Comme / Que je suis stupide !

Comme / Que j’ai de la chance d’avoir survécu !

Informal:

Qu’est-ce que je suis stupide !

Qu’est-ce que j’ai de la chance d’avoir survécu !

In an informal setting, I assume most French people would say:

Mais qu’est-ce que je suis con !

In French you could use the following frame:

Ce que [je suis bête] (alors)!

Shorter than previous answers:

Mais quel idiot/abruti/con ! (idiot = neutral, abruti = familiar, con = vulgar)

Even shorter:

Quel idiot/abruti/con !

Even shorter than shorter:

L'idiot/L'abruti/Le con !

You can replace idiot with imbécile (neutral).

Note: As you are not explicitly saying “I (je)”, these sentences can work on other people too.