STRASMORE/EXPLORE 2,170 QUERIES

The major index ETFs over the past week

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 2026-08-25, from Weekly Market Recap: The Week in Numbers.

as of ranking 4×4read in context →
The major index ETFs over the past week — 4 rows by 4 columns, computed from US exchange, SIP and OPRA data.
index_etfweek_return_pctweek_startweek_end
S&P 500 (SPY)-0.66Aug 18Aug 24
Nasdaq 100 (QQQ)-1.94Aug 18Aug 24
Dow (DIA)0.06Aug 18Aug 24
Russell 2000 (IWM)-1.5Aug 18Aug 24
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 The major index ETFs over the past week, derived from the stored result.
ColumnTypeRangeNotes
index_etf text 4 distinct values
week_return_pct number -1.94 to 0.06 percent
week_start text 1 distinct value (Aug 18)
week_end text 1 distinct value (Aug 24)

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 
WITH sess AS (
    SELECT ticker, toDate(toTimeZone(window_start, 'America/New_York')) AS d,
        argMin(toFloat64(open), toTimeZone(window_start, 'America/New_York')) AS o,
        argMax(toFloat64(close), toTimeZone(window_start, 'America/New_York')) AS c
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
      AND window_start >= now() - INTERVAL 12 DAY AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
    GROUP BY ticker, d
),
wk AS (SELECT ticker, argMin(o, d) AS wo, argMax(c, d) AS wc, min(d) AS d0, max(d) AS d1
       FROM sess WHERE d >= (SELECT max(d) FROM sess) - 6 GROUP BY ticker)
SELECT multiIf(ticker = 'SPY', 'S&P 500 (SPY)', ticker = 'QQQ', 'Nasdaq 100 (QQQ)', ticker = 'DIA', 'Dow (DIA)', 'Russell 2000 (IWM)') AS index_etf,
    round((wc / wo - 1) * 100, 2) AS week_return_pct,
    (SELECT formatDateTime(min(d0), '%b %e') FROM wk) AS week_start,
    (SELECT formatDateTime(max(d1), '%b %e') FROM wk) AS week_end
FROM wk
ORDER BY multiIf(ticker = 'SPY', 0, ticker = 'QQQ', 1, ticker = 'DIA', 2, 3)

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 analysisWeekly Market Recap: The Week in Numbers
The eleven S&P 500 sectors over the past week ranking 11×2 → Where the volume went: most dollars traded over the past week ranking 8×2 → Biggest stock losers over the past week ranking 7×3 → Biggest stock gainers over the past week ranking 7×3 → Daily market breadth: advancers vs decliners each session (names trading $500M+) series 5×3 → Annualized volatility vs total return, 25 large caps, calmest to wildest (~2 years) ranking 25×3 → See all 2,170 queries →