cKDTree is a subset of KDTree, implemented in C++ wrapped in Cython, so therefore faster.
Each of them is
a binary trie, each of whose nodes represents an axis-aligned hyperrectangle. Each node specifies an axis and splits the set of points based on whether their coordinate along that axis is greater than or less than a particular value.
but KDTree
also supports all-neighbors queries, both with arrays of points and with other kd-trees. These do use a reasonably efficient algorithm, but the kd-tree is not necessarily the best data structure for this sort of calculation.