Although vacuum cleaners are not currently sold with energy labels, the EU is actively looking into how this can be implemented in the near future. There can be large differences in the amount of energy that vacuum cleaners use, but this should not be taken as an indication that they are necessarily more effective.
As yet, there is no agreed test for all vacuum cleaners so you can assess their efficiency against their power. Many models have variable power settings: useful when cleaning curtains, upholstery and rugs and where excessive suction power may cause damage. Testing your upright model may show that it is effective for some uses without putting it onto the highest power setting.
The starting point for energy saving is good dust removal. Selecting a product with good dust removal means you can take fewer passes with the vacuum cleaner. Fewer passes means you will be using the vacuum cleaner for less time. Less time means less power spent.