I've used both*, and when you say "performance" is your primary concern, you need to be a bit more specific.
For example, executing many inserts/updates in SQLite is quite a bit slower, unless you wrap them all in a single transaction and commit at the end. SQL CE's query syntax is somewhat simplier, meaning I had to execute multiple commands and merge / manipulate data in code.
Given the wide variety of use cases for "performance" (latency, queries / second, rows / second, even code or DB size), I suggest you wire up a harness and do some hands-on testing. I did the same a while back in our comparison, but in the end realized we were better served using the SQLite callbacks to do some manipulation.
SQL CE 3.5 and SQLite.Net, so I wasn't using the latest, or I was using a proxy wrapper which adds a smidgeon of overhead.