Climate change could exacerbate extreme climate events. This study investigated the global and continental representations of fourteen multisectoral climate indices during the historical (1979–2014), near future (2025–2060) and far future (2065–2100) periods under two emission scenarios, in eleven Coupled Model Intercomparison Project (CMIP) General Circulation Models (GCM). We ranked the GCMs based on five metrics centred on their temporal and spatial performances. Most models followed the reference pattern during the historical period. MPI-ESM ranked best in replicating the daily precipitation intensity (DPI) in Africa, while CANESM5 GCM ranked first in heatwave index (HI), maximum consecutive dry days (MCCD). Across the different continents, MPI-LR GCM performed best in replicating the DPI, except in Africa. The model ranks could provide valuable information when selecting appropriate GCM ensembles when focusing on climate extremes. A global evaluation of the multi-index causal effects for the various indices shows that the dry spell total length (DSTL) was the most crucial index modulating the MCCD for all continents. Also, most indices exhibited a positive climate change signal from the historical to the future. Therefore, it is crucial to design appropriate strategies to strengthen resilience to extreme climatic events while mitigating greenhouse gas emissions.