Our Newf never respected the underground fence once we left the property. It was fine while we were home. He actually figured out a way to jump and avoid the shock. Or he simply took the hit, as it meant he'd be with us. We ended up tying him and ripping the whole thing out. We eventually put in a fence with stucco wire. That was only moderately more effective, as he'd climb it or crawl under it. We spent a lot of time finding the weak spots....
Of course this is the same dog that jumped though a plate glass window to try and follow me. He wasn't even home alone at the time, and we'd just returned from an off-leash run.
The underground fences tend to work best with people who have time to train their dogs regularly to the property line and fence. Perhaps the type of dog makes a difference too?
Ours never tried to escape the electric fence after his first experience with it. We could set it low enough he'd not get under it, and high enough he couldn't jump it.
Some people think they are cruel, but after nearly having a dog lacerate itself on window glass, and numerous times be found wandering the roads searching for us, I'll torture a dog with the electric!