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I would like to build a portfolio from MSCI (or other index suppliers') market capitalization indices using ETFs. The portfolio should follow the relative size of the gross domestic product as closely as possible and not the countrys' relative shares in the market capitalization (the MSCI standard approach). So I need to re-weight by combining different MSCI indices (ETFs). But to achieve this I need the weights for each country's contribution in the market capitalization of the MSCI indices.

Now my problem is that on the fact sheet of e.g. the MSCI world (see, for example, developed markets factsheet), there is an 'other' category in the weights. I cannot see the weights for countries with smaller shares in the MSCI index than 3.3% (Switzerland). The countries subsumed in this category make up for 15.01% of capital in the index which is not negligible.

Does anybody know how to obtain the weights for countries within the 'other' category for the MSCI world and other MSCI indices?

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    Try THIS from this Stack post. May 14, 2020 at 20:25
  • @BobBaerker Thanks, but... am I missing something or is this just showing the companies, and not the countries? Are you suggesting I need to match each company to a country somehow manually?
    – tomka
    May 14, 2020 at 22:07
  • I'm not suggesting anything since I don't know the answer. If the info in the link is not helpful, please disregard it. May 14, 2020 at 22:09
  • @BobBaerker I see. It is helpful in the sense that it gives the weights by companies and I would need the same table for countries.
    – tomka
    May 15, 2020 at 13:46

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