(pics are clickable)
As you can see, Rajasthan is much more taupe based than Loaded. IMO Loaded is the prettier of the two, and technically cheaper. Loaded is NOT a permanent shade for Urban Decay, so you would have to buy BOS III to obtain it, which would run you $54 plus tax. However, Rajasthan is $32 for 2 colors. You get more of the particular shadow with NARS but if you picked up the UD you’d get 16 colors.
They are different enough to own both, but if I HAD to pick just one I’d go for Loaded.