Summary
WCME
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 24.27% Volatility 21.03% Sharpe 0.95
Official loaded data — not a live quote.

FIRST TRUST WCM DEVELOPING WORLD EQUITY ETF

Symbol: WCME

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 31/03/2020

Latest date: 11/06/2026

Current price: $19.15

Expense ratio: 0.95%

Assets under management
$36.0M
3.16% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-2.49%

Ann. -65.62% (Sharpe / Sortino numerator)

Volatility

36.15%

Sharpe ratio

-1.916

VaR 95%

-3.76%

CVaR 95%: -4.30%
Max drawdown: -8.98%
Sortino ratio: -3.193
Calmar ratio: -7.31

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.36%

Ann. -16.14% (Sharpe / Sortino numerator)

Volatility

26.54%

Sharpe ratio

-0.745

VaR 95%

-2.97%

CVaR 95%: -3.70%
Max drawdown: -15.64%
Sortino ratio: -1.090
Calmar ratio: -1.03

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

11.16%

Ann. -5.55% (Sharpe / Sortino numerator)

Volatility

22.72%

Sharpe ratio

-0.404

VaR 95%

-2.66%

CVaR 95%: -3.49%
Max drawdown: -15.64%
Sortino ratio: -0.559
Calmar ratio: -0.35

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

24.27%

Ann. 23.51% (Sharpe / Sortino numerator)

Volatility

21.03%

Sharpe ratio

0.945

VaR 95%

-1.75%

CVaR 95%: -3.30%
Max drawdown: -15.64%
Sortino ratio: 1.179
Calmar ratio: 1.50

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

36.18%

Ann. 21.24% (Sharpe / Sortino numerator)

Volatility

20.24%

Sharpe ratio

0.871

VaR 95%

-1.68%

CVaR 95%: -2.91%
Max drawdown: -15.64%
Sortino ratio: 1.199
Calmar ratio: 1.36

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.096%

Best day

5.203%

11/06/2026
Worst day

-6.405%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $18.56 $19.15 $18.56 $19.15 2,600
10/06/2026 $18.57 $18.57 $18.16 $18.20 10,000
09/06/2026 $18.81 $18.81 $18.10 $18.51 3,200
08/06/2026 $18.62 $18.62 $18.50 $18.52 6,900
05/06/2026 $18.94 $18.94 $18.41 $18.41 8,500
04/06/2026 $19.41 $19.71 $19.41 $19.67 2,900
03/06/2026 $19.99 $19.99 $17.81 $19.79 29,800
02/06/2026 $20.10 $20.29 $20.10 $20.27 6,700
01/06/2026 $19.90 $20.21 $19.90 $20.13 6,000
29/05/2026 $19.81 $19.88 $19.77 $19.83 13,300