A quick look in the Reflector reveals that both are pretty much equivalent.
public Guid(string g)
{
if (g == null)
{
throw new ArgumentNullException("g");
}
this = Empty;
GuidResult result = new GuidResult();
result.Init(GuidParseThrowStyle.All);
if (!TryParseGuid(g, GuidStyles.Any, ref result))
{
throw result.GetGuidParseException();
}
this = result.parsedGuid;
}
public static Guid Parse(string input)
{
if (input == null)
{
throw new ArgumentNullException("input");
}
GuidResult result = new GuidResult();
result.Init(GuidParseThrowStyle.AllButOverflow);
if (!TryParseGuid(input, GuidStyles.Any, ref result))
{
throw result.GetGuidParseException();
}
return result.parsedGuid;
}