You can use some functions from the Google Guava library (which is really great, I strongly recommend it!):
Sets.difference(s1, s2);
Sets.symmetricDifference(s1, s2);
Javadocs for difference() and symmetricDifference()
symmetricDifference() does exactly what you are asking for, but difference() is also often helpful.
Both methods return a live view, but you can for example call .immutableCopy() on the resulting set to get a non-changing set. If you don’t want a view, but need a set instance you can modify, call .copyInto(s3). See SetView for these methods.