What is the difference between Knee Wraps and a Knee Sleeve

I am weighing up whether to purchase knee SLEEVES or knee WRAPS.

Here is what I know

WRAPS - provide a slight different mechanic to knee bending, gives more "elasticity"

SLEEVES - provide warmth and "support".

The above is only what I know in my very limited knowledge. I notice for example, Ron Coleman using knee wraps, but many Strongmen using knee sleeves (rehband blues).

Reason for this question is, I have been getting knee pain and I am weighing up which one I actually need, wraps of sleeves? Anyone post their experiences on this?

Wraps are typically used on 98%+ on lifts typically, when maxing, super heavy sets, etc.
Sleeves for typical lifting.

I use a sleeve.