They aren't actually, when compared to nearby countries that took stricter measures. They so far have had something like 22 deaths per 100,000, while Denmark has had around 7 deaths per 100,000, depsite Denmark being more.densely populated. Yes they do have a lower death rate than some other countries, but, when compared, they're also much wealthier, have a healthier population (less smoking, etc.), and have a better health care system.Sweden is doing quite well with much less stringent measures.
Now, they claim they're just getting it over with faster, that eventually everybody will have similar death rates, plus they have the hospital capacity so that nobody that needed a ventilator would go without. I suppose when it's all over with we'll see if their method worked better in the long run than the other countries.
Sweden says its coronavirus approach has worked. The numbers suggest a different story