While vehicles with four-wheel drive typically do perform better in snowy and icy driving conditions, the technology can backfire by giving drivers a false sense of safety.
Four-wheel drive is used to send the specific amount of needed torque to each of your car's four tires to give it added traction to move forward through snowy roads. That doesn't mean, however, that you can race down the road at top speed in the snow and bring yourself to a quick stop. Four-wheel or all-wheel drive isn't going to give you the traction you need to brake. It can help you get through some difficult conditions, but it doesn't make you SuperSUV.