Even coloured PETG has been amazingly shatter resistant for me? I took a bad print and stuck it in a bench vice. It was long and skinny (maybe 3-4mm thick before the print failed), and it literally bent itself in half and did not snap.
It depends, pigment changes its properties. White Spektrum PETG tended to shatter a bit too easily for me (though still not more easily than PLA, I think).
Huh! Good to know! This was D3D in green. The only thing that's managed to break it so far is a drone clipping the ground with its landing gear at 40km/h, and the 3D printed piece was the perfect "weak link" to prevent a more catastrophic failure :)
The joke in engineering school was: "You may choose to design a specific weak link into your design; if you do not do so, one will be provided for you."