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Should I use switch statements or long if…else chains?

I'm working on a small program that will conduct an Insertion Sort. A number will be inputted through the keyboard and stored in a variable I called "num." I've decided to use a switch statement in order to obtain the number inputted.

switch( e.getKeyCode() ) {

    case KeyEvent.VK_0: num = 0; break;
    case KeyEvent.VK_1: num = 1; break;
    case KeyEvent.VK_2: num = 2; break;
    case KeyEvent.VK_3: num = 3; break;
    case KeyEvent.VK_4: num = 4; break;
    case KeyEvent.VK_5: num = 5; break;
    case KeyEvent.VK_6: num = 6; break;
    case KeyEvent.VK_7: num = 7; break;
    case KeyEvent.VK_8: num = 8; break;
    case KeyEvent.VK_9: num = 9; break;
}

I realized one other course of action could have been to use a set of if statements.

if( e.getKeyCode() == KeyEvent.VK_0 )
    num = 0;
else if( e.getKeyCode() == KeyEvent.VK_1 )
    num = 1;
etc. for every number up until 9.

I then wondered what the essential difference is between a switch statement and a series of if statements. I know it saves space and time to write, but it's not that much. So, my question is, aside from the space, does a switch statement differ from a series of if statments in any way? Is it faster, less error-prone, etc.?

This question really doesn't affect my code that much. I was just wondering. Also, this question pertains to the JAVA language, not any other programming language.