Is there any economical game which demonstrates social-democratic economy rather than capitalism?
Puerto Rico is an economic game but it's hardly purely capitalistic.  While you can trade goods for money, you get at least half if not more of your victory points by shipping goods, and each type of good is worth one victory point regardless of value.  However, I'm not sure what you mean when you say Catan is capitalist.  It's a pre-capitalist barter economy with no money.  You use raw materials to build settlements and roads, and there is no mention of leveraging worker's labor to maximize your personal wealth.  Perhaps you are conflating capitlism with societal /economic competition, which is not remotely the same thing.