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
SXGSRV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0269119068
Last Value
557.09
-0.86 (-0.15%)
As of CET
Week to Week Change
-1.87%
52 Week Change
37.09%
Year to Date Change
10.89%
Daily Low
557.09
Daily High
557.09
52 Week Low
406.38 — 23 Jun 2025
52 Week High
567.6799 — 16 Jun 2026
Top 10 Components
| Lenovo Group Ltd. | HK |
| ABN AMRO BANK | NL |
| BAWAG GROUP AG | AT |
| BOUYGUES | FR |
| MAPFRE | ES |
| VENTIA SERVICES GROUP | AU |
| STANDARD LIFE | GB |
| SUBSEA7 | NO |
| ING GRP | NL |
| UNIPOL ASSICURAZIONI | IT |
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Low
High
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