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
SXNSRP
Calculation
Realtime
Dissemination Period
09:00-22:30 CET
ISIN
CH0269069750
Bloomberg
SXNSRP INDEX
Last Value
389.26
-0.75 (-0.19%)
As of CET
Week to Week Change
0.54%
52 Week Change
23.18%
Year to Date Change
16.49%
Daily Low
388.69
Daily High
392.65
52 Week Low
307.87 — 25 Jun 2025
52 Week High
391.64 — 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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Low
High
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