP | NL |
| AL SYDBANK | DK |
| UNICAJA BANCO S.A. | ES |
| ABN AMRO BANK | NL |
| COSMO ENERGY HLDGS | JP |
| YANGZIJIANG SHIPBUILDING | SG |
| UNIPOL ASSICURAZIONI | IT |
| CAIXABANK | ES |
| WHARF REIC | HK |
| HSBC | GB |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$900.07
+10.68
1Y Return
14.89%
1Y Volatility
0.12%
STOXX® Europe 600 - EUR (Price Return)
€641.93
+6.48
1Y Return
16.00%
1Y Volatility
0.12%
STOXX® USA 500 - USD (Price Return)
$597.86
+9.11
1Y Return
14.84%
1Y Volatility
0.13%
EURO STOXX 50® - EUR (Price Return)
€6318.2
+82.00
1Y Return
16.10%
1Y Volatility
0.16%
DAX - EUR (Gross Return)
€25304.06
-412.65
1Y Return
7.55%
1Y Volatility
0.16%