Size
The Pyrenean Shepherd is a little larger on average: about 10 kg (22 lb) as an adult, against 8.5 kg (19 lb) for the Shetland Sheepdog.
Shedding
Their coats shed differently: the Pyrenean Shepherd sheds through the year, the Shetland Sheepdog moults most as the seasons change.
Grooming
The Shetland Sheepdog needs more grooming, daily brushing, where the Pyrenean Shepherd needs brushing a few times a week.
Temperament
They differ most on handler demand (Pyrenean Shepherd: needs an experienced owner; Shetland Sheepdog: suits a first-time owner) and on affection (Pyrenean Shepherd: affectionate on its own terms; Shetland Sheepdog: a lap or leaning dog).
Alike
Both are rated the same on loyalty: sticks close to its people.