One huge problem with those "cost of living comparison" lists is, they are just political. Because you simply have to price different factors in different ways.
For example, anyone would agree that Sweden has a much better medical system than the US; but "how much" better? Is it "$5000 a month better" or "$1000 a month better"? Same for every other category of thing.
These lists are, simply, various publications, making such decisions. So, a list that puts France above the US in terms of schooling is incredibly obvious, but "how much" do you value that? If your kid goes to school in France, they will know how to write and spell, but what's that "worth"? (How much extra would you have to pay in the US to achieve that?) Would it be "$2000 a month per kid?" "$500 a month for the average family?" "$5000 a month?" .. who knows.
Another factor is, that it depends incredibly on your personal
Consider the useful list shown in an answer from expatistan. Now, let's say you make quite a lot of income: you make more than $500,000 a year, let's say. In fact, on that Switzerland just utterly crushes the other list entries (at that level, you pay incredibly less tax living in Switzerland than living in one of the other competitors on the list). If that is your financial situation, from that list Switzerland just utterly crushes the rest. At the other extreme, if you have little money, or even want to live off the state, the choices are hugely different.
So that's income - but then, consider the case of having four kids versus no kids. And let's stay merely within the USA, forget other nations. Now, there are a number of well-off suburbs in the US that are setup so that school taxes (== property taxes) are extremely high (you might pay 20, 40, 60 grand a year) but the schools are superb. IF you have a family and four kids, it's an incredible bargain. But IF you are single, it would be absurd to buy a house in such a suburb.
So as always your major cost in life is tax; after that say medical. Again, how you "value" the medical advantages of the different countries, greatly depends on your family/age situation. And again, tertiary education is another major decision point, vastly different in different jurisdictions.
Thus in short, while jurisdiction shopping is the major decision in life,
Overwhelmingly, the answer depends on your particular life situation (which basically comes down to the big ones - income category; number of children)
Even setting aside that difference - so, for the sake of compiling a list, pick some average such as "three children and 100k a year". Even then unfortunately those lists are just statements of how things are valued. Certainly, you can write down the dollar value of the factual difference in tax you would pay between country A and B, but, if you want to write down an equivalent dollar value of a difference in education, healthcare, whatever - unfortunately such lists are just "attempts at doing that"; different thinkers on the topic would value it totally differently.
In short, to answer this interesting question for OP, OP would have to say basically two things,
general situation (example: "single and grandma left me $3m!" or "married with four kids nearly leaving home", etc), and,
what is "valuable"; ie do/don't care about quality of food, do/don't care about healthcare, etc etc.