I have never had the opportunity to try Zumba, but i did a bit of research about it and i'm not really that interested, i always prefer yoga and will always do since i believe it allows me to meditate more and get in tune faster.
I think yoga is great for strengthening and stretching-while you do your meditation and deep breathing-and you can also do yoga at a higher intensity as well called power yoga,and yes it will make you sweat quite a bit. I think you can become very zen with yoga which is both physical and mental though.
Definitely Zumba. Personally, I'm not sure exactly how Yoga helps with weight loss. It has other health benefits but for weight loss, I don't know. I just prefer Zumba. It is a great way to have fun and exercise either alone or with a partner or in a group.