The novel coronavirus SARS-CoV-2, commonly referred to as COVID-19, triggered the global pandemic. Although the nature of the international spread of infection is an important issue, extracting diffusion networks from observations is challenging because of its inherent complexity. In this paper, we investigate the process of infection worldwide, including time delays, based on global infection case data collected from January 3, 2020 to December 31, 2022. We approach the data with a complex Hilbert principal component analysis, which can consider not only the concurrent relationships between elements, but also the leading and lagging relationships. Then, we examine the interactions among countries by considering six factors: geography, population, GDP, stringency of countermeasures, vaccination rates, and government type. The results show two primary trends occurring in 2020 and in 2021-2022 and they interchange with each other. Specifically, European, highly populated, and democratic countries, i.e., countries with high mobility rates, show leading trends in 2020. In contrast, African and nondemocratic countries show leading trends in 2021-2022, followed by countries with high vaccination rates and advanced countermeasures. The results reveal that, although factors that increase infection risk lead to certain trends at the beginning of the pandemic, these trends dynamically changes over time due to socioeconomic factors, especially the introduction of countermeasures. The findings suggest that international efforts to promote countermeasures in developing countries can contribute to pandemic containment.