You're basically stuck if you're reporting to the IRS - can't have it both ways, getting the divi tax credit AND being US domiciled.
Closest you can get would be buying conglomerates, but yeah as LT says you're really going to have to roll your own ETF.
Good news is even ETFs use 'selective sampling' - if you want 20% 'banks' say, you don't need to own RY, TD, BNS, BMO, CM, NA, CWB, LB...- you can probably just pick three (RY, TD, BNS, say).