There is no difference between these two words in common usage. They're 100% interchangeable.

Actually it's wrong. 전철 runs on the ground, but 지하철 runs under the ground. We don't use 전철 anymore. So you can use both of them, but I've never used 전철 when I talk. I always use 지하철 even though it runs on the ground also.

thank you so much