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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
18:00-18:00 CET
ISIN
CH0269119068
Last Value
358.23 +0.96 (+0.27%)
As of 10:15 pm CET
Week to Week Change
2.00%
52 Week Change
23.87%
Year to Date Change
8.82%
Daily Low
358.23
Daily High
358.23
52 Week Low
274.1931 May 2023
52 Week High
358.2317 May 2024

Top 10 Components

BNP PARIBAS FR
PHILIPS NL
NATWEST GROUP GB
UNIPOL GRUPPO IT
BANKINTER ES
AGL Energy Ltd. AU
OMV AT
BCO SABADELL ES
VENTIA SERVICES GROUP AU
Suncor Energy Inc. CA
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