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Get yourself a 338 RUM and never look back! If you have to choose between those, then the 300 Ultramag. They are great calibers.
It depends on your intended use.If long range is on the menu, I like heavy for caliber bullets in the RUM. I'm pushing a 230 grain berger OTM at 2950 fps out of my 27" 9 twist benchmark. It is an absolute hammer out to ranges beyond which I'm likely to shoot.The 338 Win is very versatile but not the long range performer of the 300 RUM.