Take a look at the government bonds interest rates, https://www.marketwatch.com/.
For the US is 2.9, and for Spain and UK are 1.5 and 1.1 respectively. Spain is an economy with high unemployment, a high deficit and debt and low growth. The UK is suffering through Brexit, massive uncertainty on its future. Meanwhile, the US solidly grows.
Why would investors charge more to the US, perhaps the most powerful country in the world, than to other countries?
Inflation forecast is higher in the US than the rest of countries. US here: https://www.statista.com/statistics/244983/projected-inflation-rate-in-the-united-states/
Spain here: https://www.statista.com/statistics/271077/inflation-rate-in-spain/
Japan here: https://www.statista.com/statistics/270095/inflation-rate-in-japan/
UK here: https://www.statista.com/statistics/270384/inflation-rate-in-the-united-kingdom/
Because inflation is higher, central banks will raise interest rate higher. Long term rates are higher in consequence.
The Eurozone has lower interest rates right now as the Federal Reserve in the US has been steadily raising rates in the past two years. The EU is still in a period of low interest rates to encourage spending and spur economic growth/inflation and are only now beginning to eliminate Quantitative Easing. Both of these factors, the low rates and QE, lead to the EU in general having lower interest rates across the yield curve than the US.
