Plugging the axe attack profile into Statshammer with both artifacts shows
Dimensional blade - 3+ save-3.7 4+ save-4.44 5+save-4.44 6+save-4.44
Sword of judgement - 3+ save-4.03 4+save-4.58 5+save-5.14 6+save-5.69
So SoJ has a very slight increase to average wounds with a higher increase to the average against 5+ and 6+ saves. But it only works on heroes and monsters and who are you really hunting down hero/monster-wise with a 5+ save? If he really does get to attack 3 times he is probably clearing anything on the table, especially with demonic power so I would personally lean on the versatility of letting him chop down any non-hero/monsters that get in his way.
