ULTY
YieldMax Ultra Option Income Strategy ETF
2026-07-09
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ARCX · Active · options-income
ULTY
YieldMax Ultra Option Income Strategy ETF
Tidal Investments LLC
Verdict
PASS
Weighted score · 2.45 / 5
AUM
$786M
assets under mgmt
Avg Volume
654K
shares · daily
Distribution
112.5%
Weekly · 87% ROC
Expense Ratio
1.30%
1.40% gross
1Y Return
vs underlying
Sharpe
0.11
Max DD -26.9%
Fund Identity
What it is, who runs it, where it lives.
The Fund's primary investment objective is to seek current income.
ULTY is an actively managed ETF that constructs a portfolio of U.S.-listed equity securities (including common stocks, ETFs, and other ETPs) selected primarily based on implied volatility levels, and simultaneously employs an options portfolio on those underlying securities to generate premium income. The Fund uses various covered options strategies—such as selling calls, credit spreads, diagonal spreads, calendar spreads, cash-secured puts, and collars—on 15–30 underlying securities at a time. It also holds short-term U.S. Treasury securities as collateral and for additional income, and may gain synthetic long exposure via long call / short put combinations.
Ticker
ULTY
Issuer
Tidal Investments LLC
Exchange
ARCX
Inception
2024-02-29 · 2.4 yrs
Mgmt style
Active
Replication
Derivatives (options/futures) combined with direct equity holdings and synthetic long exposure via long call / short put combinations
Index-based
— · S&P 500® Total Return Index (used as broad market comparison only)
Leverage
None
Strategy & Options Mechanics
How the portfolio is built and where the income comes from.
PORTFOLIO
Hybrid
actively managed
OPTIONS OVERLAY
Strategy
Covered calls, credit spreads (call and put), diagonal call spreads, calendar call spreads, cash-secured put selling, collars, and supplemental debit/credit spreads; synthetic long exposure via long calls + short puts
generates income
Underlying
U.S.-listed equity securities and ETFs selected by the Adviser based on implied volatility
income exposure
WEEKLY
112.5%
DIST. RATE
87% ROC
Ordinary Income
Underlying
U.S.-listed equity securities and ETFs selected by the Adviser based on implied volatility
Strategy
Covered calls, credit spreads (call and put), diagonal call spreads, calendar call spreads, cash-secured put selling, collars, and supplemental debit/credit spreads; synthetic long exposure via long calls + short puts
Tax
Ordinary Income
All options strategies employed by the Fund are covered, meaning the Fund holds corresponding positions in the underlying securities (directly or synthetically) or sufficient cash. The Fund rolls options contracts as they expire or are exercised, which contributes to high portfolio turnover. Options premiums received may be classified as income or return of capital depending on the net outcome of each transaction.
Performance & NAV
Total return vs. the underlying, with drawdown context.
NAV HISTORY · JUL '25 – JUL '26
max DD -26.9% $28.88
JUL '25JUL '26
Max DD
-26.9%
Volatility
27.0%
Sharpe
0.11
Sortino
0.15
Calmar
-0.11
Beta
1.27
Flat-NAV reinvestment hurdle
100.0%
Share of each distribution you’d need to reinvest just to hold NAV flat. Higher means more of the yield is your own capital coming back.
1Y vs Underlying
Tracking err.
Yield on cost
16.8%
Distribution & Tax
Where the yield comes from — and how it’s taxed.
Composition · Recent Distribution
87%
ROC
Return of Capital — destructive87%
Net Investment Income13%
Frequency
Weekly
Dist. rate
112.54%
ROC %
87%
30-day SEC
not reported
Consistency
1 w/o cut
YOC · 1yr-ago buyer
520.0%
Tax Treatment — Ordinary Income
ORDINARY INCOME
Distribution Composition (Recent)
87% Return of Capital
ROC is not free money — it lowers your cost basis. When shares are sold, capital gains are computed against the lower basis.
Composition · Narrative
Trailing-quarter return of capital averaged 86.7% of distributions (dollar-weighted across 14 distributions payable 4/2/26–7/2/26). Most recent distribution (7/2/26): 0.0% ROC. Single-week ROC is volatile for option-income funds; the dollar-weighted quarter is the steadier read.
Distribution & Return of Capital
Per-month payout split and the running return-of-capital share · last 9 months.
DIST ($/sh)ROC %
$0.00$0.64$1.28 0%50%100% 2024 ~70% MAY '24AUG '24JUL '25 202420252026
Return of capital ($/sh)
Net investment income ($/sh)
Monthly ROC %
Calendar-year ROC (YTD est.)
Distribution Growth & Schedule
Per-period growth of the payout, the latest schedule, and how long distributions take to repay NAV.
Distribution Growth by Lookback Period
-13.9% 1M -8.4% 3M -29.9% 6M -64.2% 1Y -96.8% 3Y
Latest Distribution Schedule
Record date
2026-07-01
Ex-dividend
2026-07-01
Pay date
Payback Period
0.9 yr
Dist. Since Incep.
$164.6
Holdings & Concentration
Position sizing, top-name weights, and concentration risk.
Sector Mix · Tilt vs S&P 500
No sector feed for this fund.
Holdings
113
Top-10 Wt.
Technical Signal & Liquidity
Moving-average posture and a read on tradability.
Price vs. Moving Averages
$32.6$30.1$27.6$25.1
JUL '25JUL '26
Price $28.88
50-DMA $28.90
200-DMA $28.30
Recent golden cross (bullish)
Price $28.88 is above the 200-day SMA ($28.30); 50-day SMA $28.90. The 50-day SMA recently crossed above the 200-day — a golden cross, traditionally read as a bullish trend signal. Moving-average signals are a timing aid, not a recommendation — weigh them against the distribution profile and framework score.
Liquidity
Avg daily volume
654K
Avg dollar volume
$19,405,237
Bid/ask spread
0.03%
Premium/discount
-0.09%
Turnover
7%
Estimated bid/ask spread ~0.31% (moderate). Average daily dollar volume ~$19.4M (liquid). This spread is a high-low estimate, not a live quote; the issuer's reported median spread and premium/discount to NAV are shown above when available.
Assets Under Management
Trend: Falling. Source: shares×price (Massive, monthly).
AUM ($)
$786M
$13.70B$6.93B$164M
JUN '24JUL '26
SOURCES  Massive market-data API, SEC EDGAR filings, issuer disclosures.
ULTY · 2026-07-07
Prepared by denvereyon
Research aid, not investment advice.