When comparing Microsoft XNA Game Studio vs UDK, the Slant community recommends UDK for most people. In the question“What are the best 2D game engines?” UDK is ranked 73rd while Microsoft XNA Game Studio is ranked 81st. The most important reason people chose UDK is:
UDK has an extremely large toolset that allows creating almost anything without having to use a 3rd party tool or plugin.
Specs
Ranked in these QuestionsQuestion Ranking
Pros

Pro Easy assets
it is very easy to import your own 2 dimensional assets

Pro Very easy to use
relies largely on drag and drop elements and has been used to create notable high quality 2d games such as DLC Quest
Pro Large toolset
UDK has an extremely large toolset that allows creating almost anything without having to use a 3rd party tool or plugin.
Pro Triple A track record
UDK is an engine used by many big name companies for popular games such as the Gears of War series.
Cons

Con It's dead
It is not getting updated and Microsoft does not recommend using it anymore.

Con Limited platform support
Only supports Xbox 360, Windows and Windows Phone
Con Superseded by Unreal Engine 4
Con DevKit only runs on Windows
Even though UDK can deploy games to run on multiple platforms, including Mac, it does not feature support for development on Mac.
Con Limits games to FPS
UDK was originally developed for the FPS, "Unreal Tournament", and it certainly shows. While UDK is a very powerful engine, it takes quite a bit of work to make it do something other than an FPS.
