Yes, but there aren't enough of them to affect the statistics. Here's the ethnic breakdown of Finland as of 2006:

  Finn 93.4%
  Swede 5.6%
  Russian 0.5%
  Estonian 0.3%
  Roma (Gypsy) 0.1%
  Sami 0.1% (2006)

Finns and Swedes make up 99% of the population. The first group that historically has trouble in school, the Roma, makes up a whopping 0.1% of the population. If schools can work anywhere, it's Finland.

It's much harder to specifically help immigrants if they make up 80% of the class, like in the schools in inner Berlin.