In a way it's like choosing a heavy turtle with a sharp pointy object over a maniac with a big bloody axe. There's little difference beyond the sub job ability selection. With that in mind while both are about the same as tanks. They go about doing it differently as folks may have mentioned.

Here's a comparason

This was a good video I saw to help me under stand paladin agro better. It's a level 50 guide and may or not be a bit that outdated. It is still a good place to start.

This one is for lower level gladiators. Unfortunately I didn't see this one when I was learning the hard way.

Xeno's Paladin 2.38 (some notes on changes)