STOXX GLOBAL SHARPE RATIO 100 Selection List

STOXX GLOBAL SHARPE RATIO 100 Selection List

STOXX GLOBAL SHARPE RATIO 100 Last Updated: 20200918 ISIN Sedol RIC Int.Key Company Name Country Currency Component FF Mcap (BEUR) Rank (FINAL)Rank (PREVIOUS) AU000000MIN4 B17ZL56 MIN.AX B17ZL5 MINERAL RESOURCES AU AUD Y 3 1 AU000000FMG4 6086253 FMG.AX 608625 Fortescue Metals Group Ltd. AU AUD Y 18.7 2 CH0267291224 BVSS671 SRCG.S CH501Z SUNRISE CH CHF Y 3.4 3 GB00B06QFB75 B06QFB7 IGG.L B06QFB IG GRP HLDG GB GBP Y 3.3 4 AU000000JBH7 6702623 JBH.AX 670262 JB Hi-Fi Ltd. AU AUD Y 3.6 5 SE0000862997 7240371 BILL.ST 724037 BILLERUDKORSNAS SE SEK Y 2.6 6 US00287Y1091 B92SR70 ABBV.N US20SG ABBVIE US USD Y 118.2 7 GB00B18V8630 B18V863 PNN.L 082699 PENNON GRP GB GBP Y 4.7 8 LU1072616219 BMTRW10 BMEB.L GB40FA B&M EUROPEAN VALUE RETAIL GB GBP Y 4.5 9 AU0000030678 BYWR0T5 COL.AX AU80Q2 Coles Group AU AUD Y 14.6 10 GB00B02J6398 B02J639 ADML.L 926294 ADMIRAL GRP GB GBP Y 7 11 JE00B5TT1872 B5TT187 CEY.L GB60EB CENTAMIN GB GBP Y 2.7 12 PTEDP0AM0009 4103596 EDP.LS 524918 EDP ENERGIAS DE PORTUGAL PT EUR Y 12 13 AU000000WES1 6948836 WES.AX 694883 Wesfarmers Ltd. AU AUD Y 33.3 14 DE000ENAG999 4942904 EONGn.DE 492752 E.ON DE EUR Y 22.2 15 US5007541064 BYRY499 KHC.OQ US20MA KRAFT HEINZ COMPANY US USD Y 9.5 16 US6937181088 2665861 PCAR.OQ PCAR Paccar Inc. US USD Y 24.8 17 JP3768600003 6414401 1808.T 641440 Haseko Corp. JP JPY Y 3.4 18 IT0003128367 7144569 ENEI.MI 579802 ENEL IT EUR Y 59 19 GB00B1FH8J72 B1FH8J7 SVT.L 079851 SEVERN TRENT GB GBP Y 6.3 20 AU000000RIO1 6220103 RIO.AX 622010 Rio Tinto Ltd. AU AUD Y 22.5 21 GB00B02L3W35 B02L3W3 BKGH.L 009417 BERKELEY GRP HLDG GB GBP Y 6.4 22 GB0007188757 0718875 RIO.L 071887 RIO TINTO GB GBP Y 55.7 23 HK0008011667 6574071 0008.HK 616400 PCCW HK HKD Y 2.1 24 GB00BG49KP99 BG49KP9 BBOXT.L GB70MK TRITAX BIG BOX REIT GB GBP Y 3 25 AU000000MFG4 B015YX4 MFG.AX AU3018 MAGELLAN FINANCIAL GROUP AU AUD Y 5.2 26 DE0008430026 5294121 MUVGn.DE 461075 MUENCHENER RUECK DE EUR Y 33.9 27 NZTELE0001S4 6881436 SPK.NZ 688143 SPARK NEW ZEALAND NZ NZD Y 5 28 GB0007908733 0790873 SSE.L 079087 SCOTTISH & SOUTHERN ENERGY GB GBP Y 14.7 29 US03768E1055 BKRLVD5 APO.N US308X APOLLO GLOBAL MAN.CL.A US USD Y 9.1 30 GB0006043169 0604316 MRW.L 060431 MORRISON (WILLIAM) SUPERMARKGB GBP Y 5.2 31 JP3893600001 6597302 8031.T 659730 Mitsui & Co. Ltd. JP JPY Y 26.3 32 AU0000088338 BM91201 ALD.AX 616150 AMPOL AU AUD Y 4 33 GB00BGXQNP29 BGXQNP2 PHNX.L GB30E8 PHOENIX GROUP HDG. GB GBP Y 4 34 IT0003242622 B01BN57 TRN.MI B01BN5 TERNA IT EUR Y 8.5 35 AU000000EVN4 B3X0F91 EVN.AX AU01JO EVOLUTION MINING AU AUD Y 5.8 36 AU000000BHP4 6144690 BHP.AX 614469 BHP GROUP LTD. AU AUD Y 69.1 37 CH0012142631 7113990 CLN.S 440755 CLARIANT CH CHF Y 4.3 38 GB00BY9D0Y18 BY9D0Y1 DLGD.L GB20NG DIRECT LINE