Assuming you're talking of the bridge pickups, the Holy Diver is darker, with much more in the way of low mids. It's clear across the range, but has a looser low end than the Cold Sweat.
The CS is very balanced, EQ-wise, and is much brighter and tighter. The Cold Sweat is the clearest pickup I've encountered, and has an all-around more modern voicing than the Holy Diver.
