how to express my thought to my supervisor without being disrespectful?
My personal recommendation would be to say you're trying to complete your PhD with a university that specializes in your field of study/research. I would also recommend a certain level of honesty (not saying their school isn't as respected, just that you're trying to get into a school that is well known and respected for your specific pursuit.)

Most people working in education understand and respect the pursuit of knowledge, not that they aren't unhappy about losing people, but they either respect you, or they don't. Either way you must do what's best for you.