I'm not familiar with either of those tools, are they debugging tools for php? And xdebug works in VSCode but doesn't in Vim?
xdebug is PHP-side, and it just provides a debugging interface any client can use. Vdebug is a vim client for xdebug, and there's one built-in to VSCode (I think, it may have been an extension).
Vdebug is trickier to navigate though because I think for using a debugger with lots of watch windows and so on it's easier (gasp) to use a mouse.