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PAYHTrueShares S&P Autocallable High Income ETF

Stay safeGet incomeNewRanked #238 of 340 in this goal

Generate high monthly income while reducing downside risk.

By TrueShares · Launched 2025

Annual Cost

0.74%

#3,625 of 5,562 · average

Fund Size

$29M

#4,085 of 5,562 · small

Dividend YieldGoal

Track Record

6 months

#5,134 of 5,562 · young

Performance

Total-return NAV · USD
Growth of $10,000
$10,777+7.8%

Total-return NAV, USD. Net of fund fees, before tax.

Classification

How Beacon categorizes this fund

Asset class

Alternative

Strategy

Option income

Index tracked

Autocallable Index

What it actually holds

By weight

Concentration

Top 4 holdings = 101.4% of fundconcentrated

STATE STREET INSTITUTIONAL US
95.0%
Treasury Bill
6.7%
Morgan Stanley
-0.0%
Morgan Stanley
-0.3%

Asset allocation

Cash
44.6%
Bonds
40.5%
Other
14.8%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
N/A
Max drawdown
-16.3%Moderate

Worst peak-to-trough loss

Sharpe (3Y)
Unavailable

Needs 3+ years of history

Sortino (3Y)
Not yet

Needs 3+ years of history

Where to buy

Listing

Exchange
Cboe BZX

Full fund details

Objective
Generate high monthly income while reducing downside risk.
Strategy
Actively managed ETF investing at least 80% in U.S. Treasuries, cash, and unfunded total return swaps for exposure to the Autocallable Index, which tracks a synthetic portfolio of autocallable notes linked to a custom volatility index.
Inception date
December 29, 2025
Fund family
TrueShares

Our take

Structural notes on how this fund behaves. Read our guide on the 6 warning signs.

Covered call
Warning

Covered call ETF — yield ≠ total return

The high distribution yield is not free income — it comes from selling upside via call options. Research finds these strategies systematically underperform their underlying index over full cycles, typically by 100–300 basis points per year depending on the option-overlay design. The monthly distributions make the shortfall hard to see in return summaries.

Source: Israelov & Ndong, 'A Devil's Bargain: When Generating Income Undermines Investment Returns' (NDVR, 2023)

Why we flagged this: strategy=option_income + option_income_strategy

Educational analysis of structural product characteristics. Not investment advice. Always read the fund prospectus and consult a qualified advisor before investing. More

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Data updated on 2026-06-20