Anyone can advise on building my on index using bloomberg?

Hi,

I am looking at the retail industry and I am trying to build my own index using bloomberg terminal by creating a table that shows** historical P/E comparison of traditional retail **(department stores, CVS, hypermarkets etc.) **players vs. online retail **(e-commerce, homeshopping, etc.) **players, across different countries.
**

The issue is, while bloomberg and other existing index (MSCI, etc.) have a sub-level index for retail industry, none of them separate further into tradtional vs. online.

I was actually quite surprised that none of them provided this, despite the recent exponential growth of the e-commerce industry.

What would be the best way to build this? Do some index actually provide this pre-built, by different countires, and am I just missing them?

Or should I just make one manually by myself? but the issue with manually creating one myself is that I would be only certain about the country I am currently based in,,,, and would have very limited knowledge on which ones should be categorized as 'traditional' vs 'online' and which years they should start being included in the index, etc....