I use a dual SIM iPhone. EE and Vodafone, so have played around with the two networks in a real-world scenario.
Both SIMs are always "active" and show a signal. If someone calls me on either number, the phone rings. When I make an outgoing call, I can toggle which number to call out from.
Data, however, has to be set to one SIM or the other as the phone can't handle two seperate data connections simultaneously. I've found that EE has a slight advantage over Voda, so usually leave it set to use this.
However, a neat trick of the phone is that if the EE signal drops altogether, it'll automatically activate the data on the the Voda SIM (if it has signal), and even better, the EE goes into a VoWi-Fi type mode, using Voda's 4G signal to make/receive calls and texts.
Now I'll get to the point...
Generally, I concurr that EE have the better performance, but I still regularly find myself in situations, usually indoors, where EE's service drops completely, yet I still get a couple of bars' 4G with Vodafone, which is perfectly usable.
On balance, if I didn't have the luxury of a dual SIM phone and had to pick one network out of the two, I'd rather sacrifice a wee bit of the top-end speed performance I get with EE, and switch to Vodafone for the better indoor performance.