You should know that audio on these type of cameras is not perfect. If an audio is priority, or you record serious events such as concerts, you might consider external sound recorded. However for anything else, they do okay job.
Which one has a better sound?
In my tests, I came to a conclusion that Xiaomi YI has better sound. Both cameras have built in AAC microphone.
The final output of the YI is : Audio Bit Rate 130 kbs, stereo, audio sample rate 48khz.
Final output of SJ4000 WiFi : Audio Bit Rate 512 kbs, mono, audio sample rate 32khz.
So the biggest difference is that YI has stereo mic, where as SJ4000 has mono microphone. Therefore the audio output from YI sounds louder and a bit better.