Here are a few natural ways to rewrite the title in Swedish, depending on the style you prefer:

Option 1 (Concise headline style):

Sveriges första förlust – Italien vann i raka set i EM

Option 2 (Closer to the original sentence structure):

Sverige lider första förlusten när Italien vinner i raka set i EM

Option 3 (Focus on Italy’s win):

Italien segrade i raka set – Sveriges första förlust i EM

All three are grammatically correct, but Option 1 is the most common and punchy style for Swedish sports headlines. (Note: ”EM” is the standard Swedish abbreviation for ”Europamästerskapet”).