One study of 17 intersections found an 84% reduction in injury accidents. And a 100% reduction in fatal accidents. And every study I've seen is pretty similar in terms of injuries avoided.
Fatal traffic injuries are quite rare over here (175 in 2015, which gives about 1/4th of the fatal injuries in traffic per capita of USA), with most seemingly being bicycles killed in intersections by trucks turning right in the city (We have far more bicycles than cars, and they seem to enjoy ignoring rules while simultaneously going "I HAVE THE RIGHT OF WAY AND PRIORITY OVER MOTORISED VEHICLES, SO I SHALL PROCEED BLINDLY").
I might be underestimating the intersection problem as a result of our "gentler" traffic (I don't recall ever actually seeing an intersection incident - I mostly see two-car incidents on the highway, where some idiot is too busy on their phone to see that the car in front is braking).
However, I feel much less safe going through a traficated, small-radius two-lane roundabout than I do going through a traficated intersection (making a turn or not). First of all, you have to find a gap, which is stressful and entirely unnecessary in a normal intersection. Traffic usually mean that just don't get a large enough gap to get in without accelerating hard, which isn't really safe. If you want an exit that is not the first (sometimes also the second), you have to use the inner lane, meaning that you need to find a gap in two lanes, rather than one. It seriously lacks some fair scheduling.
Depending on the roundabout, exiting can only be done by going "LEEROY JEENKIIIINS". Your mirrors point at nothing useful due to the turn of the roundabout, so the lane change back out involves going fast forward to the left, with your neck twisted as far as you can back to the right. Everyone is moving at their own random, highly variable pace, so a quick orientation is immediately invalidated. On a straight road, you can rely almost entirely on your mirrors so your peripheral vision still covers what's ahead of you.
Collisions between cars are likely milder, as the vehicle velocity is limited by the roundabout geometry, but side collisions are awful, and the chance of collision seems much higher, feeling like a game of Russian roulette. I'm normally (over)confident behind the wheel, with no problem driving like an idiot, around other driving like idiots, and have several hundred thousand kilometers of driving experience, but I get uncomfortable and stressed in those roundabouts.
Some two-lane roundabouts have fixed this by drawing the lines so that the lanes spiral out, with the outer lane going to the next exit, and the inner lane going to the one after it. In this way, going around the roundabout is a constant lane change to the left with no one beside you, and an exit is simply keeping your lane. This helps a lot, but is by no means common. Entry still sucks, though