The GR20 has a pretty decent range of preset synth tones though not so tweakable. Guess tat's how they managed to keep the footprint design small and convenint for most guitar players. The GR20 also comes with the newer GK3 Hex Pickup which is supposedly better than the GK2A
The GR33 comes with the older GK2A Hex Pickup, has a slightly larger footprint and more footswitches for easier patch changing on the fly. Some additional features like a built in harmonist and arpeggiator make the GR33 more suitable for the more adventurous.
Which is better? I'd say it depends on your needs really.