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
SXNSRV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0269111842
Last Value
691.07
-4.49 (-0.65%)
As of CET
Week to Week Change
0.49%
52 Week Change
31.38%
Year to Date Change
25.07%
Daily Low
691.07
Daily High
691.07
52 Week Low
507.26 — 10 Oct 2025
52 Week High
700.95 — 24 Aug 2026
Top 10 Components
| ABBVIE | US |
| Chevron Corp. | US |
| Amgen Inc. | US |
| Genuine Parts Co. | US |
| Bristol-Myers Squibb Co. | US |
| Regions Financial Corp. | US |
| T. Rowe Price Group Inc. | US |
| KeyCorp | US |
| Altria Group Inc. | US |
| Fifth Third Bancorp | US |
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