The forward had already scored a hat trick when he struck a remarkable overhead volley from 35 yards.
"Sometimes you have to hold your hands up to a special individual performance," England captain Steven Gerrard said. "And that was a world-class performance from a world-class player.
"It was the best goal I have ever seen. The best before that was Wayne Rooney's [for Manchester United against Manchester City]. Everyone knows how special that one was, but this one tonight, an overhead kick from 25 yards when the ball is six feet in the air ... well, only certain players can do that, and he is a special player.
Sweden coach Erik Hamren told a news conference: "The last one? You might never see that again in your life. Unbelievable, really."