zdnet[.]com/article/i-thought-my-favorite-browser-blocked-trackers-but-this-free-privacy-tool-proved-me-wrong/
coveryourtracks.eff[.]org/
The Electronic Frontier Foundation's set up a test page -- visit the page, click the "Test Your Browser" button, and it'll show how well your browser does blocking several type of trackers. The web site for the Brave browser has a decent explanation of what trackers are & why, while the EFF site will give you a good rundown of the types of trackers it uses in the test along with how well your browser did.
brave[.]com/glossary/tracker/
Note that the settings you make in a browser do have an effect -- the referring article on ZDNet gives Firefox a middling ranking, yet the test gave my copy of Firefox high marks.