Heat shock vs electroporation
How do you detect a potenially positive transfection? Short fragments might have proper teriary structures which may make them behave differently than you would expect. Also, noncircular DNA and RNA is targeted much faster for degradation in most cells if the right head or tail signals are missing.

To your question: pulsed electroporation with well prepared bacteria (state, buffer,...) is usually 5-100 x more efficient than chemically competent bacteria.