Swizerland (SBB) has some nice data on this with 98.9% connection punctuality, 40% of connections <5min and 77% under 10min. Though they might be an outlier here given the integrated timetable.
Indeed the 20 minute interchange assumption interacts quite badly with Swiss schedules, because actual Swiss interchanges are routinely much tighter than that, so each is penalized with 30 or 60 minutes extra for the next connection.
