You could figure that cost, I suppose, market by market, if you pick up a Wall Street Journal, Investor’s Business Daily (or even a comprehensive listing online somewhere, though I don’t think I’ve ever run across one) and just add up the closing share prices of all the listed shares. Of course, you might start with the New York Stock Exchange, then NASDAQ (or vice versa, or maybe the Toronto or Vancouver exchanges in your case), and then find listings for the various companies listed on all foreign exchanges as well and do the same thing there. Somewhere along the way you’d want to make sure that you weren’t listing companies twice, by their “common” and “preferred” stocks, and by their domestic and all foreign listings, as well as some foreign stocks that trade in the USA, too.
I don’t think you’d need to worry so much about avoiding stocks like Berkshire Hathaway and other holding companies, since they are also companies in their own right, with management interested in their own profits as well as the companies they hold from time to time. However, there are stocks that are not “holding companies” but more like mutual funds, though traded as common stock. I’m thinking of one that I used to own many years ago, sold on the NYSE, and called “The India Fund”. It’s a market basket of various Indian company stocks, traded under “IFN” on the NYSE. That closed today at around $20 per share. I’m not sure how it’s made up any more; I doubt that it follows the model that you’re proposing. (No one would, since the valuations are all over the map, as you’ve just seen.)
Of course, you’d also need to be aware of currency valuations, since you can’t buy stocks in Paris, for example, with US or Canadian $.
I’ve never even looked at Japanese or Chinese markets, so I have no feel for them at all. (Not much for the European markets, for that matter.)
I think it would end up costing you on the order of $500 K or more. (Berkshire Hathaway closed today at around $175,000 per share, so that’s going to be a hugely weighted stock in your portfolio.)
So… here you go so you can get started. Let me know how it turns out.