About and method

Derivative Income ETFs tracks every payout from option-income ETFs: covered-call, put-writing and 0DTE funds from YieldMax, Roundhill, Defiance, NEOS, JPMorgan, Global X, Goldman Sachs, Amplify, REX, Kurv, GraniteShares, First Trust, Simplify and iShares.

Who writes it

Matthew Rhodes, former sell-side analyst and financial journalist, publishing as Aseity Research. Also on X and Seeking Alpha.

Where the data comes from

• Payouts: each issuer's website and data files, checked through the day.
• Tax character: the funds' Section 19(a) notices, read as published.
• Holdings and fund facts: issuers' daily holdings and distribution files.
• Prices and total return: daily closing prices adjusted for splits and payouts.
• Closures, launches and strategy changes: SEC filings and changes in each fund's holdings.

How to read the numbers

Yield at this rate repeats the latest payout for a year and divides by the latest price. It is not a forecast: these payouts change, often every time.

Total return counts the payouts reinvested and the change in share price together. It is the closest measure of how a holder did.

Return of capital is a tax classification the fund estimates in its Section 19(a) notice. It usually lowers your cost basis rather than being taxed as income in the year paid. It is not a measure of a fund's performance, estimates can change, and the final figures are on Form 1099-DIV.

Corrections

If a figure looks wrong, message @highdividendetf and we will check it against the source.

For information only. Not investment, tax or legal advice. Past payouts do not predict future ones.