Canada fares far less well than you might imagine and certainly worse than you'd hope, as the snapshot below of our score on the major scales shows:
We're down in all but three categories, the biggest drop being from 7th to 15th in "Limited Government Powers." Last year's rankings for Canada are here [PDF]. The methodology is described briefly here and in detail here [PDF].
Scandinavia topped most lists, followed closely by Australia and New Zealand. Most of Western Europe was ahead of Canada, which can claim the honour of besting the United States on all counts — but barely.
The whole report, with some explanatory material, can be downloaded here [PDF].