The best window I can find from the major Danish manufacturer Velfac has a total U-value of 0.82 W/°K/m² [1]. It's a triple-glazed window with argon and coatings.
A typical insulated thin (100mm) wood-frame wall, i.e. the sort you'd use if you were building a summer house in Sweden has a U-value of 0.4 W/°K/m² [2], i.e. twice as good as the window above.
A typical rock- or glasswool insulated wood-frame wall for a modern year-round house has a U-value of 0.2 W or better, i.e. four times as good as the window above.
Wall that are so bad that they're roughly equivalent to the triple-glazed window above are something you'll mainly find in buildings from 50+ years ago, at least in Sweden. I expect Norway to be similar. [3]
'bjarneh' mentioned both triple- and quadruple-glazed windows. I've only seen quadruple used in noise-reduction applications, e.g. hotel next to a busy road. If you have a data sheet for one, it'd be interesting to see what the U-value is.
One of the posters above referred to 'R-value'. It's the reciprocal of the U-value. Wikipedia has good explanations of both, as well as typical values for windows and walls. [4,5]
References are mostly in Swedish, because the poster 'bjarneh' was talking about windows in Norway, so I wanted references for companies that actually sell things in Scandinavia.
[1] https://products-api.velfac.com/files/11644/VELFAC%20STANDAR...
[2] https://www.isover.se/hur-tjock-isolering-ska-man-ha-att-fa-....
[3] https://www.traguiden.se/konstruktion/konstruktiv-utformning...