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
815.32
+6.15 (+0.76%)
As of CET
Week to Week Change
1.34%
52 Week Change
32.82%
Year to Date Change
27.58%
Daily Low
815.32
Daily High
815.32
52 Week Low
594.21 — 16 Oct 2025
52 Week High
815.74 — 13 Aug 2026
Top 10 Components
| ABBVIE | US |
| Amgen Inc. | US |
| Chevron Corp. | US |
| Bristol-Myers Squibb Co. | US |
| Genuine Parts Co. | US |
| T. Rowe Price Group Inc. | US |
| Regions Financial Corp. | US |
| KeyCorp | US |
| Fifth Third Bancorp | US |
| CITIZENS FINANCIAL GROUP | US |
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Low
High
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