New research indicates Microsoft Edge may have more privacy-invading telemetry than other browsers. Every URL typed into the address bar is shared with Bing and other Microsoft services such as SmartScreen. Microsoft Edge didn’t fare well in various privacy tests. Chrome, Firefox and Safari share details of every webpage you visit with their services in realtime. Chrome sends persistent identifiers than can be used to link requests (and associated IP address/location) to back end servers. Russian web browser Yandex is also engaged in similar anti-privacy activities.
Source: https://www.bleepingcomputer.com/news/microsoft/research-finds-microsoft-edge-has-privacy-invading-telemetry/