Looking at rampage shootings resulting in 10 or more deaths on Wikipedia, it appears they are not much less common in Europe than in the US. I count two such incidents in US schools since 1990, and 4 in Europe. 5 if you include Azerbaijan in Europe. And that doesn't include Anders Breivik, who killed school children, but at a camp, not a school.
Murders are certainly more common in the US, but I don't know that mass rampage murders are more common.