Summary
The STOXX Global Sharpe Ratio 100 index includes stocks from the STOXX Global 1800 that have the highest Sharpe ratios. The index excludes those with low dividend yields and low liquidity, selects 100 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
SXGSRGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0269119076
Last Value
570.26
-2.40 (-0.42%)
As of CET
Week to Week Change
1.66%
52 Week Change
40.99%
Year to Date Change
42.64%
Daily Low
570.26
Daily High
570.26
52 Week Low
380.99 — 7 Apr 2025
52 Week High
572.66 — 11 Dec 2025
Top 10 Components
| MAPFRE | ES |
| HSBC | GB |
| KBC GRP | BE |
| ABN AMRO BANK | NL |
| BANCA MEDIOLANUM | IT |
| Holcim | CH |
| TENARIS | IT |
| AZIMUT HLDG | IT |
| ORLEN | PL |
| INTESA SANPAOLO | IT |
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Low
High
Featured indices
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-1.04
1Y Return
14.75%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€581.26
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1Y Return
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1Y Volatility
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STOXX® USA 500 - USD (Price Return)
$524.21
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1Y Volatility
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EURO STOXX 50® - EUR (Price Return)
€5733.04
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DAX - EUR (Total Return)
€24126.66
+39.33
1Y Return
19.17%
1Y Volatility
0.18%