I've not got vast experience on the 500, but quite a lot on the Gazelle. My angle is the they're similar in terms of top speed but the Gazelle acheives it in a more comfortable manner. I think the lightness of the hydraulic-assistance and for me, the better balanced controls, gives the Gazelle a significant edge - but at a price!
But I'm biased, I learnt to fly on Gazelle.
JJ