Sand is not better, it is presumed to be easier. DE filters particles down to about 1-2 micron (millionths of an inch). The most acute human vision can see particles only down to about 5 micron. Sand filters down to about 10 micron (at best). Therefore, DE filtration is better (more effective). An interesting note: Most bacteria are larger than one micron, so DE can actually filter bacteria, but if you maintain proper FC there is really no bacterial load to speak of.
Sand filters require less maintenance because when you backwash them (to remove accumulated dirt) you don't lose sand. Therefore, you don't have to replace sand like you do DE in most of that type of filter. (The exception is the Hayward Perflex filter, which does not use a backwash. You regenerate by "bumping" to remove accumulated dirt from the finger-like filter elements). Also, sand lasts quite a long time (a couple of years) before it needs replacement. DE filters should be emptied and cleaned from two to several times a season, depending upon dirt load. If you ever get an algae bloom and kill it via shocking, DE will clear the pool up much faster and without any added clarifier. It will also require more frequent regeneration or backwash because it is catching more particulate matter faster. In general, both types of filter work well if you keep your pool well-maintained and balanced.