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
SXNSRL
Calculation
Realtime
Dissemination Period
09:00-22:30 CET
ISIN
CH0269111818
Last Value
312.62
-0.40 (-0.13%)
As of CET
Week to Week Change
0.72%
52 Week Change
16.41%
Year to Date Change
8.21%
Daily Low
311.23
Daily High
312.89
52 Week Low
231.94 — 8 Apr 2025
52 Week High
322.87 — 20 Feb 2026
Top 10 Components
| Chevron Corp. | US |
| Suncor Energy Inc. | CA |
| EOG Resources Inc. | US |
| Archer Daniels Midland Co. | US |
| PNC Financial Services Group I | US |
| Simon Property Group Inc. | US |
| ABBVIE | US |
| PROLOGIS INC. | US |
| Eversource Energy | US |
| Bristol-Myers Squibb Co. | US |
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