In wich country ahould i set my VPN?

So, for day to day use, im always behind a VPN. Im from CANADA, and i always choose the fastest server wich is obviously in Canada. So if speed is not a major concern (not gaming, not streaming, just browsing) what country should i use to be more private? I mean where there is strict rules regarding online privacy? Sorry for my pour english speaking, i hope you understand.

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