Answer: 

Datastreamís Excel API will allow you to pull data, identifying information as well as company performance, for constituents or the index as a whole. Mergent Onlineís Advanced Search interface allows you can produce a list of constituents for most of the major global indices. After the list is generated, you can create a report that will allow you to compare the companies using selected variables. Also note that some indices and exchanges will list current and historical constituents on their website.