To be honest, I would choose neither.
But, out of the two Pokemon, I would suggest Leavanny. Leavanny simply has better overall stats and a good Atk/Spd stat. It can easily run Jolly because it can already use Swords Dance to boost its Attack. Although it has a somewhat limiting move-pool, Leavanny can be a good physical sweeper if used properly.
However, if you're looking for a tank/wall, Vespiqueen is the better choice. It has Defend Order to increase its Def/Sp. Def stats by one stage; which can prove to be useful. It also has Heal Order which is a reliable source of health. There is also Attack Order which is a powerful move that also gets STAB. Note that these are Vespiqueen's signature moves and, arguably, its best. You could also run a status move, like Toxic, to further wear down the opponent.
It mainly depends on the role you want. It isn't fair to compare two Pokemon that are better in different roles.
For a sweeper, go for Leavanny.
For a wall/tank, go for Vespiqueen.
Note: Vespiqueen may be harder to get than Leavanny.
Here are good movesets for both:
Note: I treated this as if it is competitive; (if this is in game) you do not have to get the EVs and Nature exactly. You may not also be able to get the item.
EVs: 252 Atk/252 Spd/4 HP
- Leaf Blade
- Swords Dance
EVs: 252 HP/ 100 Def / 156 Sp. Def
- Attack Order
- Heal Order
- Defend Order