Well, your brother doesn't understand what capitalism is. Social democrats don't want workers to own the means of production; they're extremely naive liberals at best, or imperialists in disguise at worst. Social democracy was created as a counter to actual socialism, and after the illegal dissolution of the USSR, social democratic parties across Europe have been slowly dismantling any social welfare nets. The main reason why they haven't destroyed some institutions (e.g. the NHS in the UK) is because it would have a disastrous effect on public opinion (but they can certainly sabotage the institutions in less obvious ways, e.g. underfunding).
Social democracy in the imperial core is also dependent on the exploitation of the periphery. With more and more nationalist coups and socialist revolutions in the Global South, this will become blatantly obvious to the people of Europe.
It's worth noting that countries like Brazil (under the current government) could be considered social democracies, but they're fundamentally different from the ones in Europe in that they're anti-imperialist and cooperate with other anti-imperialist countries.
You could try showing him Second Thought's video on the subject.