Americans, Italians and the French clearly see immigrants, Muslims and pregnant teens as threats.
They vastly overestimate the proportion of the population that are immigrants or Muslims and they have no idea what percentage of teenage girls get pregnant.
Swedes and Germans do best, although even they consistently get things wrong, according to a survey of 14 industrialized countries released on Wednesday.
The analysis by market research organization Ipsos MORI shows how far perceptions stray from reality across a range of issues as people struggle to get a precise handle on aspects of society that are seen as risks or worries.
Levels of immigration — a hot-button topic in many developed countries — are overestimated everywhere but the United States veers further from reality than most, with an average guess that 32 percent of the population are immigrants when the reality is 13 percent.
Italy fares even worse, with an average guess of 30 percent against a real figure of only seven percent.
Italians are also spectacularly bad at estimating the number of old people in the country, believing that 48 percent are over 65 years old. In reality, oldies make up only a fifth of the population.
Teenage pregnancy, an problem in mainly black neighborhoods, is another issue where people everywhere get it badly wrong.
Americans think 24 percent of girls aged 15 to 19 give birth each year, when the real figure is just 3 percent, and even the sensible Swedes are badly out, believing the annual teenage pregnancy rate is 8 percent compared to the actual 0.7 percent.
The current Ebola outbreak was not covered in the survey, which was conducted in August among more than 11,000 people across the 14 countries.
People hugely overestimate the proportion of Muslims living in their country, with the French putting the figure at 31 percent, when the real figure is 8 percent. The British guess at 21 percent (real figure 5 percent) and Americans estimate 15 percent (real figure 1 percent).
Even in countries such as Hungary, Poland, South Korea and Japan, where fewer than one percent of the population is Muslim, people put the figure at four to seven percent.
By contrast, majority-Christian countries tend to underestimate how many people count themselves as Christian.