It depends on the level of the data granularity. You might get it for free if you are asking for daily opening/closing. You may have to pay if you want anything better than daily. It's not cheap unless you narrow down the retrieving period and ticks.
For daily historic price, try yahoo or google finance.
One problem with a world stock index is that they are denominated in USD, so you are actually charting a "world and currency index" which is fine, if that's what you wanted.
Swap the currency and the charts look quite different.
