Summary
WCMI
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 25.89% 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: 02/06/2026

Current price: $19.54

Expense ratio: 0.85%

Assets under management
$1.3B
0.31% 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

5.51%

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

8.74%

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

19.55%

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

25.89%

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

42.02%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.098%

Best day

5.0%

08/04/2026
Worst day

-3.345%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $19.48 $19.59 $19.48 $19.54 448,500
01/06/2026 $19.22 $19.53 $19.16 $19.45 824,300
29/05/2026 $19.14 $19.22 $19.05 $19.16 619,500
28/05/2026 $18.90 $19.16 $18.86 $19.10 882,200
27/05/2026 $19.09 $19.11 $18.94 $19.03 382,500
26/05/2026 $19.23 $19.23 $19.13 $19.19 571,800
22/05/2026 $18.92 $18.99 $18.84 $18.90 266,700
21/05/2026 $18.71 $19.05 $18.68 $18.96 850,600
20/05/2026 $18.59 $18.81 $18.50 $18.71 264,400
19/05/2026 $18.41 $18.58 $18.33 $18.40 410,200