Basically it depends what multi-threading model your operating system is using.
Example:
1.In case of many to one model.
Many to one model maps many user level threads to one Kernel level thread. Thread management is done in user space.Since this kind of management wont require any system call or mode change ,no context switch, everything will be taken care by the thread libraries.Hence in this case user level threads will be faster.
Cons: When thread makes a blocking system call, the entire process will be blocked. Only one thread can access the Kernel at a time,so multiple threads are unable to run in parallel on multiprocessors
2. In case one to one model
There is one to one relationship of user level thread to the kernel level thread.This model provides more concurrency than the many to one model. It also another thread to run when a thread makes a blocking system call. It support multiple thread to execute in parallel on microprocessors. This is nothing but Light Weight Process.
Here i think all threads will behave the same.
3.in case of Many to Many
In this model, many user level threads multiplexes to the Kernel thread of smaller or equal numbers. The number of Kernel threads may be specific to either a particular application or a particular machine.
Providing a link for the differences.
http://www.tutorialspoint.com/operating_system/os_multi_threading.htm