This specification describes the data as published on Oct 21, 2026, covering 376 funds. Rebuilt every trading night.
Income ETF methodology
What is covered, where each figure comes from, how it is worked out, and what it cannot tell you. Check any of it yourself.
Scope
376 option-income ETFs. Each has a prospectus strategy of earning income by writing options: covered call, buy-write, put-write or synthetic exposure. A high yield alone does not put a fund here.
Each fund is measured against its benchmark: the index, fund or company its filings say its options are written on; else the broad index its shareholder report names; else its own holdings. Each page names it.
Sources
Every source behind these figures, what it provides, and how often it is read
| Source | What it provides | Read | Spec |
|---|---|---|---|
| Tiingo end-of-day | Daily close, adjusted close, distributions and split factors | Every trading night | document ↗ |
| Rule 19a-1 notices | The issuer’s own estimate of how much of a distribution was return of capital | On publication | document ↗ |
| Nasdaq and issuer calendars | Declared ex-dividend and pay dates | Every trading night | · |
| SEC Form N-PORT | Filed holdings, used for the look-through and for net assets | On filing | document ↗ |
| Prospectus XBRL | Expense ratio | Weekly | · |
Definitions and method
Price change with every distribution reinvested on its ex-date, from Tiingo adjusted closes over the window. It shows what a holder ended up with, so ETFIQ leads with it, not yield.
Distributions with an ex-date inside the window, divided by the fund price at the window’s start. This is cash received, not return. A fund can pay a lot of cash and still lose money, and several income ETFs do.
The fund’s total return minus the benchmark’s over the same days, in percentage points. Both reinvest distributions.
The latest distribution times the fund’s payout frequency, divided by today’s price. Frequency comes from the spacing of past ex-dates, not the fund’s name. A wrong frequency would scale the figure wrongly.
The issuer’s Rule 19a-1 estimate of how much of a distribution was return of capital, carried for 376 funds where a notice was published. It is an estimate made before the fund year closes, and a tax label. It does not measure erosion.
Window conventions
A window shows only when the fund has the full history. A fund a few days short of a year shows since launch, with its launch date. Both sides of a comparison cover the same days.
What is checked every night
What this cannot tell you
How to check any of this
Every published figure is free as JSON on the open data page. Use ETFIQ's figures with attribution and the as-of date. Issuer data stays under its owner's terms. Independent code recomputes every number nightly from the raw sources, and the statistics page shows the result. Errors are listed on the corrections page.
A figure marked ETFIQ is one ETFIQ computed. Every other figure is the issuer’s or the exchange’s, and is labeled that way.
Cite this pageCitation, APA and Markdown
ETFIQ, Income ETF methodology, data as of Oct 21, 2026. https://etfiq.com/methodology/income
ETFIQ. (Oct 21, 2026). Income ETF methodology. Retrieved from https://etfiq.com/methodology/income
[Income ETF methodology (ETFIQ, Oct 21, 2026)](https://etfiq.com/methodology/income)
Free to use with attribution for figures ETFIQ computes; issuer data stays under its owner's terms. The underlying files are at Open data.