When a community faces a collective risk, individuals may seek to first protect themselves before contributing to efforts to protect the wider community. In the context of climate change, for example, governments may prioritise local adaptation over global mitigation efforts. We investigate this trade-off between private and collective solutions with an adapted version of a public good game (the collective-risk social dilemma) conducted in more than 30 countries. Groups are made up of four individuals who become rich or poor on account of merit or luck, depending on the treatment. We find that different causes of wealth result in different beliefs about what is fair; but do not influence contributions towards private vs. collective solutions. Rich players exhibit stronger preferences for private solutions, while poor players consistently contribute a higher proportion of their wealth towards the collective solution.