Both oils flow the same way when the engine is cold, because both start with 5W. The difference is the second number, which describes how thick the oil is at normal operating temperature.
5W-30
Slightly thinner when hot. It flows easily, which many modern engines are designed around, and it can help with fuel economy. It is very common in recent petrol and diesel cars.
5W-40
Slightly thicker when hot. It keeps a stronger oil film under higher temperatures and loads, so it is often specified for performance and many European engines.
Which should you use?
Use the grade in your owner's manual. Switching to a different grade than the manufacturer recommends is not advised unless the manual lists it as an alternative.
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