That should also be correlated with e.g low corruption, good laws, low crime, good police, good courts, good neighbors / social norms, low poverty, etc. etc. It's much easier to see how these things can directly lower the chance of you being robbed or killed, while the relation to democracy seems less direct.
My comment was prompted by the concept of governments so far being 'useless', advocacy of democracy isn't especially intended.
The phenomenon of people not getting killed by other people much, and especially not getting killed by those with the most power is a remarkable achievement, given how humans and other animals usually behave. We can call our governments "useless" only in the sense of "Yay! We've managed to find a way to make the machinations of leaders to be irrelevant rather than a constant threat and net negative to the rest of the population!"
Right, I didn't notice your comment wasn't about democracy specifically. Even if democracy is "as useless" (=as useful) as some alternatives, it wouldn't imply it is useless (=of no use) as e.g. having no formal government at all.
I often hear people speak of democracy as the next, or the final, inevitable stage of human social development. Its inevitability is usually justified not by describing power relations that result in democracy being a stable attractor, but in terms of morality - democracy is more "enlightened". I don't see any inevitability to it - China and the Soviet Union manage(d) to maintain large, technologically-advanced nations for a long time without it - but suppose, for the sake of argument, that democracy is the inevitable next stage of human progress.
The May 18 2012 issue of Science has an article on p. 844, "Ancestral hierarchy and conflict", by Christopher Boehm, which, among other things, describes the changes over time of equality among male hominids. If we add its timeline to recent human history, then here is the history of democracy over time in the evolutionary line leading to humans:
There are two points to observe in this data:
I do believe "progress" is a meaningful term. But there isn't some cosmic niceness built into the universe that makes everything improve monotonically along every dimension at once.