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
299.72
+4.65 (+1.58%)
As of CET
Week to Week Change
3.72%
52 Week Change
10.46%
Year to Date Change
3.75%
Daily Low
295.65
Daily High
300.36
52 Week Low
231.94 — 8 Apr 2025
52 Week High
299.72 — 14 Jan 2026
Top 10 Components
| Philip Morris International In | US |
| NUTRIEN | CA |
| Manulife Financial Corp. | CA |
| Darden Restaurants Inc. | US |
| Suncor Energy Inc. | CA |
| Archer Daniels Midland Co. | US |
| Bristol-Myers Squibb Co. | US |
| Merck & Co. Inc. | US |
| Eversource Energy | US |
| Simon Property Group Inc. | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$816.64
-0.37
1Y Return
19.15%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€614.38
-0.19
1Y Return
17.28%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$533.73
-0.20
1Y Return
14.58%
1Y Volatility
0.19%
EURO STOXX 50® - EUR (Price Return)
€6029.45
-11.69
1Y Return
16.75%
1Y Volatility
0.17%
DAX - EUR (Total Return)
€25297.13
-55.26
1Y Return
20.52%
1Y Volatility
0.18%