Which object performs best? SqlDataSource or DataTable?

In terms of performance, speed, or security, what is the best object to use as a DataSource ?

Example, I am creating a DataSource , to popular a GridView :

By SqlDataSource :

this.sqlDataSource1.ConnectionName = "sql brayton max";
        this.sqlDataSource1.Name = "sqlDataSource1";
        columnExpression7.ColumnName = "id";
        table3.MetaSerializable = "0|0|125|100";
        table3.Name = "NotaFiscal.Cidades";
        columnExpression7.Table = table3;
        column7.Expression = columnExpression7;
        columnExpression8.ColumnName = "cd_uf";
        columnExpression8.Table = table3;
        column8.Expression = columnExpression8;
        columnExpression9.ColumnName = "ds_cidade";
        columnExpression9.Table = table3;
        column9.Expression = columnExpression9;
        selectQuery3.Columns.Add(column7);
        selectQuery3.Columns.Add(column8);
        selectQuery3.Columns.Add(column9);
        selectQuery3.Name = "NotaFiscal_Cidades";
        selectQuery3.Tables.Add(table3);
        this.sqlDataSource1.Queries.AddRange(new DevExpress.DataAccess.Sql.SqlQuery[] {
        selectQuery3});
        this.sqlDataSource1.ResultSchemaSerializable = resources.GetString("sqlDataSource1.ResultSchemaSerializable");

By DataTable:

DataTable cli = new DataTable();

        string sqconn, _sql;

        sqconn = ConfigurationManager.ConnectionStrings["sql brayton max"].ConnectionString;

        _sql = @"SELECT id,cd_uf,ds_cidade FROM NotaFiscal.Cidades";

        SqlConnection con = new SqlConnection(sqconn);

        try
        {
            SqlCommand cmd = new SqlCommand(_sql, con);

            con.Open();

            cmd.CommandType = CommandType.Text;

            SqlDataAdapter da = new SqlDataAdapter(cmd);

            da.Fill(cli);
        }
        catch
        {

        }