Well that is so wrong. Danish viking also used axes.(We won't have a separate category for the Icelanders since they were originally Norwegian, after all, and didn't really go viking like their counterparts eastward did, having developed a more settled society).
Let's see... the Danes would be the early favourite, since they probably were more destructive than the others, especially in England. But they faded quickly, being converted to Christianity almost entirely by 1000.
The Swedes are interesting because they remained pagan for so long-- some even into the early 12th century. They were excellent explorers and tradesmen, but simply not as violent as the others (in relative terms, of course--- they terrorised many primitives along the Baltic).
The Norwegians were utterly crazed warriors. Almost all Vikings who used axes in combat were from Norway- insofar as archaeological evidence allows. Axes are slightly cooler than swords and spears, so that wins them some points. The Norwegians were the best boatbuilders and sailors of the lot-- witness the Gokstad and Oseberg ships for but two examples. The Norwegians remained pagan for a while- not so long as the Swedes, but still respectably so.
The Norwegians may be said to be, if not the bravest of the three, then at least the most pioneering and adventurous-- sailing to Iceland, Greenland, and then what would later become America is astonishing. All the more so when one considers the living arrangements-- sleeping in close quarters with men who looked and acted meaner than Grutle Kjelson for months and living on smoked herring.
The winners------- the Norwegians.
Norwegian vikings were best at building boats. And the ruled the ses by traveling to iceland an so on.
But the danes where the baddest because they conqeured so much in the time