It's been said that (assuming you're thinking about snow) 4WD should not be thought of as a safety feature, it's a utility feature. 2WD and 4WD vehicles all have 4WB (4-wheel braking) and 2WS (2-wheel steering) so if anything 4WD is an anti-safety feature -- it makes it easier to get going too fast under shitty conditions such that you can't stop or evade. Safety features for snow are really good, dedicated, snow tires and a good-handling car (not a tank on wheels that weighs so much it'll just continue like a bulldozer once you get it going).
Now, if you have to drive on totally unplowed roads under really shitty conditions, you might need AWD. Or if you have to drive through mud or something. But that's not a safety issue, because not being able to drive until conditions improve isn't really less safe...