Do you mean 'latterly' and 'lately'? As an adverb of time, there is no difference in meaning: they both have a similar meaning to 'recently'.
'Latterly' is a relatively unusual adverb: it is quite formal and literary. If I were you, I'd keep it in your passive vocabulary, as something that you understand but don't necessarily use. I think it would sound a little odd if a young person learning English were to use the word 'latterly'. My advice would be to use 'lately' or 'recently' instead.