A well known verse says the commandments are a light (Prov. 6:23). The sages (Shab. 49a) add that the commandments are a protection too.
They relate that a soldier found Elisha Ba’al K’nafayim – contrary to the rules of the occupying power – who was seen wearing his t’fillin… but the t’fillin miraculously turned into doves in Elisha’s hands.
The Talmud explains that just as doves’ wings protect the birds, so t’fillin protect the Jewish people.
In case a person asks how it is possible that one receives a reward from observing a commandment, we might say that protection from harm is not really a reward but an opportunity, since if we survive to see another day, we are able to do many more mitzvot.