Both storyline are in feudal Edo, and historical charachters are mainly involved here with an evil side touch to it, Dagger of kamui is more closer to history with its char, Sam. deeper kyo is more fictional storywise but still has a nice set to it,and they capture a good taste of the japanese culture then!
One more wellknown that the other, for me BOTH oldskool samurai classics about blood, honor , respect and betrayal that not much ppl can or will accept the 1st time seeing this, but are nevertheless intrigue by story and animation.
Well then I must say that both anime's have similar historical story and connecting Japan with foreign peoples, and beside this they are full of action and also have a lot of blood, gore, tragedy and sword fights.
But the main difference is that Dagger of Kamui is an oldschool anime while Sword of the Stranger is not.