IMO, Shaymin EX bears more inherent risks (e.g., lower HP and Weakness), but it also has 1 significant advantage with its supplemental card-draw Ability and its attack which can inflict some minor damage, BUT it gets shuffled back into one's deck - thus removing it from harm's way.
Shaymin-EX's attack bounces it and all cards attached to it back to your
hand. As for my take, and yeah it will challenge some of what
@TuxedoBlack said (we may simply have different experiences):
When it comes to Tapu Lele-GX versus Shaymin-EX (ROS), I've got to go with the latter.
Both cards exist in metagames where they are combined with additional cards to provide supplemental draw power, Supporter search, and Supporter recycling, which helps us avoid being dependent on Supporters for just big draw (or whatever Supporter-effect would prove most important). Which is why this is actually a good topic to discuss.
Both cards are juicy Bench-sitters. Shaymin-EX is obviously much more vulnerable to being easily KO'd in terms of HP
but what happens when we stop doing head-to-head comparisons of them and look at them from equivalent positions within their personal lifespans? The 110HP on Shaymin-EX is still more vulnerable than the 170 HP of Tapu Lele-GX
but Shaymin-EX went from being a probable OHKO to highly probable OHKO, while Shaymin-EX went from being a solid back-up beatstick to a somewhat probable OHKO. Making good use of multiple instances of Shaymin-EX's "Set Up" Ability seems much easier than doing the same with Tapu Lele-GX's "Wonder Tag".
We haven't had to change how we play Shaymin-EX, because we already knew we had to bounce it, discard it, or provide something that just couldn't be ignored if it was to survive. Tapu Lele-GX, on the other hand, has gone from something that could look after itself to something that needs extra attention. This is because damage output and HP scores
on average have inflated. I don't mean the newest highs due to Tag Team-GX cards, though they'll likely push it further; just the shift from EX to GX seems to have caused enough of an increase in typical HP scores and damage output that 170 HP now is more like 150 to 160 HP back in the day.
Both cards actually have useful attacks; Shaymin-EX being able to bounce itself and all cards attached with "Sky Return" not only made it easier to reuse its Ability
but also preserve those cards from having to shuffle them away or discard them before drawing. Tapu Lele-GX can punish Energy hogs with "Energy Drive", though it is more likely to finish off (or setup) a 2HKO, and even then, just because it is available (as opposed to being really good at it). "Tapu Cure-GX" is
very niche since it requires [P] and having at least one injured Pokémon worth using your GX-attack to heal.
I've already made a lot more use of Shaymin-EX's Sky Return than Energy Drive and Tapu Cure-GX. It's the
older card I've been using longer, though, so that isn't too strong of a statement.
Energy Drive degrading as fast as it has in terms of usefulness, and Tapu Cure-GX is
too niche for its own good. Sometimes an opponent has a spread deck and its a lifesaver, but you still need the deck to run [P], while both Sky Return and Energy Drive benefit from how many decks run on DCE
or a compatible form of Energy acceleration. Which reminded me of something else; when Tapu Cure-GX gets niche usage, its combating spread. When Sky Return finds its groove, it is was in frustrating [F] decks, Seismitoad-EX control decks, or even Night March decks. Bounce (in one case, plus [F] Resistance) could be surprisingly useful stall against those decks. With Night March, you could OHKO a Joltik (PHF) or (later on) Mew (FCO), though the latter required a Muscle Band as well.
So... yeah. Maybe I'm tripping over my own thought process, but I'd say Shaymin-EX is the ultimate winner. Now, we'll have to see if Dedenne-GX truly is a nerfed Shaymin-EX or not.