In this paper we study the multicast routing problem in all-optical WDM networks with sparse splitting capacity. This problem have been attracted a lot of attentions by the researchers worldwide due to its challenges and interest. Most of the work makes use of light-trees (or light-forests) to solve the problem. The objective focuses mainly on minimizing the network resources, e.g. the maximum number of wavelengths (the link stress), the number of wavelength channels used (the total cost), or the end-to-end delay from the source to the destinations (the delay). However, archiving multiple objectives is not trivial. For this reason, we propose a comparative study of the most known algorithms and introduce a new one which can provide a good trade-off among those three criteria. Simulation results and comparison point out that our proposal produces multicast light-forests with the lowest link stress, low total cost and a low end-to-end delay among considered algorithms. Especially, our proposal is more advantageous in dense networks, and/or with a large multicast group size in comparison to the classical algorithms.