Yes they are absolutely different!
Both have tiny eyes relative to mice and rats. Shrews almost look blind.
Voles are usually larger than shrews.
Voles are usually brown, while shrews are greyish (grayish?).
Voles are herbivores, while shrews are primarily carnivorous (ounce for ounce, they're outstandingly vicious). Because they are active hunters, you're more likely to see a shrew in the winter than a vole (tiny body = relatively high energy requirement, like hummingbirds). Over the years, I've found a surprising number of shrews out and about in the snow.
Voles are known for their characteristic meandering tunnels through the matted grass beneath the snow. Voles are probably by far the more abundant food source of the two for raptors at this time of year. Never seen a winter vole, except when my dog fox-pounces one out of the snow. :x
Curious why you ask?