These 2 games are very different from each other, wit the exemption of a WW2 setting. HOI has more of an in depth style of army production, economical and national management, diplomacy, and a vast scale map including all existing countries in the WW2 era. While SD is just more of a traditional RTS style concentrated only on one region of a country, or city where you micromanage every single unit. You know, just like the old red alert but with more complicated game mechanics and no base building.
I'd like to compare this game to world in conflict though, but SD still uses the same traditional RTS gamestyle like the red alert franchise where microing units are the majority of playing the game.