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
SXNSRR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0269069776
Last Value
709.68
+2.17 (+0.31%)
As of CET
Week to Week Change
1.67%
52 Week Change
5.06%
Year to Date Change
11.05%
Daily Low
709.68
Daily High
709.68
52 Week Low
540.64 — 8 Apr 2025
52 Week High
709.6799 — 18 Feb 2026
Top 10 Components
| Philip Morris International In | US |
| Suncor Energy Inc. | CA |
| NUTRIEN | CA |
| Canadian Natural Resources Ltd | CA |
| Williams Cos. | US |
| Bristol-Myers Squibb Co. | US |
| Darden Restaurants Inc. | US |
| Merck & Co. Inc. | US |
| Manulife Financial Corp. | CA |
| Simon Property Group Inc. | US |
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Low
High
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