But tell that to the Sweden players, who are full of optimism ahead of their first match in Group C tomorrow, taking on rivals Denmark in Geneva.
"It's not a jinx to say what you think," claims midfielder Kosovare Asllani when asked by the media who she thinks will win the Euros, "And I think Sweden!"
Sweden's only major title came at Euro 84, and since then the Blagult have been runners-up at three Euros, two Olympic Games and one FIFA Women's World Cup.
"I saw a funny thing that was quite telling of how it's been for us in the championships - that Sweden is always the bridesmaid but never the bride. It's like we go to the final but don't make it all the way," says 35-year-old Asllani, though she is clearly not letting the bridesmaid tag get to her.
"We are a championship team. I think we rise when it matters most. We have a good mix of experience and new energy, then it's about the last few percent where I think we can raise ourselves self-confidence-wise."
"No matter how much quality you have, self-confidence can be crucial in championships," she adds.
Though Sweden missed out on the 2024 Olympics in Paris, they reached at least the last four in five of the six major tournaments prior.
Real Madrid's Filippa Angeldahl is well aware of the recent record, but is looking at those near-misses as a positive, rather than a negative.
"Looking at our previous championships, we've always been there. But we've never made it all the way. And that's something we all believe in. Believing in yourself is very important in a championship."
"I think everyone in Sweden hopes for a European Championship gold. And of course we believe in ourselves."
The self-belief from the experienced players has rubbed off on the younger members of the squad, such as 22-year-old right-back Hanna Lundkvist, whose only aim is to lift the trophy.
"That's what I'm set on – that we're going to go there and win. Thinking anything else would be completely wrong. And I really think we can do it," says Lundkvist.