Indeed. There are plenty of studies suggesting the opposite. From the Skeptical Inquirer (a broadly pro-atheist publication approved of Dawkins among others):

"The results of a few early investigations suggested little or no relation between religiosity and crime (e.g., Hirschi and Stark 1969). In contrast, more recent studies, as well as meta-analyses (quantitative syntheses) of the literature, have converged on a consistent conclusion: belief in God bears a statistically significant, albeit relatively weak, association with lower levels of criminal and antisocial behavior, including physical aggression toward others (a statistically significant finding is one that would be extremely unlikely to be observed if the null hypothesis of a zero correlation between the variables were true). For example, in a meta-analysis of sixty studies that yielded seventy-nine correlations, Baier and Wright (2001) found a statistically significant, but weak, negative correlation (r=-.12) between religiosity and crime (correlations range from -1.0 to +1.0, and a correlation with an absolute value of .1 is typically regarded as weak in magnitude). Notably, all seventy-nine correlations were negative, although most fell in the range of -.05 to -.20. These findings run counter to Dennett’s (2006) claim, seconded by Dawkins (2006), that there is no statistical association between religiosity and criminality. "

But we shouldn't read too much into those studies either I guess, partly as the article doesn't link to them specifically or in detail. The full article is here if you're interested: http://www.csicop.org/si/show/would_the_world_be_better_off_without_religion_a_skeptics_guide_to_the_deba/