Not even a teensy, tiny, little bit.
I've lived in a lot of places. Trust me - NZ is an oasis of calm. Yup, got it's problems, but really nothing like those faced by so many other places. Oz looks good - more money, cheaper cost of living (depending on where you go) but bear in mind that if it moves, it'll probably kill you. And if it doesn't move, it'll probably still kill you.
Unless you're planing a move to the Azores, Iceland, or one of a couple of other Scandinavian countries, this really is as good as it gets.
A great shame that such a loud part of our political media seems hellbent on trying to persuade people otherwise.