It depends on what categories are counted. Sanchez may have more overall steals, but he has terrible plate discipline and will hit for a terrible average. His average was over .300 with Milwaukee but has steadily been coming down since going to Detroit, and I doubt he'll hit better than .250. Roberts should hit .280 or so when all is said and done. Roberts also has a much higher steal success rate, with 24 steals in 27 attempts while Sanchez is 21 for 31.
If your league counts OBP, OPS, caught stealing, or hitter's strikeouts, Roberts is far better. If you're just looking for pure steals, Sanchez might be better but even in a 5x5 league, I'd be inclined to go with Roberts because he won't be as much of a drain on your batting average.