The only difference between X-Plane 11 on DVD or digital download is how you install the sim, and how you unlock it from demo mode.
If you order DVDs you have to pay & wait for shipping, then use them to install all the scenery you want. You also have to keep DVD 1 in the drive to stay out of demo mode.
Purchasing digital download allows you to install the sim immediately via internet download. Your product key will be saved on your computer and as long as you have an internet connection about every 2 weeks, X-Plane will unlock automatically behind the scenes.
ETA: they both include all the same scenery, aircraft & features.