Our World in Data is an online publication produced at the University of Oxford, showing how living conditions are changing in a global perspective and in the long run. They have recently published a tracker of progress towards the Sustainable Development Goals which were adopted by the United Nations (they are set to be achieved by 2030). The goals cover 17 different domains, ranging from the environment to education, from health to poverty.
The SDG tracker provides data and visualizations for any individual target set by the UN, along with meta-data and external links for reference. Most data were produced by international organizations. The result is quite a comprehensive view on several crucial domains of human life and activity.
While not specifically focused on Europe, the datasets compiled by Our World in Data cover the European countries and help adopting a more global perspective on the processes affecting them. Data are divided by topic and usually cover several years. They can easily and freely be downloaded (in .csv format), and codes are made available on GitHub.