I tried to find statistics for this claim by looking at homicide risk but was unable to find anything supporting it. Possibly this is true in non-western countries. For example here is a look at the data that claims tran people are less at risk in the UK. https://www.google.com/amp/s/fairplayforwomen.com/trans-murd...

I suspect there are lots of confounders if you wanted to isolate the risk that trans brings. For example apparently trans people have a higher rate of sex work which would increase the risk. On the other hand I wouldn't be surprised if trans were coming from higher socio-economic groups on average which would lower the risk.