The primary function of most umbrellas is marketing.

If you want an umbrella that works better on (slightly) windy days you’re going to want one with a dome that covers further down over your head and is transparent, so you can see through it. These don’t break as easily in the wind, but of course any umbrella works like a sail.

There’s also asymmetrical umbrellas made specifically for windy weather. I have no experience with those, but they look cool.