Aside from the missing object in the method call, that creates an array element per row. The OP wants an array element per column.

I suppose you could fix it afterwards using something like

use Algorithm::Loops qw( MapCar );

my @data = MapCar { [ @_ ] }
           @{ $sth->fetchall_arrayref() };
[download]

Note that using selectall_arrayref saves you from calling execute and even prepare if you so desire.

use Algorithm::Loops qw( MapCar );

my @data = MapCar { [ @_ ] }
           @{ $dbh->selectall_arrayref($sth_or_sql) };
[download]