Other than very small drill bits I have never seen one shatter...until two days ago.
I had to drill some 1/4" holes in 1/2" steel angle. I drilled a pilot hole. Then chucked up a new Canadian Tire mastercraft 1/4" bit. The instant the flute caught the pilot hole there was a bang, and I had a 1/2" of the bit in the hole, 1" piece on the floor and the rest in the chuck. Had to finish with an American made bit I had to sharpen.
This was a cordless hand drill.
David