An article from Science Based Health is comprehensive in its appraisal and evaluation of the two forms of DHA.

In brief summary, the DHA-TG is not shown to be more beneficial in any clinically significant way over the DHA-EE, but Omega-3 EE is the preferred form in many trials.  The DHA in the ethyl ester form has a “strong safety profile” when taken as instructed.

Access at http://www.sciencebasedhealth.com/Fish-Oil-EE-vs-TG-omega-3s-which-is-better-W119.aspx or read article at download link below.

Triglyceride vs Ethyl Ester