The i5-4200M is a regular power notebook processor while the i5-4500U is a low power notebook processor. It is not an apple to apple comparison, in the sense that, the low power notebook processor are especially intended for thinner laptops and also for low power consumption ( and therefore thinner batteries or longer battery lives). However, there may be instances where you have the option purchasing a regular laptop and a thinner laptop. We expect that the details underlined below will help you take informed decision.
In terms of base clock frequency the Core i5-4200U is much slower, however, it makes up quite a bit of it with turbo clock frequency.
The benchmark score shows that the i5-4200M is slightly better in performance.
Check out more descriptive details in the youtube below.