If you are really talking about a Recovery CD as compared to an Upgrade CD,
there is no comparison.
A Recovery CD usually contain a disk image of the original hard drive that
was delivered with the PC. Whenever you use this CD, it would normally
"erase" the entire hard drive and "restore" the disk image of Windows. This
image will only contain what was installed on the hard drive at the time the
system left the "factory".
An Upgrade CD can be used to do an upgrade of your Windows. You can
normally use it in two ways: The first is to upgrade the installed version
of Windows that you have on your hard drive. This should retain all your
data and installed programs. The second way is that it would allow you to
do a "clean" install of Windows. During this "clean" install, it will ask
you for the Windows 98/ME/2000 install CD (not recovery CDs) so as to check
to see if it qualifies for the upgrade.
If you have a choice in with XP CD to get, get the Upgrade CD.