What accident or safety data is available for ultralight aircraft?
This could match your need albeit this is a study from the Finnish Accident Investigation Board, based mostly on Finland numbers over 20 years:


Ultralight Aviation Safety and its Improvement through Accident Investigation (151 pages).


Chapter 9, page 87, also introduces information about other countries related to what they do regarding investigation: Croatia, Cyprus, Denmark, Georgia, Germany, Hungary, Iceland, Ireland, the Netherlands, Norway, Portugal, Spain, Sweden and the United Kingdom.

There is a comparison between ultralights and other types likes gliders and GA aircraft:


Source: Accident Investigation Board

Interestingly, while accidents are decreasing in Finland, this is the opposite trend in France (French article from UL federation, based on insurance notifications, from 15 fatalities in 2006 to 30 in 2010). Maybe just a matter of pilots number increasing.

Related:


Microlight/Ultralight Accident Statistics - Adventure/sport/aircraft: France, Germany, UK, Australia, Canada. From this document: "There is no good accident data for ultralights in the US".
Aviation statistics, including ultralights (1998–2007) Canada, TSB.
British Microlight Accident Analysis, many criteria (MS Word).
Recreational aviation risk survey -  Finnish 
Transport Safety Agency.