A .40 in a compact feels great, not too much recoil. My neighbor (Big strong guy and state patrol) carries a full size .40 and a compact .40. When he got his Shield .40, he couldn't believe how much more it kicked. He got used to it but it does kick more than a compact.

The shield is definitely smaller and lighter.
The compact carries more rounds and also has a tac-rail for a light if you want.