I only ever use USDT — how are USDC/DAI different? is the depeg risk actually different?

I just habitually use USDT, but people say USDC is 'safer' and DAI is 'decentralized'. all three peg to $1 — what actually differs? are the issuer, collateral structure, and depeg risk meaningfully different? once you have a decent stack, is it better to split across them?