( naturally I have two external hard disk ) I need to know if the reliability of the USB pen drive is the same of the external HD: for my personal files backup an USB is sufficient and I don't want to pay for a TB external HD.
It shouldn't matter what you backup to, as long as you keep doing backups to two different devices, in case one fails.
Even though hard drives are electromechanical devices with many moving parts, they typically are more reliable than pen drives for long term storage. This is due much in part to the fact pen drives are more subject to physical abuse through drops and static discharges from fingertips or sliding in and out of pockets. If connected and left alone, I suspect pen drives would be more reliable. Of greater concern, IMO, is the fact both those solutions rely on the USB interface which has never proven to be very reliable for storage devices. So my preference is to backup to another "internal" hard drive or to a NAS (network attached storage). In my case, I have a spare (my old) networked computer in a different part of the house that I use as a NAS. The key thing is Roger's point about having multiple backups. One backup is not enough. And at least one of those backups should be "off-site" - definitely NOT located near (within arm's reach) of the computer/data it is backing up. Should a fire, major power anomaly, Mother Nature (Earthquake, flood, tornado, hurricane, etc.) take out your computer, you don't want it to take out your only backup(s) too. This threat includes a bad guy breaking into your home and stealing your computer. If your backup device is sitting next to your monitor, it will likely be stolen too. So a backup stored with a trusted neighbor or relative is a good solution. Or better yet, stored in a safe deposit box at your bank!