My short answer is:
Your main reason for setting up a charity is probably to provide tax incentives for your donors. So the best jurisdiction is probably the jurisdiction where your donors are.
However there are some exceptions where this doesn’t apply. For example, you may be setting up a charity solely or primarily to access Google Ad grants.
If this is the case, then “shopping” for the jurisdiction with the least regulatory overhead would make sense. It would also need to consider whether the process requires someone with an address in that country.
I don’t know the answer to this, and given that it’s something of an edge case, I don’t know of anyone having done this comparison.