This particular chart was taken from CGP Grey's video The European Union Explained. However, I've seen many similar charts before.
This chart is actually a Euler diagram, but not a Venn diagram. All Venn diagrams are Euler diagrams, but not all Euler diagrams are Venn diagrams. Wikipedia explains the difference succinctly:
Unlike Venn diagrams, which show all possible relations between different sets, the Euler diagram shows only relevant relationships.
For example, this diagram omits several sections which contain no elements, such as the section corresponding to countries in the Eurozone and the Schengen Area, but not the EU or the EEA. Including such empty sections would make the diagram more complicated and harder to read, so non-Venn diagrams are often used in cases where there are many different sets, but only a limited number of the possible intersections are populated.