INSURANCE GROUP GB GBP Y 4.5 39 JP3436120004 6309466 8473.T 630946 SBI Holdings Inc. JP JPY Y 4.5 40 FI0009005987 5051252 UPM.HE 505125 UPM KYMMENE FI EUR Y 13.6 41 CH0008742519 5533976 SCMN.S 553397 SWISSCOM CH CHF Y 11.8 42 AU000000AST5 BPXR7J0 AST.AX PA040 AUSNET SERVICES AU AUD Y 2.1 43 SG1DH9000006 BF5GLW6 NETL.SI SG704J NETLINK SG SGD Y 1.7 44 GB00B39J2M42 B39J2M4 UU.L 064623 UNITED UTILITIES GRP GB GBP Y 6.3 45 ES0130960018 7383072 ENAG.MC 738307 ENAGAS ES EUR Y 4.8 46 NL0010773842 BNG8PQ9 NN.AS NL403F NN GROUP NL EUR Y 10.1 47 JP3420600003 6793906 1928.T 679390 Sekisui House Ltd. JP JPY Y 10.7 48 JE00BJ1F3079 BJ1F307 AMCR.N US058Z AMCOR US USD Y 14.6 49 SG1CI9000006 BYYFHZ2 FRAE.SI SG603H FRASERS LOGIST & COM SG SGD Y 2.4 50 AU000000ASX7 6129222 ASX.AX 612922 ASX Ltd. AU AUD Y 10.5 51 JP3165650007 6129277 9437.T 612927 NTT DoCoMo Inc. JP JPY Y 27 52 JP3233250004 BYT8154 7181.T JP60AO JAPAN POST INSURANCE JP JPY Y 2.7 53 JP3463000004 6870445 4502.T 687044 Takeda Pharmaceutical Co. Ltd. JP JPY Y 49.2 54 US7181721090 B2PKRQ3 PM.N U0414 Philip Morris International In US USD Y 103.8 55 AU000000HVN7 6173508 HVN.AX 617350 Harvey Norman Holdings Ltd. AU AUD Y 1.8 56 AU000000MTS0 B0744W4 MTS.AX 624439 Metcash Ltd. AU AUD Y 1.8 57 SG1M77906915 6563875 AEMN.SI 656387 Ascendas Real Estate Investmen SG SGD Y 6 58 GB0008847096 0884709 TSCO.L 088470 TESCO GB GBP Y 24 59 GB0005603997 0560399 LGEN.L 051152 LEGAL & GENERAL GRP GB GBP Y 14.5 60 DE000A1J5RX9 B7VG6L8 O2Dn.DE DE2092 TELEFONICA DEUTSCHLAND DE EUR Y 2.1 61 JP3117700009 BH0VTS2 7167.T JP407J MEBUKI FINANCIAL GROUP JP JPY Y 2.2 62 GB00BDR05C01 BDR05C0 NG.L 024282 NATIONAL GRID GB GBP Y 33.2 63 DE000UNSE018 BZ6CZ43 UN01.DE DE601Y UNIPER DE EUR Y 2.5 64 JP3549600009 6309820 4061.T 630982 Denka Co Ltd JP JPY Y 2.1 65 ES0130670112 5271782 ELE.MC 431536 ENDESA ES EUR Y 7.4 66 AU000000BXB1 B1FJ0C0 BXB.AX 612000 Brambles Ltd. AU AUD Y 10.4 67 DE0005190003 5756029 BMWG.DE 408522 BMW DE EUR Y 19.3 68 KYG960071028 BLLHKZ1 0288.HK HK912D WH GROUP HK HKD Y 7.4 69 US2605571031 BHXCF84 DOW.N US9487 DOW US USD Y 28 70 GB00BH0P3Z91 BH0P3Z9 BHPB.L 005666 BHP GROUP PLC. GB GBP Y 38.5 71 JP3046230003 B07NL19 8967.T B07NL1 JAPAN LOGISTICS FUND JP JPY Y 2 72 GB00BF8Q6K64 BF8Q6K6 SLA.L B16KPT STANDARD LIFE ABERDEEN GB GBP Y 6.1 73 AU000000SKI7 B0T9JZ5 SKI.AX AU2039 SPARK INFRASTRUCTURE GRP AU AUD Y 2.4 74 GB0002634946 0263494 BAES.L 012715 BAE SYSTEMS GB GBP Y 18.7 75 DE0005557508 5842359 DTEGn.DE 511938 DEUTSCHE TELEKOM DE EUR Y 47.8 76 BE0003593044 4177988 COFB.BR 143451 COFINIMMO BE EUR Y 3.2 77 CH0011075394 5983816 ZURN.S 499187 ZURICH INSURANCE GROUP CH CHF Y 46.7 78 US9256521090 BYWH073 VICI.N US8150 VICI PPTYS US USD Y 8.8 79 NL0000360618 B156T57 SBMO.AS 916775 SBM OFFSHORE NL EUR Y 2.1 80 GB0008754136 0875413 TATE.L 