Like others before me have said, wind is better at cutting/slicing through objects. Meanwhile, lighting is better at piercing/penetrating through defences.
Some of you might be confused on the difference between the two. Both wind and lightning are good at both but going by manga feats, it becomes clear that each has its advantages in one category over the other.
Now let's define piercing and slashing. Piercing is basically a sword stab whereas slashing is moving a sword for an attack in a circular motion. Therefore, penetration deals with linear force whereas cutting/slicing deals with a circular force. With this in mind, we can conclude that lightning is concentrated in order to increase its penetration. On the other hand, wind tends to spread out to increase the amount of slashing that occurs.
Lightning is generally better at penetration. This is evidenced when Temari
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when Sasuke managed to penetrate through Gaara's defence. Furthermore, when Naruto threw his
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at the 3rd Raikage and when Temari used the
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, it didn't fully penetrate through the Third Raikage's durable body. On the contrary, the 3rd Raikage's
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managed to pierce right threw his body. This doesn't make lightning natured attacks more powerful than wind natured attacks. In both Wind Cast Net and Rasenshuriken's cases, the wind attacks tend to spread out whereas lightning attacks, chidori and hell stab, remained concentrated in a linear fashion.
Now despite Temari not being able to penetrate Gaara's sand,
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which no lightning user has shown the capability of doing. This is because wind attacks generally spread around so they can cut a much wider range than can lightning.
All in all, wind does a lower amount of damage over a wider area whereas lightning does a higher amount of damage over a lower area.
Finally, in a sword fight, both wind and lightning infused blades would increase their slashing and stabbing abilities but wind infused swords would be even better at slashing than lightning infused blades, whereas, lighting infused blades would be better at stabbing in comparison to wind infused blades. Both wind and lightning infused blades would have a stronger slash and stab than regular blades though.