Integration is more than work and school: It consists of socio-political participation as well. Even without citizen's rights, migrants have an opinion on whether they 'have a say' in the host or dominant society. This expression -- having a say -- is emblematic, because it is a well-known survey question, also used in the Program for the International Assessment of Adult Competencies (PIAAC). For this article, the authors choose Austria, Canada, Germany, Israel and the USA to analyse variables on political efficacy and volunteering as indicators for socio-political participation. Using post-colonial and multiple literacy approaches, the authors examine whether migrants and language minorities feel heard. Findings show that first-generation migrants in four countries feel low political efficacy and are excluded from volunteering. However, when taking literacy proficiency into consideration, many effects for political efficacy disappear. For large language minorities, however, controlling for literacy has no effect on their socio-political exclusion.