Its debatable if Finland is better than Sweden on junior level. Yes, we have won more gold and we seem to do well when it matter. Sweden has a big talent advantage though. The players are talented and the quantity is far higher than Finns. Average Swedish prospect is usually better than average Finnish prospect.
2014 Finnish WJC gold team definitely wasn't more talented than the Swedish team who lost the final to us.
On men's level Sweden has even bigger advantage. The amount of NHL playets is massive so when a few guys say no, they still most likely get full team of NHL'ers.
Well... Not the big mass perhaps, but those few leaders were on the same or higher level. You could compare Forsberg to Teräväinen, even if Forsberg was considered the bigger prospect I would choose Teräväinen before him. Biased? Perhaps, I just like his game more. Then we had Saros, who would probably benefitted of another organization selecting him instead of competing with Pekka Rinne. Because Saros performances from that tournament is top2 the last twelve years, at least for me.
Some of Swedens bigger talents from that year didn't manage to succeed at pro level, Collberg for instant. De La Rose is no star either.
Besides Teräväinen and Saros there was Lindell, Ristolainen, Lehkonen, Mikko Lehtonen and you never know, perhaps even Husso becomes an NHL goalie someday. Afterwards we could say it was a decent roster on paper as well, especially defensively.
So, compared to Sweden and their players I wouldn't state that the difference was huge as some would. Bigger depth, yes. With Forsberg, Dansk, Wennberg, Lindholm, Johnsson, Burakovsky, Sundqvist.
Last but not least and important to mention is that this was still a year Team Sweden had more talents than most years, especially when you compare to this years roster. It's not common to see that depth from Sweden in my opinion, not these last years that is.
When it comes to elite talent these five last years? Finland is up there with both Russia and Sweden in my opinion. It takes only a couple of names to mention and then it becomes obvious: Aho, Barkov, Rantanen, Kakko, Laine, Heiskanen. Then you have really good players, potential late bloomers outside them, and also upcoming players as well in: Lundell, Heinola, Niemelä, Hintz, Kapanen, Saros, Luukkonen, Puljujärvi, Nättinen, Kupari, Kuokkanen, Juolevi, Lambert, Räty, Jokiharju, Vaakanainen, Viro, Puutio, Nikkanen, Maccelli, Tolvanen, Vesalainen, Salo, Välimäki, Koivula, Borgström, Niku etc.
Even if i don't want to name young players but... There is legit prospects coming up in: Kiviharju, Jesse Nurmi, Joakim Kemell, Vali, Vinni Topias Hynninen etc.
Excuse me for this long post but some Swedes need to wake up and give Finland the respect they deserve. I mean look at their best player Zibanejad, even he is half Finnish

No, I just don't think Sweden or Russia have bigger talents these last years.