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When I was staying in Helsinki years ago, I would rise at dawn to play football at 8am on a pitch beside the Olympic Stadium. My fellow players were mostly old. One had played for the Finnish league champions of 1958, while another claimed to have a son playing professional ice hockey in the US. Then there was the bespectacled middle-aged guy who turned out to have played for and managed the national football team. With hindsight, they probably also had Olympic medals they were too modest to mention. After the game I would cycle back to bed.

This turns out to have been a typical Finnish scene, like people drinking vodka in a lift. A report by the Mulier Instituut in the Netherlands, using data on sports participation in the European Union, shows that Finns and Swedes play the most sport in Europe, and do so into old age, while the Portuguese, Greeks and Hungarians play the least. Britons are in the middle. All this makes for an alternative history of postwar Europe.

Few Europeans played sport before the 1960s. A survey in Italy in 1959, for instance, found that only 3 per cent of respondents did, and that only a tenth of these people were women. But as Europeans got richer, and ceased to burn their energy in farms and factories, or by walking to work, they began exercising. Their governments built them playing fields and sports halls.

At first people played sport in clubs. But meanwhile "informalisation" was hitting Europe: the rise in informal behaviour. Suddenly it no longer seemed weird "to publicly go jogging or cycling in sports clothing", says the report. So people started playing alone: running, walking, doing aerobics. The impetus shifted from playing sport because it was fun, to exercising so as to look good - a natural shift in a continent that was marrying later and divorcing more. More recently, people began exercising to avoid dying: sport as remedy. Today 60 per cent of EU citizens do some sport or exercise, if you define this broadly to include going for walks.

Yet the divergence in Europe is vast. The further north people live, the more they play. In fact, there seems to be an inverse correlation between actually playing sport on the one hand, and supporting football clubs in huge numbers or having hysterical national conversations about sport on the other.

I asked Leif Pagrotsky, Sweden's minister for culture, why Swedes play so much. (When I first met Pagrotsky he showed up for dinner with Malcolm McLaren, founder of the Sex Pistols, but that is another story.) Pagrotsky said it came from Sweden's tradition of grassroots social democracy - "this desire to organise".

In the 19th century, Pagrotsky explained, "this was a country of drunk people. They were drinking every day, more or less." Temperance groups arose to combat this. Then came trade unions. Even today, 80 per cent of Swedish workers are unionised. Hundreds of thousands of people sing in choirs. And particularly since the 1960s, when the government began building sports grounds everywhere, Swedes have played sport in clubs together. "We are not 'bowling alone'," Pagrotsky concludes, referring to Robert Putnam's essay about atomisation in the US.

It works for the Scandinavians: before the Athens Olympics, four of the five countries with the most summer Olympic medals per capita in history were Finland, Sweden, Denmark and Norway. The Nordics also have three of the top six countries in winter Olympics' history. It's lucky so few people live in Scandinavia, or the rest of us would never win anything.

The idea that social democracy stimulates sport might surprise Bill O'Reilly, the Fox TV commentator. He explained during last year's Olympics that the US was winning most medals because "here in the USA, our athletes have to motivate themselves . . . In other countries, the emphasis on self-reliance has been beaten down by nanny states and entitlement cultures."

In fact, the European countries where athletes do seem beaten down are those with the weakest states: Portugal and Greece. Here fewest people play sport: only 5 per cent of uneducated Portuguese exercise more than once a year. Outside northern Europe, poor, old, uneducated and female Europeans rarely play sport. There aren't enough facilities, but it also seems that there is a category of European with so little self-esteem, energy and control over their own lives that they don't bother with exercise.

Once again the Scandinavians emerge as Europe's model of the moment. They do so in most spheres nowadays. The Finns, for instance, are ranked in various surveys as leading the world in literacy, incorruptibility, press freedom, environmental sustainability, internet use, etc. It would be cheering to think that they have been lying to researchers, or that translations from the Finnish got muddled, but perhaps we must believe them. We have only one consolation: research published in the Journal of the American Medical Association last week showed that slightly overweight people live longer.

Sport Participation in the European Union: Trends and Differences. Mulier Instituut, April 2005. By Maarten van Bottenburg, Bas Rijnen and Jacco van Sterkenburg. Commissioned by Nike Europe Operations Netherlands.

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