Since the Covered Call ETF is a relatively new invention, the selection of available ETFs to buy shares in is still pretty limited. At the time of writing, most of the ETFs are heavily focused on the U.S market or the Canadian market (or both), but there are exceptions and the world-wide interest in ETFs is definitely growing by the day. 
There is for instance Horizons Enhanced Income International Equity ETF, which focuses on large capitalization international, non-North American companies. This ETF invests primarily in equity and equity-related securities of companies that are amongst the largest (by market capitalization) and most liquid non-North American based issuers on the Toronto Stock Exchange, the New York Stock Exchange and the Nasdaq Stock Market.
Best covered call ETFs focused on North America
At the time of writing, these are some of the best North America-focused ETFs (based on historical returns for investors):
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BWV – iPath CBOE S&P 500 BuyWrite Index ETN |
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DPO – Dow 30 Enhanced Premium & Income |
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FXF – First Asset Covered Call ETF on Canadian Financials sector |
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HEE – Horizons AlphaPro Enhanced Income Energy ETF |
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HEF – Horizons AlphaPro Enhanced Income Financials ETF |
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HEP – Horizons AlphaPro Enhanced Income Gold Producers ETF |
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HEX – Horizons AlphaPro Enhanced Income Equity ETF |
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HNY – Horizons AlphaPro Covered Call on natural gas |
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HOY – Horizons AlphaPro Covered Call on crude oil |
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HZY – Horizons AlphaPro Covered Call on silver |
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LCM – Advent/Claymore Enhanced Growth & Income Fund |
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LXF – First Asset Covered Call ETF on S&P TSX60 |
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MXF – First Asset Covered Call ETF on Canadian Materials sector |
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OXF – First Asset Covered Call ETF on Canadian Energy sector |
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PBP – PowerShares S&P 500 BuyWrite Portfolio |
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ZWA – BMO Covered Call Dow Jones Industrial Average |
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ZWB – BMO Covered Call Canadian Banks ETF |