In almost all cases: drive / stick.
It is much faster, convenient to read, and even might support encryption better.
From my experience, burnt DVDs are prone to data less, too. I did some backups (of not too unrecoverable data) about 10 or 15 years ago, and after some time, a significant amount of them had errors. The disks were good, the drive used was good... Yes, some time went by, but I don't trust the "life span" that's advertised. And much more expensive than an external Disk, too, today.
But it really depends on your type of data and what you want to do with it. I can hardly see any good use case for burning DVDs today; BR may be suitable - but then, usually some flash storage wins out. And you might be more likely to have a USB port on the reading machine than an optical drive.