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
SXGSRL
Calculation
Realtime
Dissemination Period
09:00-22:30 CET
ISIN
CH0269119050
Last Value
243.24
-1.19 (-0.49%)
As of CET
Week to Week Change
1.27%
52 Week Change
27.84%
Year to Date Change
11.08%
Daily Low
242.3
Daily High
244.54
52 Week Low
189.62 — 1 Aug 2025
52 Week High
244.43 — 16 Jul 2026
Top 10 Components
| ING GRP | NL |
| CAIXABANK | ES |
| HSBC | GB |
| UNICAJA BANCO S.A. | ES |
| UNIPOL ASSICURAZIONI | IT |
| AL SYDBANK | DK |
| ABN AMRO BANK | NL |
| Daiwa Securities Group Inc. | JP |
| Edison International | US |
| RANDSTAD | NL |
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Low
High
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