Metro Calgary is 5,107 square kilometers in size.
The numbers usually given for Metro Calgary are a bit misleading because that's the size of the CMA. Unfortunately, there are some big areas which you'd consider to be metro Calgary (the whole counties of Rockyview and Foothills which includes Springbank and all the other areas around of Calgary for example) who are not members of the CMA. In other words, while Cochrane is counted, all of the land between Calgary and Cochrane is excluded in the number.
I believe though that even with all that land included Phoenix would be bigger.
https://en.wikipedia.org/wiki/Calgary_Region
It does include Tsu T'ina though and I'm not sure if the Phoenix number includes Indian reservations