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
341.44
-1.77 (-0.52%)
As of CET
Week to Week Change
0.93%
52 Week Change
24.74%
Year to Date Change
18.19%
Daily Low
340.55
Daily High
342.37
52 Week Low
268.5299 — 20 Nov 2025
52 Week High
360.52 — 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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