The only way to do that is to trace your family lines through records. I've done the DNA testing (mtDNA and Family Finder through Family Tree DNA). The FF (Family Finder) test is an autosomal test that is supposed to be across all lines. The mtDNA tests I've taken isn't at a level that can tell very much about ethnicity though. If I paid for testing beyond the 2 levels (HRV1 & HRV2) that I've done so far, the results should supposedly be able to pinpoint ethnicity in much more detail. Unfortunately, I can't afford an upgrade to do that. I'd much rather spend my money on my research.
Through research, I've found much more information about my family's ethnic makeup. I know the majority of my lines originated in what is now Germany and the areas that are now Great Britain and Northern Ireland. That is to be expected, though, since I live in the U.S. There is always the family story that certain lines have some sort of Native American connection for which I've found only 1 record for 1 line to remotely support such a story (I feel that was a record keeper's mistake).
I would urge you to follow the paper trail of your family. The records will tell you the story of your family (as another member here recently said, possibly on another board or thread). That story will be filled with more interesting facts and knowledge about your family than you could ever get from DNA testing.