I can't speak about Canada but I seriously doubt that social mobility is higher in Europe. Again, you can't generalize. It may be far easier to move from a class to another in Germany than for example Italy or France.
e.g. https://www.oecd.org/eco/growth/NERO-22-June-2015-income-ine...
http://wrap.warwick.ac.uk/81/1/WRAP_Naylor_twerp_781.pdf
Mobility is lower in the U.S. than in the U.K., where it is lower again compared to t he Nordic countries. Persis- tence is greatest in the tails of the distributions and tends to be particularly high in the upper tails: though in the U.S. this is reversed with a particularl y high likelihood that sons of the poorest fathers will remain in the lowest earnings quintile . This is a challenge to the popu- lar notion of ’American exceptionalism’.