STRASMORE/EXPLORE 2,170 QUERIES

Sector ETFs, full-week change: July 24 close vs July 17 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 2026-08-12, from Market Recap: Week of July 20, 2026.

as of ranking 11×3read in context →
Sector ETFs, full-week change: July 24 close vs July 17 close — 11 rows by 3 columns, computed from US exchange, SIP and OPRA data.
sectorweek_pctpoints_behind_best
Energy3.330
Utilities2.50.83
Industrials1.781.55
Materials1.471.86
Real Estate1.122.21
Health Care0.912.42
Technology0.183.15
Financials0.133.2
Staples-1.274.6
Communications-3.967.29
Consumer Discretionary-5.28.53
Rows × columns
11 × 3
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 Sector ETFs, full-week change: July 24 close vs July 17 close, derived from the stored result.
ColumnTypeRangeNotes
sector text 11 distinct values
week_pct number -5.2 to 3.33 percent
points_behind_best number 0 to 8.53

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 sector, week_pct, round(max(week_pct) OVER () - week_pct, 2) AS points_behind_best
FROM (
    SELECT multiIf(ticker = 'XLK', 'Technology', ticker = 'XLC', 'Communications', ticker = 'XLE', 'Energy',
                   ticker = 'XLF', 'Financials', ticker = 'XLI', 'Industrials', ticker = 'XLB', 'Materials',
                   ticker = 'XLP', 'Staples', ticker = 'XLRE', 'Real Estate', ticker = 'XLU', 'Utilities',
                   ticker = 'XLV', 'Health Care', 'Consumer Discretionary') AS sector,
           round((cw / cp - 1) * 100, 2) AS week_pct
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start < '2026-07-18 00:00:00') AS cp,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-24 13:30:00') AS cw
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker IN ('XLB', 'XLC', 'XLE', 'XLF', 'XLI', 'XLK', 'XLP', 'XLRE', 'XLU', 'XLV', 'XLY')
          AND ((window_start >= '2026-07-17 13:30:00' AND window_start < '2026-07-17 20:00:00')
            OR (window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-24 20:00:00'))
        GROUP BY ticker
        HAVING cp > 0 AND cw > 0
    )
)
ORDER BY week_pct DESC

Run your own version of this

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: Week of July 20, 2026
Top names by regular-hours dollar volume, full week July 20-24 ranking 8×3 Weekly movers: ten biggest gainers and decliners, regular-hours closes, $5M+ traded, splits excluded table 20×6 Treasury curve by session, July 17 print through July 24 series 6×6 SPY median quoted spread and NBBO updates per session, regular hours, July 20-24 series 5×5 SPY by session: close, change, and share volume, July 20-24 series 5×4 Options contracts, same-day share, and call share by session, July 20-24 series 5×5 See all 2,170 queries →