From Ancestry.com DNA testing, I have 11% Swedish/Danish ethnicity, but no Scandanavians in my tree. My tree is pretty good back 5 generations. My German immigrants came to the USA about 1850. Comparing my ethnicity to the ethnicity of shared matches, I have narrowed it down to one German/Prussian immigrant: "Balz". A second German immigrant family (Reimer/Schröder) contributes zero to my Scandanavian ethnicity.
With the help of some nice people on this site, I have been able to trace Reimer/Schröder back to Blankenhagen, near Rostock. I have not been able to trace Balz back to Germany. But, I know that immigrants, and children of immigrants often married people not only from their original country, but from the same geographical area of that country.
I am hoping that my Scandanavian ethnicity can be explained by known migration patterns. All of my other ethnicity can be.
I am a 9 cM DNA match to someone who is 100% Scandanavian, so the migration was probably in the early 1700s, about as far back as a DNA match can reach.