087541 TATE & LYLE GB GBP Y 3.6 81 AU000000APA1 6247306 APA.AX 624730 AUSTRALIAN PIPELINE AU AUD Y 6.4 82 JP3502200003 6251448 8601.T 625144 Daiwa Securities Group Inc. JP JPY Y 5.7 83 HK0000608585 BM94GQ4 0017.HK 663376 New World Development Co. Ltd. HK HKD Y 6.2 84 CA1360691010 2170525 CM.TO 217052 Canadian Imperial Bank of Comm CA CAD Y 29.6 85 HK0000179108 BJ3WDZ1 2638.HK HK40EJ HK ELECTRIC INVESTMENTS HK HKD Y 1.9 86 US58463J3041 B0JL5L9 MPW.N US03SH MEDICAL PROPERTIES TRUST US USD Y 8.1 87 SG1U76934819 B1VT035 YAZG.SI PS042 YANGZIJIANG SHIPBUILDING SG SGD Y 1.5 88 FI0009003305 5226038 SAMPO.HE 477319 SAMPO FI EUR Y 17.2 89 US25746U1097 2542049 D.N D Dominion Energy US USD Y 55 90 CA7800871021 2754383 RY.TO RY Royal Bank of Canada CA CAD Y 90.8 91 IT0003153415 7251470 SRG.MI 725147 SNAM RETE GAS IT EUR Y 9 92 JP3304200003 6496584 6301.T 649658 Komatsu Ltd. JP JPY Y 17.7 93 CA87971M1032 2381093 T.TO BCT TELUS CA CAD Y 19.6 94 AU000000SGP0 6850856 SGP.AX 685085 Stockland AU AUD Y 5.8 95 US64110D1046 2630643 NTAP.OQ NTAP NetApp Inc. US USD Y 8.8 96 NL0011872643 BD9PNF2 ASRNL.AS NL604I ASR NEDERLAND NV NL EUR Y 4.1 97 US6687711084 BJN4XN5 NLOK.OQ SYMC NortonLifeLock US USD Y 11.8 98 CH0012214059 7110753 LHN.S 442048 LafargeHolcim CH CHF Y 20.2 99 CH0012138605 7110720 ADEN.S 400702 ADECCO CH CHF Y 7.2 100 US8936411003 B11FJK3 TDG.N TDG TRANSDIGM GROUP US USD 22.4 101 JP3046390005 B0Z6WY0 8984.T JP101A DAIWA HOUSE REIT INVESTMENT JP JPY 4.1 102 GB00BDVZYZ77 BDVZYZ7 RMG.L GB403Y ROYAL MAIL GB GBP 1.7 103 US02209S1033 2692632 MO.N MO Altria Group Inc. US USD 68 104 CA7392391016 2697701 POW.TO POW Power Corp. of Canada CA CAD 9.5 105 DE0008404005 5231485 ALVG.DE 401632 ALLIANZ DE EUR 75.7 106 BE0003797140 7097328 GBLB.BR 439155 GRP BRUXELLES LAMBERT BE EUR 8.3 107 US1567001060 2185046 LUMN.N CTL LUMEN TECHNOLOGIES US USD 8.9 108 NO0010096985 7133608 EQNR.OL 713360 EQUINOR NO NOK 14.3 109 CA82028K2002 2801836 SJRb.TO SCL.B Shaw Communications Inc. Cl B CA CAD 7.7 110 CA29250N1050 2466149 ENB.TO IPL Enbridge Inc. CA CAD 54.2 111 US92343V1044 2090571 VZ.N BEL Verizon Communications Inc. US USD 205.1 112 IT0005211237 BD2Z8S7 IG.MI IT607O ITALGAS IT EUR 2.6 113 GB0000811801 0081180 BDEV.L 008118 BARRATT DEVELOPMENTS GB GBP 6 114 US00123Q1040 BYYHJL8 AGNC.OQ US10L8 AGNC INV CORP US USD 6.6 115 NO0010208051 7751259 YAR.OL 775125 YARA NO NOK 6.1 116 IE00B58JVZ52 B58JVZ5 STX.OQ STX Seagate Technology Inc. US USD 10.5 117 US5178341070 B02T2J7 LVS.N LVS Las Vegas Sands Corp. US USD 14.1 118 AU000000WOR2 6562474 WOR.AX 656247 WORLEY AU AUD 1.9 119 IT0005090300 BZ0P4R4 INWT.MI IT506M INWIT IT EUR 2.6 120 US96145D1054 BYR0914 WRK.N RKT WESTROCK US USD 6.6 121 US4601461035 2465254 IP.N IP International Paper Co.

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