Taking AA batteries as an example, the Duracell Plus (aka Copper Top) are an alkaline manganese battery with a nominal voltage of 1.5V, they weigh 23.8g and have a capacity of 2,850mAh. Duracell Ultra is also an alkaline manganese battery also with a nominal voltage of 1.5V. They weigh 24.4g and have a capacity of about 3,200mAh. This capacity their datasheet doesn't provide as a listed figure, but I've estimated it from a logarithmic graph. It would seem then that Ultra do hold more energy in them, even if it is marginal.
As to where I got this data from, don't ask!