Most of the Westminster countries take what some commentators would call an integrity-based approach to ethics and conflict of interest, in that it's done through a series of guidelines and guidance documents.
The United States, which does not have a Westminster system, is probably one of the most legislated systems when it comes to conflict of interest.
Canada has basically moved, you could say, partway towards that, in the sense that it's trying to balance both the integrity-based approach that most Commonwealth countries take, of having softer concepts such as honesty and integrity remain in a guidance document, while taking concepts that could be more readily reduced to a set of rules—those mainly being conflict of interest and post-employment conduct—and establishing a rules-based system around them in law.
Those are really the main differences. Australia and New Zealand operate on a set of guidelines, and in the U.K. they have a set of guidelines. But if you put it on a sort of spectrum, you would probably find the U.K. having the least amount written down, with Australia and New Zealand next, and then Canada further along that spectrum.