Blocking malware is a tough one - you can only do so much in a browser.
Google Chrome does what it can to stop not-nice websites in their tracks.
You can use your sound reasoning when visiting a website - use a different browser that is perhaps better than Google Chrome in stopping malware.. like Firefox or Brave.
If you're hell bent on using Google Chrome then that's okay, I too am using Google Chrome currently so I'm out to make you jump between Internet browsers.
You can also use uBlock Origin and have every malware-blocklist imaginable active.
This will not help your day to day surfing as I believe there will too much checking up against lists when visiting any website.
I am currently using a hosts file to block what I want but the application that installs the hosts file Gas Mask is required to have SystemIntegrityProtection, also called SIP, off.
I don't care much about turning that off. I feel confident enough to know what I am doing and since I've tinkered with many a critical system file that eventually rendered my macOS installed useless, I think that my stance is now: come what way.
Install MalwareBytes for Mac if you're concerned about malware on your Mac.
Also, browse around the software available at Objective-See here
www.objective-see.com
You might see a tab up to on that frontpage where it says "Malware" that's not something you're going to want to download.
Objective-See creates many system level applications that will eventually put you on a hunt for all the requesters that pops up. Be careful and don't install all security apps from there.
In essence - use your browser to gather information and try not to put yourself in a total gridlock where you're hindered in seeing content. Trust yourself more and trust the browser more.