I have lived in both. They are impossible to compare as they are so different. Personally, I preferred Sweden, but it depends on the things that attract you. For example, I was in the far north of Sweden which is north of the arctic circle. So, winter is -30 with snow measured in meters and three months of darkness. But, the local people far prefer winter to summer as they all love winter sports.
Overall, I think it offers a far better life as things like work / life balance is far better.