Spotted...

And (i think) because ä is a letter to itself in some languages (Swedish) and not just an 'a' with an umlaut and it comes at the end, after the 26 letters the English alphabet has.

So: abcdefghijklmnopqrstuvwxyzåäö

Just as, indeed, in German, the word "Umlaut" refers to the whole letter and not only to the two dots above it. The German alphabet is similar to the Swedish one and looks like this:

abcdefghijklmnopqrstuvwxyzäöü

ä, ö, and ü are distinct letters and form a third class of letter, "Umlaute", besides vowels ("Vokale") and consonants ("Konsonanten").

Bet you always wanted to know this. :)