payout_cadence
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 2026-09-24, from weekly-dividend-etfs-explained.
| ticker | ex_dates_12m | avg_days_between |
|---|---|---|
| QLDY | 103 | 3.5 |
| SATA | 78 | 3.9 |
| ULTY | 54 | 6.8 |
| CHPY | 53 | 7 |
| GPTY | 53 | 7 |
| IWMY | 53 | 7 |
| LFGY | 53 | 7 |
| QDTE | 53 | 7 |
| QDTY | 53 | 7 |
| QQQY | 53 | 7 |
| RDTE | 53 | 7 |
| RDTY | 53 | 7 |
- Rows × columns
- 12 × 3
- 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 | 12 distinct values (CHPY, GPTY, IWMY…) | |
ex_dates_12m |
number | 53 to 103 | |
avg_days_between |
number | 3.5 to 7 |
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,
count() AS ex_dates_12m,
round(dateDiff('day', min(ex_dividend_date), max(ex_dividend_date)) / (count() - 1), 1) AS avg_days_between
FROM
(
SELECT DISTINCT
ticker,
ex_dividend_date
FROM global_markets.stocks_dividends
WHERE ex_dividend_date >= today() - 365
AND ex_dividend_date <= today()
AND ticker NOT IN ('SPCX')
)
GROUP BY ticker
HAVING ex_dates_12m >= 40
ORDER BY ex_dates_12m DESC, ticker ASC
LIMIT 12
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