Where five broad-market ETFs sit inside their own 52-week range
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-10-08, from Stocks at 52-Week Highs and Lows.
| label | pct_below_high | pct_above_low | ytd_return_pct |
|---|---|---|---|
| S&P 500 (SPY) | 0.24 | 23 | 14 |
| Nasdaq 100 (QQQ) | 0.25 | 35.7 | 23.3 |
| S&P 500 equal weight (RSP) | 5.46 | 15.6 | 9.9 |
| Dow 30 (DIA) | 5.86 | 13.2 | 6.3 |
| Russell 2000 (IWM) | 8.98 | 21.2 | 12.8 |
- Rows × columns
- 5 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
label |
text | 5 distinct values | |
pct_below_high |
number | 0.24 to 8.98 | percent |
pct_above_low |
number | 13.2 to 35.7 | percent |
ytd_return_pct |
number | 6.3 to 23.3 | percent |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
WITH last_session AS (
SELECT max(date) AS d FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY' AND date >= today() - 12 AND date < today()
),
daily AS (
SELECT ticker, date AS dt, toFloat64(close) AS c
FROM global_markets.stocks_daily_aggs
WHERE date < today()
AND ticker IN ('SPY', 'QQQ', 'DIA', 'IWM', 'RSP')
AND date > (SELECT d FROM last_session) - 365
),
ranged AS (
SELECT ticker,
argMax(c, dt) AS last_close,
max(c) AS hi,
min(c) AS lo,
argMaxIf(c, dt, dt <= toDate('2025-12-31')) AS base_close,
count() AS n_sessions,
min(dt) AS first_dt,
max(dt) AS last_dt
FROM daily
GROUP BY ticker
HAVING n_sessions >= 200
AND countIf(dt <= toDate('2025-12-31')) > 0
AND last_dt = (SELECT d FROM last_session)
AND first_dt <= (SELECT d FROM last_session) - 350
)
SELECT multiIf(ticker = 'SPY', 'S&P 500 (SPY)',
ticker = 'QQQ', 'Nasdaq 100 (QQQ)',
ticker = 'DIA', 'Dow 30 (DIA)',
ticker = 'RSP', 'S&P 500 equal weight (RSP)',
'Russell 2000 (IWM)') AS label,
round((1 - last_close / hi) * 100, 2) AS pct_below_high,
round((last_close / lo - 1) * 100, 1) AS pct_above_low,
round((last_close / base_close - 1) * 100, 1) AS ytd_return_pct
FROM ranged
ORDER BY pct_below_high ASC
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