You can use Intl.Collator, introduced by ECMAScript Internationalization API:
arr.sort(Intl.Collator(lang).compare);
For example:
["Ü","U","V"].sort(); // ["U","V","Ü"]
["Ü","U","V"].sort(Intl.Collator('de').compare); // ["U","Ü","V"]
Only works on latest browsers, though.