There is excess mortality in Sweden
https://www.euromomo.eu/graphs-and-maps/It is not the highest in Europe but it is very noticeable. In contrast, the surrounding countries of Finland, Norway and Denmark show almost nothing.
As for which figures to take, we don't know, they are all wrong. Each country has a different way of counting depending on what they think is important.
For example hospital deaths are very consistent. Hospitals generally have good reporting, testing, etc... good to see daily evolution, but it is an underestimate. Recorded deaths from nursing homes and at home are less reliable. Sometimes, there is no testing, so we are not 100% sure it is COVID, there may also be delays. The picture is now more complete but you lose a bit of consistency. Excess mortality reporting can also have long delays, and it doesn't care about COVID at all, so things like behavior change under lockdown can have an effect, the advantage is that it is the least likely indicator to miss anything.
And if you look at all the numbers, we can split Europe into the bad (Italy, UK, France, Spain, ...) and the good (Norway, Finland, Denmark, ...). And by all metrics, Sweden is in the "bad" camp.