Your question implies that you are wanting one to be better than the other. I disagree with Macd, I don't think it's a one or the other answer. Every day is different. If I had decided two plus years ago, that every single trade I make will be a short, what would have been the better vehicle. Clearly NQ. On Friday if you wanted to be long, where was the better opportunity. I agree with Macd, if he's saying that ES is more liquid. But that's not the same as saying it's more consistent. My advice look at both, and be willing to trade either.