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
324.41
+0.77 (+0.24%)
As of CET
Week to Week Change
0.90%
52 Week Change
30.94%
Year to Date Change
12.30%
Daily Low
322.25
Daily High
325.69
52 Week Low
247.76 — 22 Apr 2025
52 Week High
324.41 — 17 Apr 2026
Top 10 Components
| Simon Property Group Inc. | US |
| PNC Financial Services Group I | US |
| U.S. Bancorp | US |
| PROLOGIS INC. | US |
| Suncor Energy Inc. | CA |
| Principal Financial Group Inc. | US |
| MetLife Inc. | US |
| Truist Financial Corp | US |
| Fifth Third Bancorp | US |
| T. Rowe Price Group Inc. | US |
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