The Gold bits are stronger, the grey bits actually fit better in the workpiece. Its a bit of a tossup and matters which types of projects you work on. The gold bits are meant to fit tight/maximal tolerances but sometimes they don't properly fit (at all, for whatever reason). People will swear by gold bits tho if they are shredding through regular bits on stuff like brake rotors and other items with heat cycled or loctited fasteners, rusted etc. They are made from noticebly different hex stock or heate treatted differently for sure.