Summary
The STOXX North America Sharpe Ratio 50 index includes stocks from the STOXX North America 600 that have the highest Sharpe ratios. The index excludes those with low dividend yields and low liquidity, selects 50 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
SXNSRGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0269111826
Last Value
910.51
+7.41 (+0.82%)
As of CET
Week to Week Change
1.45%
52 Week Change
28.89%
Year to Date Change
17.05%
Daily Low
910.51
Daily High
910.51
52 Week Low
700.86 — 25 Jun 2025
52 Week High
910.51 — 21 May 2026
Top 10 Components
| Suncor Energy Inc. | CA |
| Principal Financial Group Inc. | US |
| Simon Property Group Inc. | US |
| PNC Financial Services Group I | US |
| MetLife Inc. | US |
| PROLOGIS INC. | US |
| T. Rowe Price Group Inc. | US |
| U.S. Bancorp | US |
| Truist Financial Corp | US |
| Archer Daniels Midland Co. | US |
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Low
High
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