I think it is all EU, at least Italy and Spain have it, since some 10 or 15 years.
But it is - in my experience - essentially an exercise in futility (or if you prefer only some added burocracy).
In practice you are never in a condition when you can choose (both for buying or for renting) among several different but comparable houses with different A-G levels.
Everything "old" is G[1], anything new and "luxury" is A or B, all the rest is E, very few houses are C or D.
Whilst - possibly - for buying the energy class might somehow influence the price[2], AFAIK the prices for rent are unaffected.
BTW I woulld personally steer away from houses in classes A or B built more than 10 years ago, as those very likely don't have proper mechanical ventilation.
[1] there is a (terribly managed) government campaign in Italy with very important subsidies for restoration works that result in jumping two energy classes, which in practice means - since everything is G, to get to E
[2] set aside the subsidies, costs for a renovation leading to improving by two energy classes is likely (very roughly) to be 10% of the market price of an apartment and will lead to (still very roughly, and with current extremely high price of energy) to save in energy costs the same amount in 10-20 years.