They have a very low crime rate, several times lower than the white average. There was a study on this, and Swedish-Americans and Norwegian-Americans commit crime at about the same rate as Swedes and Norwegians, which is to say, not often.
The population was effectively self-selected for those ambitious enough to emigrate, and in many areas, tame a new frontier and/or start businesses. They were then dumped in an environment highly supportive to it (cheap land and natural resources, rapid technical advancement providing huge vistas of economic opportunity) That probably has a significant ripple effect for a few generations. (The "Grandpa had to swim across the Atlantic and learn English and sweep floors to get started, so he's going to ride his kids to make sure they get the most of their education" pattern)
On the other hand, I suspect there's some toxic counterfactors in that; the celebration of bootstrap-pullers tends to encourage "I've got mine" attitudes and may end up underserving parts of the community that would benefit from more social support and community services.
I did manage to dredge this link up, which says that in 1973, Minnesota had the lowest high school drop-out rate in the nation, and the third-lowest crime after Iowa and Maine.
http://news.minnesota.publicradio.org/features/2003/08/12_cu...
Which is no smoking gun, but is suggestive. I'm sure someone could do a deep dive on academic literature in criminology and turn it up, but it won't be me I'm afraid.