CoinMeta data: According to Crypto News Flash, the annualized dividend yield of high-yielding ETF exceeds 60%, which seems very attractive at first glance. However, in the rapidly growing options market ETF, this ratio may differ significantly from investors' expectations for traditional dividend earnings. Ultra Option Income Strategy ETF ( ULTY ) announced a weekly dividend of $0.3016 per share, with an annualized dividend yield of 60.50%. The latest announcement from Yieldmax indicates that the methods for calculating the dividend yield and SEC yield may lead to misunderstandings regarding the fund's performance. Yieldmax warns that dividends may include capital gains (ROC), which does not necessarily mean that the fund has suffered corresponding investment losses. Investors should pay attention to the composition of the dividends and their impact on the net asset value of the fund.