In search for a compassionate country

Nicola and I have been living in Denver for nearly 4 years (I come from CA and Nicola from Germany) but the US does not resonate with us any longer. We are looking to relocate to a more compassionate country next year with GREAT internet connection, health care, peaceful, community and a government that cares about its people with no guns on every street corner (top on our list: Canada, Denmark, Portugal, Costa Rica). Who has experience in those countries?