"Safest" is a relative measure. However, the ones listed at the link above only come with "free" software. "Free" meaning you have the freedom to see the code, modify it, and share those changes. Which means that collectively, users can make sure that the software isn't sacrificing privacy. Unfortunately, a lot of popular software that you might want to use is not free in these ways, so it may not be available by default. And you might have to hunt for alternatives.
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GNU maintains a list of libre OSes. I can't access the site right now, but I believe this is the proper link. Edit: It is.
Free distros
"Safest" is a relative measure. However, the ones listed at the link above only come with "free" software. "Free" meaning you have the freedom to see the code, modify it, and share those changes. Which means that collectively, users can make sure that the software isn't sacrificing privacy. Unfortunately, a lot of popular software that you might want to use is not free in these ways, so it may not be available by default. And you might have to hunt for alternatives.