You should always be cautious, never trust any place, country or city, even those with fame of secure.
In the particular scenario of beaches, I never bring with me valuables that are unnecessary. As I will be taking a proper shower back in the hotel, I seldom require any expensive watch, credit cards, rings or phones in the beach. The same applies to valuable SLR cameras that can be damaged with sand, salt and humidity.
Bear in mind that beaches are spaces where people go light in clothes, so bad boys can take a fast scan of you and your valuables while approaching to the area and determine that you are a prey well before you even take a sit in the sand. If you bring cases, boxes, a necklace with a key, a bracelet with a key or protective sealed bags,... you easily call their attention.
The first rule to security while travelling is: avoid showing you have value and project an image of being poor like a rat.
Try to bring just your hotel card, a few euros, perhaps your mobile, all of this wrapped in two plastic bags.
Then, bring a towel and your food.
Now once in the beach, take your time to bury the plastic bags with valuables in the sand, in a discrete manner, and place your towel and anything heavy (beach chair, large bag with just food...) on top to mark your "treasure point" to avoid losing the track. Take a bath and return. Keep an eye to your space while swimming, thought.
In the unlikely event that somebody puts his/her eye on you, they won't dare to start a treasure hunt to take your hypothetical valuables, as long as you have shown yourself low profile, because they risk to be easily caught on the spot. They will prefer easier targets that have already shown options (people that have shown their mobiles, money, cards, ... and then stored them in ultrasafe bags). Burglars will shift to those targets to take their keys, boxes,.. because they want to play a safe game, and their victims have shown they already have value. You haven't.
Enjoy your trip.