Sector ETFs, full-week change: July 10 close vs July 2 close
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 2026-07-26, from Market Recap: Week of July 6, 2026.
| ticker | week_pct |
|---|---|
| XLB | -2.1 |
| XLE | 3.5 |
| XLF | 0.2 |
| XLI | -1.1 |
| XLK | 2.9 |
| XLP | -1 |
| XLRE | -0.5 |
| XLU | -0.8 |
| XLV | -1.8 |
| XLY | 0.1 |
- Rows × columns
- 10 × 2
- 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 |
|---|---|---|---|
ticker |
text | 10 distinct values (XLB, XLE, XLF…) | |
week_pct |
number | -2.1 to 3.5 | 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.
SELECT ticker, round((cw / cp - 1) * 100, 1) AS week_pct
FROM (
SELECT ticker,
toFloat64(argMaxIf(close, window_start, window_start < '2026-07-03 00:00:00')) AS cp,
toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00')) AS cw
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('XLB', 'XLE', 'XLF', 'XLI', 'XLK', 'XLP', 'XLRE', 'XLU', 'XLV', 'XLY')
AND ((window_start >= '2026-07-02 13:30:00' AND window_start < '2026-07-02 20:00:00')
OR (window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00'))
GROUP BY ticker
)
ORDER BY ticker
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