multi factor – How exactly is U2F more secure than OTP?

I’ve been trying to understand U2F and still don’t see why it’s more secure than ordinary OTP in some instances.

For example if I log into a website with a password and an OTP generated by Google Authenticator (for example) on my phone. How is using a YubiKey with U2F, instead of Google Authenticator more secure?

Is U2F a type of OTP in that it’s a protocol for OTP?