Canada quite a high effective density -- something like 80 or 90% of the population live within 100 miles of the US border. Those statistics are not terribly convincing.
Better, I think, to note that Sweden has a high proportion of urban residents at 87%, compared to around 83% for Canada and the US.
As for population density, Sweden is about 6x more dense than Canada (23 people / sq km vs 4, respectively).
It's comparatively a dense country.