It is actually difference in spelling. In russian passport he must be Aleksandr, in Ukrainian passport it will be spelled Oleksandr.
If he immigrated to Sweden from Ukraine, his name in Swedish passport will be also Oleksandr. And yep, he can be ethnically russian, you never know.
https://en.wikipedia.org/wiki/Ukrainian_name
Олександр (Oleksandr [olekˈsɑnd(e)r] ⓘ), equivalent to Alexander, of Greek origin.