It'll depend a lot on the exact model you use, most of the 32-128GB USB sticks I have are a lot slower than the 32/64GB SD cards I use (Sandisk Extreme Pro), especially when it comes to writes and random access.
As a rule of thumb: if the manufacturer didn's spec write speed it'll be slow. For SD cards also make sure you get one with A1 or A2 application class and, as always, stay away from no-name brands.
You'd need to look for USB SSDs (not USB sticks / thumb drives), they should be fast - but they are quite expensive.
so long,
Hias