Beach umbrellas must be made with the highest levels of UV protection.
It is common for most shelters to now to have SPF 125, so you should not expect anything less. This will provide your family with 99% UV protection from the sun. Check that the top cover has an added UV and heat reflective sheet to lower the temperature.
The second most important consideration is that it has blow through capability, so that the wind on the beach will not catch it and take it away. This feature leaves a small gap in the fabric, so that any wind will be able to pass through it.
The pole assembly for all beach shelters must be heavy duty while being lightweight, typically under 10 lbs, and should also be made with a metal tilt mechanism.
Some umbrellas have a pull string to allow the user to easily open them.
Finally, for truly sturdy umbrella, go for a model with a grip handle or a stepping rest, so it is easy to push into the sand. This is particularly useful if the ground is hard and it is a large beach umbrella. All beach shelters nowadays should come with a pointy end to allow easy placement of the pole into the sand.