Which is stronger wedge or sleeve anchor?

Sleeve anchors are fairly simple to use and are primarily used in brick or block. They can be used in concrete but are not considered as strong as a wedge anchor. So, for light to medium holding applications, a sleeve anchor is a good choice. There are two common types of sleeve anchors. They are the Nut Drive which is commonly used for extra strength and Phillips/Slotted Combo Driven Flat Head which is used when a flush surface is required.
To install the nut driven style, drill a hole and place the sleeve anchor into the hole. Then place the washer and nut onto the exposed threading and begin fastening the nut. As the anchor is pulled up out of the concrete, the sleeve around it begins to expand wedging the anchor into place inside the hole. You can install the Combo Flat head style in much the same way except you are using a Phillips drive and the installation will leave the top flush with the surface of the installation material.

Wedge Anchors are extremely popular and are one of the strongest anchors for hold strength. Wedge anchors look and function like a sleeve anchor but have a much smaller sleeve near the bottom of the anchor.
To install a wedge anchor simply drill a hole that is the same size diameter as the anchor and place it into the hole. After placing the material being held to the concrete on the exposed portion, place the washer and thread the fastener onto the anchor. As the nut is tightened against the washer, it will begin pulling the anchor up. This will result in the wedge skirt catching the concrete and expanding and digging into the concrete as the anchor is pulled.