See what your fund actually adds

First Trust WCM International Equity ETF WCMI

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

WCMI compared with its replication portfolio
MeasureWCMIReplication
Annualized growth8.4%6.0%
Annualized volatility16.0%16.3%
Sharpe ratio0.590.44
Maximum drawdown26.4%31.1%
Replication fit (R²)0.89 · Tracking error 5.3%

Replication portfolio

The published portfolio below is the investable basket used to model WCMI’s historical return behavior.

WCMI replication basket weights
TickerBuilding blockWeight
EFGIntl · Growth61.1%
VWOEmerging Markets14.9%
XLFSector · Financials10.5%
EFVIntl · Value10.4%
VEAIntl · Developed3.0%