A statement of purpose is usually more formal, focusing on your academic or professional goals. It shouldn’t include anything that isn’t directly relevant to the application.
A personal statement can often be more creative. It might tell a story that isn’t directly related to the application, but that shows something about your personality, values, and motivations.
However, both types of document have the same overall goal: to demonstrate your potential as a graduate student and show why you’re a great match for the program.