Odd that you would pick those two countries as your examples. Both are federations comprised of a number of separate sovereign governments. Or, for that matter, the United States of Mexico shares that trait of its name with America. (An actual counterexample would be France, a unitary state.)

The Constitution of Canada far more clearly lays out what is and is not the role of the Federal and Provincial governments than the US 10'th amendment does for states rights. Canadian provinces, then, are sovereign themselves (tho not independent). The federal government can't decide it doesn't like an Ontario law and block it any more than it could an American law.

The States of the United States then sound far less like united, sovereign states than the members of some federations without United in their names.