Looking at the data lists, I do not see "Rule The World" on MODX or Montage. On Montage, I see "Rule The Earth" (Perf #2162). "Rule The Earth" is part of the latest update where Montage was updated to include all of the Motif XF Performances. If you want to add "Rule the Earth" to MODX today - there's a Motif XF sound library that was available for Montage users to add Motif XF Performances prior to the firmware update. This could be used on MODX.

If "Rule The World" is really it - I'm having a hard time finding that as factory presets in either keyboard by using documentation.

Go to the corporate Yamaha.com site and navigate to the MODX product page, as if looking for information on the MODX...
By doing this you can click on the product specific ‘Download’ link to view all items for the MODX.
At the bottom of the list is “Other Downloads” — this is the Motif XF Performance Data for the MODX

Download and unzip the file... move to USB stick and load to your MODX. This includes the Motif XF Performances

The MONTAGE has all 2143 MODX Performances (there are no Performances unique to the MODX), plus the MONTAGE has the 512 Motif XF Performances (total 2655)... which includes “Rule the Earth”... a classic rock shuffle.
“Everybody Wants to Rule the World” is the 1985 hit by the group Tears for Fears... a classic rock shuffle. (Can’t believe that was 33, almost 34 years ago, yikes!!!)

Can’t believe that was 33, almost 34 years ago, yikes!!!

Seen on a T-shirt:

I thought getting old would take longer.