First let me reassure you. Thanks to a law from the CRTC which have was implemented at Vidéotron, your data will be blocked if you spend for 50$ over your data plan in Canada or 100$ in Europe for exemple.
So you hopefully will not have a crazy bill.
But if you want, and usually it's a good idea, you can use an option in your iPhone to disable the data when you're not in Canada. Go in the settings, choose cellular network then options and deactivate the data Roaming.