Shrinking printed object

When I print something out, holes on printed objects are always smaller and closer together than on 3D software where I draw that object.
is there some compensation settings in Cura for that, so holes in printed object are the same as on drawing and distance from holes are also the same as on drawing and not 20% closer together?

I normally place that tolerance in my model for 3D printing. I have yet to find a slicer that makes the inside holes what they need to be.

The holes will be smaller since slicers haven't put in any compensation for the filament shrinking. I always make them larger to compensate for the shrinkage. If the holes are closer together, then your x & y axes may not be calibrated correctly.

I have calibrated printer and it is about 0.2 mm tolerance.
But still get holes distance closer together than it should be.
Also I tried to prin this and [www.thingiverse.com]
and doesn't fit together especially that U part, because hole in U part is smaller than anything else which must fit in.
Any advice how to solve that?