Apparently, yes. We also call it "la grande guerre".
I heard that Clinton got a little more votes than Trump by mere numbers, actually (but Trump won because of your complicated system whereby some states count more than others or something).
Same in Canada.In America, I've only seen it in history books and jokes, like if someone's making a joke about a time traveler who went to the present:
"So, what happens after the Great War?"
"You mean World War I?"