Söndag<Sunnudagr, Old Norse version of dies Solis, or the day of the sun. It is only the seventh day of the week since 1972. Saturday in German is Samstag, which is a shortening of sambaztag, which is the Germanic rendering of Sabbath day, which is from Hebrew and refers to the seventh day of the week.
weekend is sometimes used in Swedish when speaking about holidays, trips etc, like en weekendresa 'a weekend trip', but not in ordinary sentences like Vad ska du göra i/till helgen? ('What are you doing this weekend?')
There are also the words veckoslut and veckända, but both of them are used more in Finland than in Sweden afaik.