There are different types of wallets. I guess you have the resources to do your own research so might as well do one so that you can choose what suits your preferences well. But to answer your question and to give you a gist about it, personally, I don't think your crypto is safe in Coinbase. Earlier this year, I think it was March or so, Coinbase has been breached by hackers and thousands of Coinbase users' accounts were hacked. It was said that the hackers used some sort of phishing tactics to lure their victims. Unfortunately, there were accounts that has been compromised, and their funds were stolen. Although it was reported that Coinbase made a move to compensate and address the issue to their clients, for me, it wasn't enough to regain the trust back knowing that their system was easily infiltrated by such a method.

There are software wallets and hardware wallets. Comparing the two, the most reliable one would be the hardware wallet. Software wallets such as the exchanger wallet that you have are easier to be hacked. Given that it was connected online, the risk it has is higher. Meanwhile, hardware wallets are safer considering that your private keys are stored offline. It's more difficult to be accessed by hackers unless you'll give away your seedphrase. It still has risks, but not as high. Cold storage is the best way so far to secure your assets.