Brain wallet would be the superior option because no one could ever find any physical copy of your key, this is assuming you have a functioning brain that won't forget what the words are in the future. Your brain can't be hacked or stolen.
actually brain wallets are the least secure way of storing your bitcoin (private keys) because it has been proven that people are incapable of coming up with a truly random entropy needed to create a secure private key to store their funds. they usually end up with something that can easily be guessed.