[NAME]  - Yes, NVME is faster than SATA. Here's another thought....If your NVME SSD is big enough, you may be able to dual boot either OS from the same NVME SSD. Read this thread about somebody who did this on an Inspiron 7567 with Win 10 and Ubuntu. There probably are tutorials on the net to set up dual boot on either one HDD or one SSD...
I am looking to purchase a new PC and am considering an XPS Tower Desktop. I wish to make the new PC dual boot by adding a second SSD for Linux. It seems that the 8940 has a spare PCIe x4 slot. Is this correct? If so, can the motherboard boot from this slot? thanks  
XPS 8940, dual boot with Linux