They are very similar with some subtle differences in usage. - Advice can be either helpful or useful. - A person is always helpful never useful. - A tool is not usually helpful, only useful. - If you respond to some directions with 'Thank you, that is very helpful' you are describing both the directions and the person who gave them to you, so you are praising their character as well as remarking on the quality of the advice

I'm a native U.S. speaker. I think that in your sentence, "helpful" and "useful" are interchangeable and equivalent. The word "a" does not belong. "Advice" is functioning as a "mass noun" like "water" or "cheese" or "money." The following are examples normal, correct written or spoken English. "Thank you, that was helpful advice." "Thank you, that was useful advice." "Thank you, that was a helpful piece of advice." "Thank you, that was a useful piece of advice." "Thank you, that was a piece of helpful advice." "Thank you, that was a piece of useful advice." Because "advice" is functioning as a mass noun, these are also correct: "Here is some helpful advice: blah blah..." "Here is some useful advice blah blah..." "That book is full of helpful advice." "That book is full of useful advice." The word "tip" can mean "a small piece of advice" so these are also possible: "Here is a helpful tip: blah blah..." "Here is a useful tip: blah blah..." "Let me give you a tip: blah blah..." "That book is full of helpful tips." "That book is full of useful tips."

I think their meanings are the same to me ( I use them both interchangeably). But we should wait an anwser from a native sapeaker¡