The GFCI's special sensitivity to stray electricity will protect you from shocks even without the equipment ground wire
. It'll instantly shut off the circuit before a dangerous shock can occur.
Sometimes they won't contain an equipment ground wire
(bare copper or one with green insulation) or other grounding means such as metal conduit.
Home electrical systems installed since about 1962 have a third wire running alongside the hot and neutral wires, called an "equipment ground wire
," which is either bare copper or covered by green insulation.