It's an interesting name. I'm not keen on it, but it would be a good fit for a sci-fi or possibly a magic-based world not so dissimilar to Harry Potter.
I'd advise to use it only on TV/Film rather than in book though. It has potential to be a case of Hermione, but unlike Harry Potter, it's unlikely a massive film franchise would follow to correct mass-wrong-interpretation. That is, unless you directly address pronunciation issues within the text itself in an organic way (eg the girl is being bullied for the "Ugliana" or they keep on calling her "Juliana")
To me the oo sounds unfinished, similar to my view on Xanthe (as opposed to my preferred Zanthia). To me Ulyana needs a letter like the J in Juliana to propel it forward and make it sound more natural to my ears.
Though I understand this view could wildly differ from language to language