These days, it is quite safe. I am not an electrician, but I have worked with them for years. They are protected by labor laws, unions, and state and local regulations. Usually the hazards are more likely to be as a result of the specific conditions of the job-site or unsafe practices by other trades. Working in commercial buildings or new construction may be safer than say, renovating old houses. There are a lot of statistics you can probably find by visiting OSHA: https://www.osha.gov/ . I have been on a lot of construction sites in commercial buildings and I can tell you that safety is usually taken very seriously.
I would not let this discourage you from exploring electrical or trades work. The important thing is to always have your safety and that of those around you in mind, and object if you are asked to do anything unsafe.