OWID's UI/UX is definitely not my favorite (try to highlight a particular country's line in a graph) but their worldwide data quality appears to be the best right now compared to alternatives.
Current daily deaths in Sweden are averaging about 4 per day continuing to trend towards 0, vs the 0 or 1 per day in Denmark or Norway. If you're trying to argue that 0.38 per capita vs 0.05 per capita is relevant when the gross numbers are so low I'm not sure what to tell you to convince you otherwise.
You look over a longer period of time. Like 25x Denmark for the past month, where that includes a delay of up to 28 days for a death to be reported, and only a few days delay in Denmark.