carbide is harder but more brittle... especially if it is just carbide tipped.
Carbide is extreamly hard, handles harder metals with higher rpms but can chip if not used correctly (correct load, rpm, diameter step sizes, etc). This is why you can buy carbide tipped cobalt drills.
Cobalt is a good choice too. It is harder than HSS and tool steel.
There are many choices to find the perfect twist drill you need.
look at the selection and descriptions of the choices at mcmaster.com