Not quite sure what you mean. (1) A multilingual thesaurus of genetically unrelated languages? or (2) a thesaurus that has entries of roots for genetically related languages. I know of neither online. Meyer-Lübke's etymological dictionary of Romance languages has entries organized by root (with all known cognates listed in the entry), an alphabetically index that points at the root entries, and a small semasiological dictionary (i.e., a thesaurus) which again points you at the roots. A medium to large sized college library should have it, though it's written in German.