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
785.52
-3.14 (-0.40%)
As of CET
Week to Week Change
-0.85%
52 Week Change
29.50%
Year to Date Change
16.79%
Daily Low
785.52
Daily High
785.52
52 Week Low
599.23 — 25 Jun 2025
52 Week High
792.29 — 4 Jun 2026
Top 10 Components
| Principal Financial Group Inc. | US |
| Simon Property Group Inc. | US |
| CVS HEALTH CORP. | US |
| MetLife Inc. | US |
| PNC Financial Services Group I | US |
| Archer Daniels Midland Co. | US |
| PROLOGIS INC. | US |
| T. Rowe Price Group Inc. | US |
| U.S. Bancorp | US |
| Fifth Third Bancorp | US |
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