While you'd be more protected in a crash in an SUV than in a compact, SUVs are far more likely to get into an accident in the first place due to reduced maneuverability and larger size. Also, some SUVs are classified as trucks, which means they don't have to meet the auto body safety standards of passenger vehicles.
"Drivers of the tiny Jetta die at a rate of just forty-seven per million, which is in the same range as drivers of the five-thousand-pound Chevrolet Suburban and almost half that of popular S.U.V. models like the Ford Explorer or the GMC Jimmy." --Malcolm Gladwell, http://gladwell.com/2004/2004_01_12_a_suv.html, which also includes a full chart of fatalities-per-million drivers of the most popular cars in the US.
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While you'd be more protected in a crash in an SUV than in a compact, SUVs are far more likely to get into an accident in the first place due to reduced maneuverability and larger size. Also, some SUVs are classified as trucks, which means they don't have to meet the auto body safety standards of passenger vehicles. "Drivers of the tiny Jetta die at a rate of just forty-seven per million, which is in the same range as drivers of the five-thousand-pound Chevrolet Suburban and almost half that of popular S.U.V. models like the Ford Explorer or the GMC Jimmy." --Malcolm Gladwell, http://gladwell.com/2004/2004_01_12_a_suv.html, which also includes a full chart of fatalities-per-million drivers of the most popular cars in the US.