Huge difference in size. P239 is much smaller but has slightly lower capacity (though 7+1 would not make me nervous).
--Begin my sure-to-be-flamed defense of the HK trigger--
SIG DA trigger is better. I rate them about the same SA.
BUT the criticisms of HK's DA trigger are, in my opinion, exagerrated. It's not as smooth as the SIG, but it's certainly usable and not a real detriment to accuracy. I don't hear people comment much on trigger reset, but the HK's reset feels better to me. I personally think the reset on a SIG is too long after the first shot. Practice fixes almost everything, but I have to concentrate on not short-stroking when I shoot my buddy's P239. YMMV.
And, FWIW, I learned DA trigger pull on a S&W 686. As far as I'm concerned, pretty much ALL DA autopistol triggers suck. So there.
The cocked-and-locked option of the HK is also nice. In fact, I'm surprised more 1911 fans don't flock to it for this reason. Maybe it's too thick? Maybe it's too plastic?
--End HK trigger defense--
If concealability is a high priority (especially in a pouch), then the SIG definitely has the advantage.