Countries in EAFE index for each year?

[D1984]

I am trying to backtest a modified EAFE/non-US developed index fund that weights all the countries equally and rebalances every year. I have the data for the country returns--or rather, I can get those returns from MSCI once I know which countries were in it each year--for the countries in the EAFE plus Canada as well (since even though it isn't in the EAFE index it is a developed country too).

Does anyone here know where I can find a source for which countries were in the EAFE index each year from 1970 to 2019? I need to know which countries were in said index each year and the total number of countries in it each year. Thank you.

BTW - I did try searching MSCI's website but couldn't find it on there.

[Vil]

Have never through about that (too much of details for me ).
Indeed, quick look on MSCI page does not bring any further information, and the way MSCI EAFE country list is described (one can live under the illusion the list is fixed as the time goes by) :
* Developed Markets countries in the MSCI EAFE Index include: Australia, Austria, Belgium, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, the Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland and the UK.

IMHO there should (must?) be some criteria for what is considered a developed country (ex-US/Canada for the purposes of MSCI EAFE) - either GDP/capita or HDI. For HDI there is a nice list here - http://hdr.undp.org/en/data. Choose HDI in the Dimensions drop down, then in the next (a sort of useless) drop-down that will appear - again choose HDI. On below you will see the list of all countries with their HDI score, starting back from 1990. Hope that helps (a very tiny bit).

[D1984]

Have never through about that (too much of details for me ).
Indeed, quick look on MSCI page does not bring any further information, and the way MSCI EAFE country list is described (one can live under the illusion the list is fixed as the time goes by) :
* Developed Markets countries in the MSCI EAFE Index include: Australia, Austria, Belgium, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, the Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland and the UK.

IMHO there should (must?) be some criteria for what is considered a developed country (ex-US/Canada for the purposes of MSCI EAFE) - either GDP/capita or HDI. For HDI there is a nice list here - http://hdr.undp.org/en/data. Choose HDI in the Dimensions drop down, then in the next (a sort of useless) drop-down that will appear - again choose HDI. On below you will see the list of all countries with their HDI score, starting back from 1990. Hope that helps (a very tiny bit).

Thank you for this reply but there are several issues.

MSCI doesn't use HDI or "developed" status from the World Bank or OECD or UN. Some countries like Taiwan and South Korea that by all rights should be in the MSCI EAFE aren't and are instead classified as emerging markets. Singapore and Hong Kong had to wait several years (or longer IIRC) after being classified as "developed" by HDI and by per-capita GDP before being added to the developed markets index by MSCI.

Two, I already have data back to 1974 for the annual total returns of the equal country weighted EAFE index. Back to 1990 is too little data. I need to know how many countries were on the list each year from 1970 onwards so I can:

A. Compute the returns for 1970, 1971, 1972 and 1973,

and

B. See how much of Canada (since it is not in the EAFE but is indeed an ex-US developed country and has been since long before 1970) I need to add each year to get an average; for instance, if the hypothetical annual total return for a given year for the equal-weighted-by-country EAFE index was, say, 15%, there were (hypothetically speaking) 18 countries in the index that year, and Canada had a return of 16.5% that year, then I would multiply 15 x 18 to get 270, add 16.5 to that 270 to get 286.5, and divide 286.5 by 19 (since there were 18 EAFE countries pus one additional country in the form of Canada for a total of 19 countries) to get 15.079% return for the equal weighted ex-US developed country index for said year. This is why I need to know the amount of countries in the index each year.

Maybe I shall contact MSCI via email directly and see if they can send me a list?

The reason I am compiling hypothetical index data on this is to compare it to the regular cap-weighted MSCI "EAFE+ Canada" one.....when you see the full results you will see why (hint: there is one huge reason the EAFE underperformed the US index from 1989 to the mid-2000s....the equal weighted by country index pretty much negates this reason and from what I can tell over the whole period I have data for so far--which is 1974 to 2019--the equal-weighted by country index actually came very close return-wise to the US one! ); if this index had been made into a fund it likely would've beaten 90% or 95% of the active international funds out there even before costs/taxes and would've clobbered the regular EAFE index (or VDMIX or VGTSX had they existed that far back); just from the data starting in 1974 to year-end 2019 you'd have roughly twice as much from investing in this index as from investing in the EAFE!