Third party USB and SD card adaptors can be hit or miss when used with older lighting port iPads. Apple's own adaptors or third party adaptors that have Apples MFI certifications should work, though you'll occasionally hear a report where someone has trouble with them as well.
The only major advantage of using USB drives over SD cards is that most computers don't have SD card slots. That means you need the adaptor for both the computer and iPad. There are also situations like using a document or photo printer at a retail outlet (Staples, Walmart), which may work with the USB Drive but not an SD card. Not all of them have both ports.
Newer iPads with the USB C port don't have this problem. Of them the most convenient choice is a USB Drive with both USB A and C ports. Easy to use on the iPad, and easy to use on other computers and devices with USB A ports.
There are also USB Drives with a Lightning port (in additions to the USB port.) Most of these need an app to work with the iPad. Sadly all of them that I've seen so far.
Combination USB C, USB A, and Lightning port drives do exist. If you find one that works directly with the Files app, please share. These would be the ideal portable external storage, allowing them to be used on all iOS and most other devices.