Trailing year distribution rate, price change, and approximate total return

Name: Trailing year distribution rate, price change, and approximate total return
Creator: Strasmore
Published: 2026-09-20
License: https://www.strasmore.com/terms/

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 2026-09-20, from Return of Capital in ETF Distributions.

as of 2026-09-20 ranking 7×4read in context →

Trailing year distribution rate, price change, and approximate total return — 7 rows by 4 columns, computed 2026-09-20 from US exchange, SIP and OPRA data.
ticker	distribution_rate_pct	price_change_pct	approx_total_return_pct
QYLD	12.6	9.5	22
RYLD	12.3	4	16.3
JEPQ	12	6.4	18.4
XYLD	11	6.2	17.3
JEPI	8.1	-1.2	6.9
SCHD	3.8	23.8	27.7
SPY	1.2	16.8	18

Rows × columns: 7 × 4
Computed: 2026-09-20
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 Trailing year distribution rate, price change, and approximate total return, derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	7 distinct values (JEPI, JEPQ, QYLD…)
`distribution_rate_pct`	number	1.2 to 12.6	percent
`price_change_pct`	number	-1.2 to 23.8	percent
`approx_total_return_pct`	number	6.9 to 27.7	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 2026-09-20, 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 divs AS
(
    SELECT
        ticker,
        sum(cash_amount) AS paid_12m
    FROM
    (
        SELECT
            ticker,
            ex_dividend_date,
            toFloat64(max(cash_amount)) AS cash_amount
        FROM global_markets.stocks_dividends
        WHERE ticker IN ('JEPI', 'JEPQ', 'QYLD', 'XYLD', 'RYLD', 'SCHD', 'SPY')
          AND ex_dividend_date >= today() - 373
          AND ex_dividend_date <  today() - 5
        GROUP BY ticker, ex_dividend_date
    )
    GROUP BY ticker
),
px AS
(
    SELECT
        ticker,
        toFloat64(argMin(close, window_start)) AS price_then,
        toFloat64(argMax(close, window_start)) AS price_now
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('JEPI', 'JEPQ', 'QYLD', 'XYLD', 'RYLD', 'SCHD', 'SPY')
      AND (
            (window_start >= now() - INTERVAL 375 DAY AND window_start < now() - INTERVAL 368 DAY)
         OR (window_start >= now() - INTERVAL 9 DAY   AND window_start < now() - INTERVAL 2 DAY)
          )
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
    GROUP BY ticker
)
SELECT
    px.ticker                                                          AS ticker,
    round(100 * divs.paid_12m / px.price_then, 1)                      AS distribution_rate_pct,
    round(100 * (px.price_now / px.price_then - 1), 1)                 AS price_change_pct,
    round(100 * ((px.price_now + divs.paid_12m) / px.price_then - 1), 1) AS approx_total_return_pct
FROM px
INNER JOIN divs ON divs.ticker = px.ticker
ORDER BY distribution_rate_pct DESC

SQL to run

WITH divs AS
(
    SELECT
        ticker,
        sum(cash_amount) AS paid_12m
    FROM
    (
        SELECT
            ticker,
            ex_dividend_date,
            toFloat64(max(cash_amount)) AS cash_amount
        FROM global_markets.stocks_dividends
        WHERE ticker IN ('JEPI', 'JEPQ', 'QYLD', 'XYLD', 'RYLD', 'SCHD', 'SPY')
          AND ex_dividend_date >= today() - 373
          AND ex_dividend_date <  today() - 5
        GROUP BY ticker, ex_dividend_date
    )
    GROUP BY ticker
),
px AS
(
    SELECT
        ticker,
        toFloat64(argMin(close, window_start)) AS price_then,
        toFloat64(argMax(close, window_start)) AS price_now
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('JEPI', 'JEPQ', 'QYLD', 'XYLD', 'RYLD', 'SCHD', 'SPY')
      AND (
            (window_start >= now() - INTERVAL 375 DAY AND window_start < now() - INTERVAL 368 DAY)
         OR (window_start >= now() - INTERVAL 9 DAY   AND window_start < now() - INTERVAL 2 DAY)
          )
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
    GROUP BY ticker
)
SELECT
    px.ticker                                                          AS ticker,
    round(100 * divs.paid_12m / px.price_then, 1)                      AS distribution_rate_pct,
    round(100 * (px.price_now / px.price_then - 1), 1)                 AS price_change_pct,
    round(100 * ((px.price_now + divs.paid_12m) / px.price_then - 1), 1) AS approx_total_return_pct
FROM px
INNER JOIN divs ON divs.ticker = px.ticker
ORDER BY distribution_rate_pct DESC

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