Should I move?

Tell her straight. Give her plenty of warning, just in case she has to find someone else to help with the bills.

think it will be hard to tell her this-then it will ruin our friendship. She would think that I just think of myself. But after high school, I would like to move back to Sweden where I belong to.

If being straight and open with her will cause the ruination of your friendship, just think what keeping it to yourself and dropping it on her at the last minute will do.
True friendship will survive this, but it sounds like your friendship is somewhat based on whether the situation is suiting your friend or not.

If you feel that you have to move back to where you feel you belong, you have to do it and try to be as open and honest with her as possible. If your friendship goes down the drain, you can then be pretty satisfied that it wasn't because you were being secretive, sneaky or deceitful.

I'm sure there are other people in Sweden you can make friends with.

You could base your reasons on the competition between Vikings from Denmark and Vikings from Sweden? Or, that you need the day to be shorter in the winter?

All kidding aside, in my opinion, the "proper manner" is the truth, if that would not be offensive. If the truth might be offensive, then you've got a dilemma.

Back to the kidding: Can you pay your friend some amount to buy your freedom?

THANK YOU GUYS