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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
SXGSRV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0269119068
Last Value
355.73 +3.96 (+1.13%)
As of 10:30 pm CET
Week to Week Change
-0.51%
52 Week Change
14.42%
Year to Date Change
3.57%
Daily Low
355.73
Daily High
355.73
52 Week Low
308.4513 Feb 2024
52 Week High
376.3927 Sep 2024

Top 10 Components

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