Zstd decompresses faster, perhaps 2x faster, but Brotli is fast enough. Often a little faster than gzip/deflate.

Brotli can compress more because of context modeling, about 5% more without the static dictionary and even more with it. Brotli works better with very short data.

Brotli is a bit more streamable than zstd, i.e., hides less data during transfer.

Zstd has better encoder implementations, but basically there is no technical difference in the demands of the format on the encoding algorithms. Compression could be equally fast, Zstd just saw more love and specialization for encoding. As a result, Zstd libs are 2x heavier than Brotli.