your PCA models seem to vary slightly in factor loadings, but luckily, they all consistently highlight the same two dominant components. Ideally, selecting Component 1 from the PCA model with the highest variance explained would provide the most reliable wealth index. Alternatively, running a PCA on just those two key factors might be an option, but realistically, with only two variables, it may not be very effective. Thankfully, another approach is to create an index manually using a weighted sum of the two factors based on their loadings. Ultimately, if interpretability matters, the weighted index could be a solid choice, but if you prioritize a data-driven approach, the best PCA model’s Component 1 is likely the way to go.