Is it worth leaving the leaves for the winter or is it better to rake them up and throw them away?

I have many deciduous trees on my plot. Until now, every year before winter, I would rake them all up and compost them. However, I heard that it's worth leaving them for the winter to retain moisture and protect the plants from frost. Additionally, they can serve as a shelter for hedgehogs. What about you? Do you leave the leaves or is it better to rake them up?