How Chrome (Google Chrome) protects you from fraud

I got a mail recently stating:
Dear Valued Customer,

We tried to deliver your item on 25/04/2016,11:10 AM.
the delivery attempt failed because the address was business closed OR nobody could sign for it.
To pick up the package,please,clink on the tracking number to Review Package Information and print the invoice that is attached and visit DHL location indicated in the receipt.
if the package is not picked up within 48 hours,it will be returned to the sender.

Label/Receipt Number:4567559304824
Expected Delivery Date:April 12th,2016
Class:international package service
Service(S):Delivery Conformation
Status:Notification sent

Thank you

Copyright()2016 DHL.All Rights Reserved.
(This is an automatically generated email,please do not reply)
I have removed the link associated with the blue highlighted text. When I clicked on the link, Chrome gave me the following warning. This will not be the case if you use other less popular browsers:

Deceptive site ahead

Attackers on may trick you into doing something dangerous like installing software or revealing your personal information (for example, passwords, phone numbers, or credit cards).