Regions instead of MSCI World

Hi, I've had the idea for a while now instead of relying on one MSCI World, whose weighting I can't change, to instead rely on several region ETFs. Specifically, I have in mind the combination of S&P500, Stoxx Europe 600 and Nikkei 225. This means that the 3 core financial markets are covered in a manageable portfolio and I can adjust the weighting as desired. I realize that this requires a little more effort than with an MSCI World. I'm also missing some side wars