As mentioned in the comments, WiFi is most definitely more secure, as long as you use WPA2. Do not configure your phone hotspot to open, or to use WEP, as one is completely without encryption, and the WEP is completely broken and has been for a long time.
Also make your password some random combination of numbers and letters, as you can still crack WPA2, if the password can be easily guessed, for example a short word. Using 16 characters of random numbers, letters and symbols makes this very hard on the other hand, since you just need to test every single possible password instead of just going through a dictionary.