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
SXNSRGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0269111867
Last Value
841.82
+22.26 (+2.72%)
As of CET
Week to Week Change
2.82%
52 Week Change
32.88%
Year to Date Change
25.16%
Daily Low
841.82
Daily High
841.82
52 Week Low
621.25 — 4 Nov 2025
52 Week High
859.08 — 24 Aug 2026
Top 10 Components
| Chevron Corp. | US |
| Keurig Dr Pepper | US |
| RESTAURANT BRANDS INTL | CA |
| Altria Group Inc. | US |
| Eversource Energy | US |
| TOURMALINE OIL | CA |
| Philip Morris International In | US |
| Darden Restaurants Inc. | US |
| Crown Castle | US |
| KRAFT HEINZ COMPANY | US |
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Low
High
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