Ultraluminous X-ray sources (ULXs) are the most extreme among X-ray binaries, reaching luminosities 100 times the Eddington luminosity limit of a compact object. The recent, groundbreaking, discoveries of coherent pulsations, cyclotron lines and powerful winds in a substantial fraction of ULXs with high-quality data showed that these are mainly powered by neutron stars and stellar-mass black holes accreting well above their Eddington limit. ULX winds, found with high-resolution X-ray spectrometers, carry a huge amount of power owing to their relativistic speeds (0.1-0.3c). They are able to significantly affect the interstellar medium, likely producing the 100 pc superbubbles observed around many ULXs, and regulate matter accretion onto the compact objects. The study of ULX winds therefore enables us to understand 1) how fast can compact objects grow and 2) how strong is their feedback onto the surrounding medium at high accretion rates. This is also relevant for supermassive black holes at their peak of growth. I will provide an overview on this phenomenology, highlight recent, exciting, results and underline the role of future missions.