Just off a 4 night cruise Utopia, having done the Wonder in 2022 (albeit on a 7-night Mediterranean cruise).
Some minor differences in bars/restaurants as noted two posts above. On Utopia, Giovanni's is located where Wonderland is located on Wonder - it now spans two decks, and is beautiful. Utopia has Izumi in Central Park including the a la cart counter service option (where Wonder has Giovanni's), and has the Royal Railway where Wonder has Izumi. I think all the other specialty options are common to both.
Pesky Parrot (tiki bar) in the Promenade of Utopia is a nice addition but not enough to make me specifically want to rebook Utopia.
We enjoyed Utopia's water show (Aqua 80s) the most out of all the water shows I've seen on all Oasis class ships (I believe Oasis has the same show). If you grew up liking songs from the 80s, you'll like it. Neither ship has a broadway show - the stage shows are based around contemporary music - not really my thing. I believe Wonder has an Effectors show which I've never seen.
Beyond slight differences in colour schemes, the cabins had similar amenities (e.g. USB ports, more contemporary decor vs the older Oasis class ships).
Travelling with a party of 5 this trip, we really noticed the extra costs related to getting to/from Port Canaveral such that if the price of the cruise was already $500 more, it would turn us away.
Unless you really like the one restaurant and bar specific to each ship (Royal Railway/Pesky Parrot on Utopia, Wonderland/Bionic Bar on Wonder), I would frankly go with whichever is cheaper factoring in the transportation costs to the port.