As Ape seem to be better knowing about this then me, I am just gonna add what I can find/know, so please correct me if something is wrong (Which I hope it is not).
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Ohh... and in the 1100-1525 Denmark did manage to force Sweden back into the Union several times. Which seems to imply that Denmark did have the upper hand. At times Denmark did lose wars leading to periods of Swedish independence though.
But not as of Danish superiority, rather of that Swedish nobles (Especielly the Germans and Danes in the Swedish Riksdag) who beat the Swedish freedomfighters in the back.
http://sv.wikipedia.org/wiki/Engelbrekt_Engelbrektsson
Upproret lade sig efter att ett antal rådsherrar vädjat om fred, och hela historien upprepades sedan under våren året därpå.
The rebellion (Engelbrekt) was stopped after an ammount of members of the Riksdag had pledged for peace, and the whole history repeated itself under the spring next year (Basicly Engelbrekt went back to the Riksdag, and told them to redeclare war or he would cut their heads off or something similar).
http://sv.wikipedia.org/wiki/Karl_Knutsson_(Bonde)
Drotsen Krister Nilsson (Vasa) arbetade emellertid för unionens upprätthållande och Eriks återinkallande.
The Drots Krister Nilsson (Vasa, who is related with Gustav Vasa) worked for the union's receation and Erik (The Danish king) to be recalled.
Sedan i Danmark hertig Kristofer av Bayern blivit vald till kung, ansåg sig Karl Knutsson därför inte längre kunna stå emot unionspartiet.
Since in Denmark duke Kristofer of Bayern was elected king, KKB saw no way to any longer stand against the unionparty (Which was a Swedish party within the Riksdag who wanted to recreate the union).
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The same texts as above I can find in for example:
Svensk historia by Alf Henriksson
and other books.
Which pretty much proves (In my view) that most of the wars there the union was recreated it was cause of the Swedish riksdag.
The same way Sweden had a powerfull ally in France after the 30year war. When Denmark invaded in the revenge wars to take back Scania, the assault was halted either due to slow progress (winter), or in one case because France threatened to declare war on Denmark if we put siege to Stockholm.
As Ape mentioned, the reason for the stopping of the Danish army was not winter, rather as of losses against the Swedish military.
Now when also that it is shown clearly that the united Dutch and Danish navies held the Baltic sea, Sweden only needed to be successfull in landmight for the Danes to surrender before they even were fully out of Swedish lands.
(I consider the Swedish article to be better as it is more clearly stating why the peace was put up while the English was more exact numbers and pretty a lot pro-Danish)
http://en.wikipedia.org/wiki/Scanian_War
http://sv.wikipedia.org/wiki/Skånska_kriget
but without French assistance Denmark would have won back Scania.
As you see on the articles above (Especielly the Swedish one) you can see that Sweden did beat the Danish troops, and later even the Scanians were more pro-Sweden then supporting Denmark.
So, they wouldn't gained anything, they got the peace they could, if France hadn't been a part of the meddling Sweden probably tried to capture Norway as of it to be almost undefended while Danish troops were evacuated unto Danish proper.
these vessels helped Denmark to use this wonderful world trade market situation when the third neutral side was required to provide trade between the English, Dutch, French and Portuguese colonies, which were almost always in the state of permanent colonial war. This relived and made finally profitable (until 1790s) the refunded Danish Second East Indian Company as well as fasten the Caribbean colonization. It boosted the Danish economy and merchant initiatives greatly. It is the only period (1680-1780s with the exception of the Great Nordic war years) when the Danish mercantilist trade and colonialism were making profits.
If it may be true to some extent, it can be seen that in a long perspective it didn't matter at all.
As I said IMO the Danish (because all the battles were won without any help from the Dutch and English, which fleets simply avoid the battles)
As seen in articles above, the Dutch fleet did anticipate actively in at least the Scanian war.
compensated a hundredfold all the military loses in Skåne. Denmark was considered now for serious naval power again, its naval commanders and crews – for the big professionals (Duke of York, future King James II, named Juel the greatest admiral Europe ever saw), naval trade recovered… In fact the prestige and economical benefits were great for Denmark, while Sweden just did not gain anything from this war, except loosing its entire expensively and long built navy.
If I remember correctly from Svensk historia by Alf Henriksson this "expensively and long built navy" was a scratched together fleet which was not what it should have been as Sweden hadn't afforded to pay for the maintenance of it for ages. Most of the main losses was as of that some ships exploded or collapsed even before the battle took place and that there were no equippment nor working cannons on the ships.
While even if Denmark had a successfull navy and did maybe become a serieus naval power in the 17th century (Which I doubt) it haven't ment anything in the long term view as they didn't gain anything territorial and were never richer then they usually were.
sweden is the easiest contry in the game, because they can take both Denmark and novogrod in the start, then start of with the german minors. (remember the developers of this game comes from sweden).
Try to play Sweden, it is one of the hardest nations in the game for a WC as of the events which destabilise the nation and as of strong neighbours which they get in war with before it is ready.
(My attempt yet to a Swedish WC, will try to finnish it one day)
http://forum.paradoxplaza.com/forum/showthread.php?t=234585