Weird, I'm always experiencing KDE as the faster one. But I think that's because GNOME likes to anti-alias all fonts, in KDE I disabled lot's of that stuff and that's what really made it a lot smoother.
Though it seems a problem with X, GNOME has less trouble moving windows vertically than KDE does. Unless you don't use the titlebar but grab them while holding the alt key. Has anybody else noticed, especially in KDE, that moving windows around with the titlebar goes a lot smoother when moving sideways than moving up and down?