Great question - they're about the same, so save yourself 50 gold or whatever if you want.
What high weight does do for sure though, you'll get block-stunned less, especially blocking axes, bardiches, and even heavy swords like nodachis and greatswords. I'm sure you've felt what happens when you block a Great Long Axe with a Scottish Sword, and its kind of cool that they implemented some things that feel natural with a little imagination... suggesting you did actually block that axe's haft and not the blade, haha.