STRASMORE/EXPLORE 2,170 QUERIES

Q2 2026 returns for the four index ETFs, with Q1 recomputed live for contrast

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 2026-07-16, from Market Recap: Q2 2026.

as of ranking 4×4read in context →
Q2 2026 returns for the four index ETFs, with Q1 recomputed live for contrast — 4 rows by 4 columns, computed from US exchange, SIP and OPRA data.
tickerq2_return_pctq1_return_pctq2_close
DIA12.1-3.9522.28
IWM20.20.1300.42
QQQ26.5-6.9735.76
SPY14.1-5.2746.32
Rows × columns
4 × 4
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Q2 2026 returns for the four index ETFs, with Q1 recomputed live for contrast, derived from the stored result.
ColumnTypeRangeNotes
ticker text 4 distinct values (DIA, IWM, QQQ…)
q2_return_pct number 12.1 to 26.5 percent
q1_return_pct number -6.9 to 0.1 percent
q2_close number 300.42 to 746.32 US dollars

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.

the exact SQL behind every number 
SELECT ticker,
    round((argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-06-30') AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959)
         / argMinIf(toFloat64(open), window_start, toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2026-04-01') AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) - 1) * 100, 1) AS q2_return_pct,
    round((argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-03-31') AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959)
         / argMinIf(toFloat64(open), window_start, toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2026-01-01') AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) - 1) * 100, 1) AS q1_return_pct,
    round(argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-06-30') AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959), 2) AS q2_close
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
  AND window_start >= toDateTime('2026-01-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
GROUP BY ticker
ORDER BY ticker

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The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisMarket Recap: Q2 2026
Q2 regular-hours dollar volume, whole tape (one reused-symbol listing excluded pending entity verification) ranking 8×3 → Q2 month by month: April, May, June (SPY and QQQ, recomputed identically) ranking 6×4 → Listings, splits, and ex-dividend events by month through the quarter ranking 3×4 → The 2s10s spread and the 10-year through Q2, daily table 63×3 → Every second quarter on the tape: SPY and QQQ, recomputed identically by year (session counts shown) table 40×4 → SPY median quoted spread on one labeled sample session per month of the quarter (second Wednesdays) series 3×4 → See all 2,170 queries →