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
SXNSRGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0269111867
Last Value
764.4
-0.10 (-0.01%)
As of CET
Week to Week Change
0.42%
52 Week Change
35.73%
Year to Date Change
13.65%
Daily Low
764.4
Daily High
764.4
52 Week Low
563.16 — 23 Apr 2025
52 Week High
767.32 — 21 Apr 2026
Top 10 Components
| PNC Financial Services Group I | US |
| Simon Property Group Inc. | US |
| Suncor Energy Inc. | CA |
| U.S. Bancorp | US |
| PROLOGIS INC. | US |
| Truist Financial Corp | US |
| Principal Financial Group Inc. | US |
| Chevron Corp. | US |
| Fifth Third Bancorp | US |
| MetLife Inc. | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$834.45
-0.96
1Y Return
27.15%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€611.75
-2.45
1Y Return
17.96%
1Y Volatility
0.12%
STOXX® USA 500 - USD (Price Return)
$546.93
-2.47
1Y Return
28.45%
1Y Volatility
0.13%
EURO STOXX 50® - EUR (Price Return)
€5878.77
-15.96
1Y Return
14.93%
1Y Volatility
0.15%
DAX - EUR (Gross Return)
€24155.45
-39.45
1Y Return
9.48%
1Y Volatility
0.16%