Well they are the same until you unlock the DW passive below :
[Passive] Twin Blade and Blunt – While dual wielding, axes have a chance to inflict a bleed damage over time effect, maces deal a percentage of bonus damage against heavily armored targets, swords deal a flat percentage more damage, and daggers have increased critical strike chance.
Well the actual weapon speeds might be different but the damage ratings are the same. You'd have to try both to see if there's a noticeable difference in the attack rate.
Holgrum put some pants on. Holgrum heal me I'm dying. Nag... Nag... Nag...
So daggers and swords are really just aesthetically different?
Unless you take a passive that changes the individual weapons within a category, yes. Same thing with two handers (which also have a passive you can buy that makes battleaxes do something different from greatswords or mauls).
Honestly meaningless until you hit around level 41 DW i think it was. That's when you unlock the passives that grant abilities depending on your weapon. The skill is called "Twin Blade and Blunt"
Dual wielding weapons grant the following bonuses per weapon equipped:
Axe: extra chance to apply bleeding DoT
Mace: Deal bonus damage to heavily armored enemies
Sword: Deal additional damage
Dagger: Increase critical strike
So to answer your question. Use whatever gives you the highest damage until you get your DW up to level 41, then base your fighting off of the above. I believe that Stamina determines your critical strike chance, so I would only use dagger/dagger if you already have high stamina to begin with. I would use sword/mace if you are sort of a mix in the middle, as it gives you a slight increase in damage, and also a slight improvement against armor mobs. axe/axe I would use if you are building your nightblade as a beefier low/mid tank, as with living longer, it takes the mobs longer to die, so the bleed effect really helps out. Especially against bosses.