Sweden's deaths per capita is neck and neck with the United States and following approximately the same trajectory with no lockdown. It's neither appreciably better nor appreciably worse.
The reason is actually NYC, specifically Cuomo and DiBlasio passing the buck back and forth and doing nothing. If you remove just NYC, the rest of the country is for the most part doing a lot better than Europe.
Both he and Cuomo took way too late to act, and now we're all suffering for it. Cuomo has since at least gotten better, but de Blasio has been terrible throughout.