Much better. SSDs and HDDs do monitor the health of the drives (and you can see many parameters through SMART), while pen drives and SD cards don't.
Of course, they have their limits which is why raid exists. File systems like ZFS are built on the premise that drives are unreliable. It's up to you if you want that redundancy. The most important thing to not lose data is to have backups. Ideally at least 3 copies, 1 off site (e.g. on a cloud, or on a disk at some place other than your home).