New Derivative Income ETFs Aren't Worth the Risks -- Barrons.com

Dow Jones14:00

By Lewis Braham

Imagine being offered an 80% yield on an exchange-traded fund tied to the performance of Hims & Hers Health, a distributor of erectile-dysfunction and other drugs. You might be tempted by the ETF's big payout even if your returns end up, well, soft.

Such are the promises and perils of ETFs like YieldMax HIMS Option Income Strategy. Categorized as derivative income funds by Morningstar, these funds use options to generate income from an individual stock or a diversified, often indexed, portfolio.

The single-stock ones like YieldMax HIMS have become increasingly popular thanks to their high payouts -- but they can be quite volatile. Since its September 2025 inception, the HIMS ETF is down 59.6%, payout included, according to Morningstar. That's only slightly better than Hims & Hers stock's minus 64.8%.

More than 100 such derivative-income ETFs have launched in the past 12 months and over 200 in the past three years. Many are the single-stock kind. The largest of that newer subgroup is the $1.3 billion YieldMax NVDA Option Income Strategy, tied to Nvidia stock, though there are bigger diversified ETFs, such as the $44 billion JPMorgan Equity Premium Income, which launched in 2020.

The differences between the diversified ETFs and the single-stock ones are night and day, volatility-wise. In the past year, the S&P 500 has had a relative standard deviation -- a measure of volatility -- of 10.3% compared with the JPMorgan ETF's 7.6%. The YieldMax Nvidia ETF has a deviation of 28%. Yet it also has a 45.9% yield compared with JPMorgan's 8.5%, and, like Nvidia itself, strong performance, up 53.2% in the past year, just behind Nvidia's own 60.7%.

But given the risks, why own these single-stock ETFs instead of the stocks directly? Michael Khouw, a YieldMax strategist, says he has seen two kinds of investors in the ETFs. The first is "very tactical," looking to make a trade where they collect the income from the fund's options volatility premium and then sell. "Maybe they think [the volatility is] too elevated, and are expressing a view."

Understanding the effect of volatility on options pricing is essential for understanding the strategy. Every option has an "implied volatility" based on what investors think the volatility of its underlying stock will be in the future. The higher its implied volatility, the more expensive the option will be. Investors who sell, or "write," a call option to buy a stock will collect a greater price, or "options premium, " on the most volatile stocks.

With these ETFs, that collected premium is paid out as income. A tactical short-term investor might be able to buy a YieldMax ETF, receive a high payout, then sell the ETF even if the stock's return ends up being flat. The option's implied volatility is too high, given how the underlying stock ultimately behaves.

Still, that's a narrow use case for sophisticated traders. The other kind of investors Khouw sees are "people who have a general view about an underlying asset, but perhaps they're a little bit more risk-averse." Besides selling calls on a stock for the premiums, these ETFs are also buying calls at a higher strike price for the stock so that investors can capture 70% to 80% of the stock's upside, Khouw says. This is what is known as a "covered-call spread" strategy.

But this latter group of investors isn't getting much downside protection. The strategy is "very risky," says Zachary Evens, a manager research analyst at Morningstar, and investors might not fully understand what they're in for with the YieldMax NVDA ETF. "They might see the headline yield figure and think, 'I'm getting exposure to Nvidia's upside, and I'm getting income.' But that's not true. [The ETF] effectively trades Nvidia's upside for distributable income." Investors won't earn the same annual return of Nvidia stock, even if the ETF's income payments compensate for that.

That ETF also has a 1.09% expense ratio. It's cheaper to buy Nvidia stock directly.

Write to editors@barrons.com

This content was created by Barron's, which is operated by Dow Jones & Co. Barron's is published independently from Dow Jones Newswires and The Wall Street Journal.

 

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April 08, 2026 02:00 ET (06:00 GMT)

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