There were eight countries that remained neutral during WorldWar I: Argentina, Denmark, Netherlands, Norway, Spain, Venezuela, Sweden and Switzerland. There were fourteen countries that remained neutral during World War II: Afghanistan, Andorra, Ireland, Liechtenstein, Monaco, Portugal, San Marino, Saudi Arabia, Spain, Sweden, Switzerland, Turkey, Vatican City, and Yemen.
So, only the following three countries did not participate in either of the world wars: Spain, Sweden, and Switzerland. Is there any coincidence that all three countries start with an “S”? Probably not, but it might be an easy way to remember the answer to the question.