I personally haven't used Bitcoin Gold. According to the stats I see on websites, I think that Ethereum is faster, as Bitcoin Gold only averages 121 transactions per hour whereas Ethereum manages 32,917 per hour on average.
I found these stats here: https://bitinfocharts.com/bitcoin%20gold/ & here: https://bitinfocharts.com/ethereum/
Although I'm not sure if it's because there just isn't enough transactions on Bitcoin Gold to test it at peak capacity or if it is due to slow transaction speeds.
RE: How to efficiently set transaction fees in the Ethereum Network