https://www.hofstede-insights.com/country-comparison/denmark,the-usa/

The US: A high score (Masculine) on this dimension indicates that the society will be driven by competition, achievement and success, with success being defined by the winner / best in field – a value system that starts in school and continues throughout organisational life.

Denmark: A low score (Feminine) on the dimension means that the dominant values in society are caring for others and quality of life. A Feminine society is one where quality of life is the sign of success and standing out from the crowd is not admirable.

It's got litlle to do with democracy (which is is a deeply fawed system and why we should move on to sociocracy - or even better systemic consensus).