Both brands carry different lines of knives separately. Zwilling carries the premium cutlery lines that are manufactured in Germany and Spain. Their knives carry the twin logo or two little stick figures. It is one of the oldest cutlery brands in the world.
J.A. Henckels International carries the entry-level cutlery lines. The products are manufactured in Spain, China, and Thailand. The knives have the single stick figure logo on the blade.
The Zwilling knives are more expensive since they are made from special formula steel and go through a Zwilling signature process of ice-hardening. Henckels are made from ordinary high-quality steel and do not go through the same ice-hardening process.
If people find Zwilling products better than Henckels is probably because it was meant to be that way. After all, it is the premium brand between the two.