All wheel drive (AWD) and electronic stability control (ESC) have different purposes. AWD provides better traction than front wheel drive (FWD) or rear wheel drive (RWD) in conditions where traction may be marginal, like on snow, ice, or mud. If the vehicle is operated where snowfall is moderate or roads are kept pretty clear, good snow tires may provide adequate traction for most drivers.
ESC helps the driver maintain control if one or more wheels loses traction while the vehicle is in motion, reducing the chances for the vehicle to spin out of control.
In other words, AWD helps the vehicle go, and ESC helps prevent spinouts.
In day-to-day use, ESC probably provides a greater margin of safety than AWD.