Why do sequential GUID keys perform faster than sequential INT keys in my test case? After asking this question comparing sequential and non-sequential GUIDs, I tried to compare the INSERT performance on 1) a table with a GUID primary key initialized sequentially with newsequentialid(), and 2) a table with an INT primary key initialized sequentially with identity(1,1). I would expect the latter to be fastest because of the smaller width of integers, and it also seems simpler to generate a sequential integer than a sequential GUID. But to my surprise, INSERTs on the table with the integer key were significantly slower than the sequential GUID table.

This shows the average time usage (ms) for the test runs: 

NEWSEQUENTIALID()  1977
IDENTITY()         2223


Can anyone explain this?

The following experiment was used:

SET NOCOUNT ON

CREATE TABLE TestGuid2 (Id UNIQUEIDENTIFIER NOT NULL DEFAULT NEWSEQUENTIALID() PRIMARY KEY,
SomeDate DATETIME, batchNumber BIGINT, FILLER CHAR(100))

CREATE TABLE TestInt (Id Int NOT NULL identity(1,1) PRIMARY KEY,
SomeDate DATETIME, batchNumber BIGINT, FILLER CHAR(100))

DECLARE @BatchCounter INT = 1
DECLARE @Numrows INT = 100000


WHILE (@BatchCounter &lt;= 20)
BEGIN 
BEGIN TRAN

DECLARE @LocalCounter INT = 0

    WHILE (@LocalCounter &lt;= @NumRows)
    BEGIN
    INSERT TestGuid2 (SomeDate,batchNumber) VALUES (GETDATE(),@BatchCounter)
    SET @LocalCounter +=1
    END

SET @LocalCounter = 0

    WHILE (@LocalCounter &lt;= @NumRows)
    BEGIN
    INSERT TestInt (SomeDate,batchNumber) VALUES (GETDATE(),@BatchCounter)
    SET @LocalCounter +=1
    END

SET @BatchCounter +=1
COMMIT 
END

DBCC showcontig ('TestGuid2')  WITH tableresults
DBCC showcontig ('TestInt')  WITH tableresults

SELECT batchNumber,DATEDIFF(ms,MIN(SomeDate),MAX(SomeDate)) AS [NEWSEQUENTIALID()]
FROM TestGuid2
GROUP BY batchNumber

SELECT batchNumber,DATEDIFF(ms,MIN(SomeDate),MAX(SomeDate)) AS [IDENTITY()]
FROM TestInt
GROUP BY batchNumber

DROP TABLE TestGuid2
DROP TABLE TestInt


UPDATE:
Modifying the script to perform the insertions based on a TEMP table, like in the examples by by Phil Sandler, Mitch Wheat and Martin below, I also find that IDENTITY is faster as it should be. But that is not the conventional way of inserting rows, and I still do not understand why the experiment went wrong at first: 
even if I omit GETDATE() from my original example, IDENTITY() is still way slower. So it seems that the only way to make IDENTITY() outperform NEWSEQUENTIALID() is to prepare the rows to insert in a temporary table and perform the many insertions as a batch-insert using this temp table. All in all, I don't think we have found an explanation to the phenomenon, and IDENTITY() still seems to be slower for most practical usages. Can anyone explain this?
I modified @Phil Sandler's code to remove the effect of calling GETDATE() (there may be hardware effects/interrupts involved??), and made rows the same length. 

[There have been several articles since SQL Server 2000 relating to timing issues and high-resolution timers, so I wanted to minimise that effect.]

In simple recovery model with data and log file both sized way over what is required, here are the timings (in seconds): (Updated with new results based on exact code below)

       Identity(s)  Guid(s)
       ---------    -----
       2.876        4.060    
       2.570        4.116    
       2.513        3.786   
       2.517        4.173    
       2.410        3.610    
       2.566        3.726
       2.376        3.740
       2.333        3.833
       2.416        3.700
       2.413        3.603
       2.910        4.126
       2.403        3.973
       2.423        3.653
    -----------------------
Avg    2.650        3.857
StdDev 0.227        0.204


The code used:

SET NOCOUNT ON

CREATE TABLE TestGuid2 (Id UNIQUEIDENTIFIER NOT NULL DEFAULT NEWSEQUENTIALID() PRIMARY KEY,
SomeDate DATETIME, batchNumber BIGINT, FILLER CHAR(88))

CREATE TABLE TestInt (Id Int NOT NULL identity(1,1) PRIMARY KEY,
SomeDate DATETIME, batchNumber BIGINT, FILLER CHAR(100))

DECLARE @Numrows INT = 1000000

CREATE TABLE #temp (Id int NOT NULL Identity(1,1) PRIMARY KEY, rowNum int, adate datetime)

DECLARE @LocalCounter INT = 0

--put rows into temp table
WHILE (@LocalCounter &lt; @NumRows)
BEGIN
    INSERT INTO #temp(rowNum, adate) VALUES (@LocalCounter, GETDATE())
    SET @LocalCounter += 1
END

--Do inserts using GUIDs
DECLARE @GUIDTimeStart DateTime = GETDATE()
INSERT INTO TestGuid2 (SomeDate, batchNumber) 
SELECT adate, rowNum FROM #temp
DECLARE @GUIDTimeEnd  DateTime = GETDATE()

--Do inserts using IDENTITY
DECLARE @IdTimeStart DateTime = GETDATE()
INSERT INTO TestInt (SomeDate, batchNumber) 
SELECT adate, rowNum FROM #temp
DECLARE @IdTimeEnd DateTime = GETDATE()

SELECT DATEDIFF(ms, @IdTimeStart, @IdTimeEnd) AS IdTime, DATEDIFF(ms, @GUIDTimeStart, @GUIDTimeEnd) AS GuidTime

DROP TABLE TestGuid2
DROP TABLE TestInt
DROP TABLE #temp
GO


After reading @Martin's investigation, I re-ran with the suggested TOP(@num) in both cases, i.e.

...
--Do inserts using GUIDs
DECLARE @num INT = 2147483647; 
DECLARE @GUIDTimeStart DATETIME = GETDATE(); 
INSERT INTO TestGuid2 (SomeDate, batchNumber) 
SELECT TOP(@num) adate, rowNum FROM #temp; 
DECLARE @GUIDTimeEnd DATETIME = GETDATE();

--Do inserts using IDENTITY
DECLARE @IdTimeStart DateTime = GETDATE()
INSERT INTO TestInt (SomeDate, batchNumber) 
SELECT TOP(@num) adate, rowNum FROM #temp;
DECLARE @IdTimeEnd DateTime = GETDATE()
...


and here are the timing results:

       Identity(s)  Guid(s)
       ---------    -----
       2.436        2.656
       2.940        2.716
       2.506        2.633
       2.380        2.643
       2.476        2.656
       2.846        2.670
       2.940        2.913
       2.453        2.653
       2.446        2.616
       2.986        2.683
       2.406        2.640
       2.460        2.650
       2.416        2.720

    -----------------------
Avg    2.426        2.688
StdDev 0.010        0.032


I wasn't able to get the actual execution plan, as the query never returned! It seems a bug is likely. (Running Microsoft SQL Server 2008 R2 (RTM) - 10.50.1600.1 (X64))