I've tried both.
If they were the same price / if cost was not considered, I would say that I prefer Olga to the Pure Wand. That might just be because the Pure Wand is guilty of one of my biggest toy pet peeves (flipping over when I let go). Olga's design, because it's not a perfect sphere-tip, does a better job on my g-spot than the Pure Wand did. (Though the Pure Wand did fine and got me off as well, Olga's sensation is just a little more intense.) The curve of Olga isn't as pronounced, though, so people with really deep g-spots might prefer the Pure Wand.
Since price is an object for most people, though, I think the Pure Wand is probably a better bet in many cases. Especially because Olga is made of grade 304 stainless while Njoy's toys are made of 316... 316 requires a little less maintenance (though both are perfectly sterilizable and weighty).
My very favorite steel toys are the Njoy Eleven and the Njoy Pure Plug Medium, for what that's worth.