The correct answer is: "the Great War"
World War I, that took place between 1914 and 1918, was the first conflict in history that, although it started in Europe, ocurred at a global scale. At the time it was denominated "the Great War" and defined as the "war to end all wars", becoming the most destructive and deadliest that had ever taken place in the world.
Of course, some years later the denomination was obsolete because the impressive size of WWI was overturned by WWII.