Which iPhone is best between iPhone XS Max or iPhone 11?

Mobile brand selection is an individual choice based on many parameters. Such as Money, Feature, Status, Aesthetic, Utility, User-Friendliness, Availability, Warranty Coverage, Service Support, Resale value, Technology and many other factors.

You can choose yours, based on your need. Go through tech spec of all iPhone models in one place, here --> iPhone Tech Specs - Apple Support And iPhone - Shopping Help - Apple

In terms of specs, the XS Max.

But the 11 is newer and also has features that the XS Max doesn't have, like Night Mode.

Your choice.