The 2 anime are mostly different with the exception of one thing that I enjoyed from them both: The discussion/explanation of the mechanics of sword styles.
I liked how the flavour of each explanation border-lined between folklore and science.
If like me, you are captivated by the details of how something is done and not just take it at face value, give it a try. you might enjoy it too.
Be warned, Souken ni Haseru Yume is mostly documentary and has very little plot, while Shigurui is an M18 gore fest