Here's a nice article from Hola! about Sweden's Crown Princess Victoria and her friendship with Denmark's Crown Prince Frederik and Norway's Crown Prince Haakon. It's in Spanish, which I don't read very well, but I'm trying to learn. So here, paraphrased and condensed, is what I think it says:
Princess Victoria doesn't have older brothers, but Frederik of Denmark and Haakon of Norway are like brothers to her. They can't see each other as often as they would like, but keep in touch by email and text messages. They understand well the commitment of the crown and know its inconveniences. What most bothers Victoria about being a princess is the lack of privacy. In low moments ("los momentos de bajón"?) she can always count on the support of her older half-brothers.
If you speak Spanish and would like to correct this or expand on it, please do so in the comments!