I've had the 250 Sierra going 3250 fps out of the 338 Lapua (on a Sako TRG-41).
I've had the 300 Sierra going over 3100 out of the Lapua on my latest 338 Lapua.
Fastest I ever got out of my 338 RUM was about 2900 with the 300 Sierra, didn't use 250's in that rifle.
I like the Lapua for the brass quality and it can IMHO go a little faster then the RUM.
Nothing wrong with the RUM, just whatever you happen to like or have I guess.