Of course the answer to this depends on the circumstances.

I'm intimately familiar with the sieges of Alexander the Great and while the survival rate of the first men up the ladders is not recorded, what is recorded is that Alexander was sometimes one of the first men up the ladders and over the walls. He was often wounded, sometimes seriously, but he did survive. We should keep in mind that if the defenders realized who Alexander was, then he would have been a prize target and so might face a heavy assault from above. At the same time he would have been protected by the men around him, some of them died while defending their king.

My main source for this is Arrian, who gives the best account of the battle details during his campaigns.