According to this article, Sweden's per capita infection rate is far lower than Denmark and the Netherlands, and slightly higher than Norway and Finland. Compare that to population density: (numbers from Wikipedia)
Netherlands: 521/km²
Denmark: 137/km²
Sweden: 25/km²
Finland: 16/km²
Norway: 14/km²
Not so coincidentally in my opinion, Sweden has a far lower population density than Denmark and the Netherlands, and slightly higher than Norway and Finland.