Summary
WCMI
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 24.39% Volatility 19.23% Sharpe 0.85
Official loaded data — not a live quote.

FIRST TRUST WCM INTERNATIONAL EQUITY ETF

Symbol: WCMI

Exchange: NYSE

Sector: Technology

Category: Foreign Large Growth

Inception date: 31/03/2020

Latest date: 21/07/2026

Current price: $19.28

Expense ratio: 0.85%

Assets under management
$1.6B
1.15% 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

-2.93%

Ann. -47.28% (Sharpe / Sortino numerator)

Volatility

31.24%

Sharpe ratio

-1.630

VaR 95%

-3.21%

CVaR 95%: -3.29%
Max drawdown: -9.23%
Sortino ratio: -3.093
Calmar ratio: -5.12

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

6.19%

Ann. -8.62% (Sharpe / Sortino numerator)

Volatility

23.28%

Sharpe ratio

-0.526

VaR 95%

-2.32%

CVaR 95%: -2.88%
Max drawdown: -12.49%
Sortino ratio: -0.873
Calmar ratio: -0.69

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

7.67%

Ann. -0.86% (Sharpe / Sortino numerator)

Volatility

20.11%

Sharpe ratio

-0.223

VaR 95%

-2.13%

CVaR 95%: -2.77%
Max drawdown: -12.49%
Sortino ratio: -0.347
Calmar ratio: -0.07

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

24.39%

Ann. 19.93% (Sharpe / Sortino numerator)

Volatility

19.23%

Sharpe ratio

0.848

VaR 95%

-1.69%

CVaR 95%: -2.74%
Max drawdown: -12.49%
Sortino ratio: 1.190
Calmar ratio: 1.60

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

40.48%

Ann. 20.51% (Sharpe / Sortino numerator)

Volatility

18.62%

Sharpe ratio

0.908

VaR 95%

-1.62%

CVaR 95%: -2.48%
Max drawdown: -12.79%
Sortino ratio: 1.390
Calmar ratio: 1.60

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: 21/07/2025 - 21/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.095%

Best day

5.0%

08/04/2026
Worst day

-3.675%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $19.06 $19.28 $19.01 $19.28 525,600
20/07/2026 $18.99 $19.02 $18.77 $18.77 604,100
17/07/2026 $18.67 $18.96 $18.61 $18.84 933,700
16/07/2026 $19.11 $19.18 $19.00 $19.02 983,900
15/07/2026 $19.40 $19.48 $19.22 $19.39 1,577,000
14/07/2026 $19.45 $19.49 $19.33 $19.35 596,900
13/07/2026 $19.40 $19.45 $19.23 $19.27 773,100
10/07/2026 $19.52 $19.67 $19.45 $19.61 894,400
09/07/2026 $19.53 $19.61 $19.46 $19.52 393,400
08/07/2026 $19.21 $19.45 $19.13 $19.42 574,300