The recent European General Data Protection Regulation (GDPR) and other data protection regulations restrict the processing of some categories of personal data (health, political orientation, sexual preferences, religious beliefs, ethnic origin, etc.) due to the privacy risks associated to such information. The GDPR refers to these categories as sensitive personal data. This paper quantifies the portion of Facebook (FB) users, across 197 countries, who are labeled with advertising interests linked to potentially sensitive personal data. Our study reveals that Facebook labels 67% of users with potential sensitive interests. This corresponds to 22% of the population in the referred 197 countries. Moreover, our work shows that the GDPR enforcement had a negligible impact in this context since the portion of FB users labeled with sensitive interests in the European Union remains almost the same 5 months before and 9 months after the GDPR was enacted. The paper also illustrates potential risks associated to the use of sensitive interests. For instance, we quantify the portion of FB users labelled with the interest "Homosexuality" in countries where being gay may be punished with the death penalty. The last contribution is the implementation of a web browser extension that allows FB users removing in a simple way the potentially sensitive interests FB has assigned them.