In the US what matters with something that consists of an aggregation of facts is how much creativity is involved in selecting and arranging and presenting the facts. (I said "aggregation of facts" rather than the more natural "collection of facts" because a "collective" has specific meaning in copyright law and I didn't want that to lead to any confusion).
The most important case in this area is FEIST PUBLICATIONS, INC. v. RURAL TELEPHONE SERVICE CO., 499 U.S. 340 (1991). In this case, the Court rejected the idea that copyright is meant to reward effort (the so-called "sweat of the brow" theory) and they based this on Constitutional considerations rather than on a reading of the copyright statute. The Constitution requires that there be some creativity, although they said that the amount required is not very much--a spark of creativity is enough.
In the case of Feist, what was being copied was a telephone book. The entries consisted of all subscribers, in alphabetical order, and the company that produced the book was required by law to produce it. The Court said that there was no creativity in this, and so there could be no copyright even though making the directory took considerable time and money.
If the directory had been a subset of subscribers, selected in some way that shows creativity, arranged in some creative way, then copyright would have been possible.