I dont think any of the major hubs are any better or worse then the others
My wife manages reception for a hotel here in Geneva. Because there are very few direct long-haul flights to Geneva, most long-haul visitors come through one or other of the big European hubs, generally LHR, FRA, CDG, AMS or ZRH. A goodly proportion of these travellers arrive without their luggage, and my wife and her colleagues spend many happy hours helping them with tracing. As such, she has a more objective and statistically valid appreciation of the baggage-losing capabilities of the respective hubs than most individual travellers would. According to her, there are significant and consistent differences in performance.
The "winner" (that is, most hopeless in getting the bags on the plane) is, by a shamefully wide margin,
Frankfurt. Then:
2. LHR
3. AMS
4. CDG (surprisingly good performance, given the general chaos of that airport)
5. ZRH (my own preferred option, for various reasons - and haven't yet lost a bag there)
I wonder if there are any kind of official figures gathered by anyone on airport (as opposed to airline) performance on baggage transfer?