Still a bit open ended. Web browser finger printing is probably going to be quite specific, unless you have a browser that avoids fingerprinting.
There is a trust issue, you need to trust the userland packagers to not build in any additional tracking, but its pretty unlikely that they'll do that given its a tiny project.
Privacy is also multifaceted, and its never going to be as simple as "use this distro". The techniques for online tracking are changing and evolving all the time.