..........more than I can say for your input here.

Yes, I have owned both the KLX and the DRZSM. To put it into perspective, okay, how easy can I make this w/out pissing off these guys that think the KLX runs like a 450....the DRZ makes documented 35 rear wheel horsepower to the KLX's generously inflated 18 (I've heard 16 and I'd believe it in stock form).
I had a normally modded 2006 KLX250S- meaning it had a full BigGun exhaust, not just the slip-on, properly jetted carb, airbox opened up, geared down with 13/45; needless to say it ran pretty good. It ran like a 2-stroke if you will meaning it had a lot of power up top, but the gearing provided umph down low as well. It would wheelie thru 3rd gear with the clutch and would power wheelie with help from your arms into 2nd. Now I sold that and after I did, I missed it exponentially.
I test rode a DRZSM and that was all it took. This bike has boatloads of torque in stock trim. I bought a new '06 which I also just sold a week ago. I did mod it lightly. I drilled out the exhaust, removed the airbox snorkel, and put a 44 rear sprocket. The bike was a rocket and would power wheelie at will. I don't weigh much so it was pretty easy to make it stand up.....but I missed the dirt.
The DRZSM is a pretty trick bike with some pretty neat components, not to mention its forged piston. The engine is bulletproof, it's the same one used in the quad. If you want 40 horse, it's quite feasible with a Yoshimura full system (the DRZ guys laugh at slip-ons, I've tried to educate these guys on them but they actually think they provide power so I'm called names), a jet kit, and airbox mods.
Do NOT ride one or you will want to write a check. But consider what the SM doens't do. It won't take you off-road unless you equip it with the DRZ dirt wheels/tires found on ebay for around $700 or so. The 17" dirt tires look dumb and I would think be hard to change without marring the nice Excel rims that come stock.
To answer your question, yes the DRZSM has way more power than most riders can ever use off-road or on. But remember, it's only a 5-speed and you'll constantly be hunting for the 6th gear. Also, no tach. But you do get the feeling that you're really riding a motorcycle instead of a tiny beginner/novice bike. You actually have to hold on to the DRZ whereas with the KLX you kind of want to push it forward to get it going.
There you have it from a guy who has owned both. I was truthful and honest in my opinion. Go ride one yourself.
Nonetheless, my next bike will probably be another KLX250 next spring unless Kawi gets their head out of their rear and builds a real bike we don't have to mod to the sky to enjoy. The new Yamaha is fugly imo with no suspension travel and a gaudy exhaust. It could've been a sweet bike, but there's too much roadworthiness built into it for me.

 

I don't think you can really compare the two. That's like comparing a KX250 to a KX450, but even farther out. Yes both are dual-purpose or whatever, but the DRZ admittedly has twice the power and boatloads more arm stretching torque. If you don't agree with that, I invite you to go ride a DRZ400SM and then jump back on a KLX 250 or 300, no matter. The DRZ engine is not novice stuff where the KLX definitely is. But, as I've said before I would choose the KLX simply for it's off-roadability. But, the DRZ would go anywhere the KLX will but will cost you more money.